A look at The Case for Bayesian Deep Learning

Bayes' theorem is one of the most important formulae in the field of mathematical statistics and probability, used to calculate the chances of a particular event occurring based on relevant existing information. Bayesian inference meanwhile leverages Bayes' theorem to update the probability of a hypothesis as additional data becomes available. New York University Assistant Professor Andrew Gordon Wilson addressed this question in his recent paper The Case for Bayesian Deep Learning. Paper Abstract: The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks.