Physical Sciences and Mathematics Commons^™

Uncertainty Estimation Of Deep Neural Networks, Chao Chen

Theses and Dissertations

Normal neural networks trained with gradient descent and back-propagation have received great success in various applications. On one hand, point estimation of the network weights is prone to over-fitting problems and lacks important uncertainty information associated with the estimation. On the other hand, exact Bayesian neural network methods are intractable and non-applicable for real-world applications. To date, approximate methods have been actively under development for Bayesian neural networks, including but not limited to: stochastic variational methods, Monte Carlo dropouts, and expectation propagation. Though these methods are applicable for current large networks, there are limits to these approaches with either underestimation …