b6dfd41875bc090bd31d0b1740eb5b1b-AuthorFeedback.pdf

R4."Lack of novelty": We respectfully disagree. To the best of our knowledge, Thms 1-3 are the first theo-33 retical results on the quality of BNN approximate inference in terms ofestimating function space uncertainty.34 The derivations are non-trivial, and the results applyregardless of the inference algorithm (not just VI, see35 lines 73-75, 118 & 130-131). This includes methods which are usually not expected to be over-confident,36 e.g. EP and Rényi VI, as long as factorised Gaussians/dropout distributions are used as approximate posteriors.37