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Multiplicative Normalizing Flows for Variational Bayesian Neural Networks
Christos Louizos · Max Welling

Wed Aug 09 01:30 AM -- 05:00 AM (PDT) @ Gallery #70

We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows while still allowing for local reparametrizations and a tractable lower bound. In experiments we show that with this new approximation we can significantly improve upon classical mean field for Bayesian neural networks on both predictive accuracy as well as predictive uncertainty.

Author Information

Christos Louizos (University of Amsterdam)
Max Welling (University of Amsterdam)

Prof. Dr. Max Welling is a research chair in Machine Learning at the University of Amsterdam and a VP Technologies at Qualcomm. He has a secondary appointment as a senior fellow at the Canadian Institute for Advanced Research (CIFAR). He is co-founder of “Scyfer BV” a university spin-off in deep learning which got acquired by Qualcomm in summer 2017. In the past he held postdoctoral positions at Caltech (’98-’00), UCL (’00-’01) and the U. Toronto (’01-’03). He received his PhD in ’98 under supervision of Nobel laureate Prof. G. 't Hooft. Max Welling has served as associate editor in chief of IEEE TPAMI from 2011-2015 (impact factor 4.8). He serves on the board of the NIPS foundation since 2015 (the largest conference in machine learning) and has been program chair and general chair of NIPS in 2013 and 2014 respectively. He was also program chair of AISTATS in 2009 and ECCV in 2016 and general chair of MIDL 2018. He has served on the editorial boards of JMLR and JML and was an associate editor for Neurocomputing, JCGS and TPAMI. He received multiple grants from Google, Facebook, Yahoo, NSF, NIH, NWO and ONR-MURI among which an NSF career grant in 2005. He is recipient of the ECCV Koenderink Prize in 2010. Welling is in the board of the Data Science Research Center in Amsterdam, he directs the Amsterdam Machine Learning Lab (AMLAB), and co-directs the Qualcomm-UvA deep learning lab (QUVA) and the Bosch-UvA Deep Learning lab (DELTA). Max Welling has over 200 scientific publications in machine learning, computer vision, statistics and physics.

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