Bayesian Inference
A Bayesian Inference over Neural Networks On a supervised model parameterized by W, we seek to infer the conditional distribution W | D
The prior and likelihood are both modelling choices. A.1 Likelihoods for BNNs The likelihood is purely a function of the model prediction ฮฆ As exact posterior inference via (11) is intractable, we instead rely on approximate inference algorithms, which can be broadly grouped into two classes based on their method of approximation. A concrete label can be obtained by choosing the class with highest output value. The Gaussian variational family is a common choice. Estimators for the integral in (15) are necessary.