Constrained Bayesian Neural Networks
Author
Lorch, Lars Christian
Metadata
Show full item recordCitation
Lorch, Lars Christian. 2019. Constrained Bayesian Neural Networks. Bachelor's thesis, Harvard College.Abstract
Neural networks are central to many of the recent empirical breakthroughs in machine learning, but their inability to model the uncertainty of predictions makes them inadequate for safety-critical domains. Bayesian neural networks (BNNs) extend standard neural networks by modeling probability distributions over predictions, allowing us to judge how confident we should be in a given prediction. However, even though BNNs define a theoretical framework of incorporating prior beliefs about the parameters, they are unable to encode interpretable prior knowledge in function space, where most experts have prior domain knowledge.In this thesis, I present a rigorous and interpretable approach of imposing prior constraints in the input-output space onto the distributions modeled by Bayesian neural networks. By formulating a general constraint prior, the novel method can be applied to arbitrary inequality constraints and treated as a black box with any inference technique normally used with BNNs. Extensive evaluations show qualitatively and quantitatively that Constrained Bayesian neural networks are able to successfully incorporate complex and yet interpretable constraints onto the functions they model. Furthermore, Constrained BNNs do not affect any objectives or advantages of inference methods negatively and can even guide mean-field variational inference approaches to higher unconstrained ELBO values than standard BNNs on average. Finally, novel multimodal posterior predictive distributions are shown in special constraint cases. A new formulation of variational inference with a general Gaussian mixture variational family is derived to obtain these results and compared to a state-of-the-art sampling method.
Terms of Use
This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAACitable link to this page
https://nrs.harvard.edu/URN-3:HUL.INSTREPOS:37364639
Collections
- FAS Theses and Dissertations [6848]
Contact administrator regarding this item (to report mistakes or request changes)