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Impact of Parameter Sparsity on Stochastic Gradient MCMC Methods for Bayesian Deep Learning
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Impact of Parameter Sparsity on Stochastic Gradient MCMC Methods for Bayesian Deep Learning

Meet P Vadera, Adam D Cobb, Brian Jalaian and Benjamin M Marlin
arXiv
02/08/2022

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Abstract

Bayesian methods hold significant promise for improving the uncertainty quantification ability and robustness of deep neural network models. Recent research has seen the investigation of a number of approximate Bayesian inference methods for deep neural networks, building on both the variational Bayesian and Markov chain Monte Carlo (MCMC) frameworks. A fundamental issue with MCMC methods is that the improvements they enable are obtained at the expense of increased computation time and model storage costs. In this paper, we investigate the potential of sparse network structures to flexibly trade-off model storage costs and inference run time against predictive performance and uncertainty quantification ability. We use stochastic gradient MCMC methods as the core Bayesian inference method and consider a variety of approaches for selecting sparse network structures. Surprisingly, our results show that certain classes of randomly selected substructures can perform as well as substructures derived from state-of-the-art iterative pruning methods while drastically reducing model training times.
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