200514 Efficient and Scalable Bayesian Neural Nets with Rank-1 Factors.md

https://arxiv.org/abs/2005.07186

Efficient and Scalable Bayesian Neural Nets with Rank-1 Factors (Michael W. Dusenberry, Ghassen Jerfel, Yeming Wen, Yi-An Ma, Jasper Snoek, Katherine Heller, Balaji Lakshminarayanan, Dustin Tran)

BatchEnsemble (2002.06715)을 베이지안으로 확장. 가중치를 W와 rank 1 행렬 rs^T의 hadamard 곱으로 모델링하고 r, s에 대해 variational inference를 하는 접근.

#ensemble #bayesian #variational_inference