Dealing with Overconfidence in Neural Networks: Bayesian Approach

I trained a classifier on images of animals and gave it an image of myself, it's 98% confident I'm a dog. This is an exploration of a possible Bayesian fix. I trained a multi-class classifier on images of cats, dogs and wild animals and passed an image of myself, it's 98% confident I'm a dog. The problem isn't that I passed an inappropriate image because models in the real world are passed all sorts of garbage. It's that the model is overconfident about an image far away from the training data.