Trace-class Gaussian priors for Bayesian learning of neural networks with MCMC
用于神经网络贝叶斯学习与 MCMC 的迹类高斯先验
Abstract This paper introduces a new neural network based prior for real valued functions. Each weight and bias of the neural network has an independent Gaussian prior, with the key novelty that the variances decrease in the width of the network in such a way that the resulting function is well defined in the limit of an infinite width network. We show that the induced posterior over functions is amenable to Monte Carlo sampling using Hilbert space Markov chain Monte Carlo…