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Predicting Values with Bayesian Neural Network

I want to use a Bayesian Neural Network for a regression task. To do that I converted a BNN from this paper to Python 3. The provided training script runs and I receive a pickle file, which I want to ...
Lukas Scholz's user avatar
3 votes
0 answers
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Why does this formula $\sigma^2 + \frac{1}{T}\sum_{t=1}^Tf^{\hat{W_t}}(x)^Tf^{\hat{W_t}}(x_t)-E(y)^TE(y)$ approximate the variance?

How does: $$\text{Var}(y) \approx \sigma^2 + \frac{1}{T}\sum_{t=1}^Tf^{\hat{W_t}}(x)^Tf^{\hat{W_t}}(x_t)-E(y)^TE(y)$$ approximate variance? I'm currently reading What Uncertainties Do We Need in ...
user8714896's user avatar
4 votes
1 answer
128 views

Is there any research on models that provide uncertainty estimation?

Is there any research on machine learning models that provide uncertainty estimation? If I train a denoising autoencoder on words and put through a noised word, I'd like it to return a certainty that ...
user8714896's user avatar