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Laplace Redux -- Effortless Bayesian Deep Learning (2106.14806v3)

Published 28 Jun 2021 in cs.LG and stat.ML

Abstract: Bayesian formulations of deep learning have been shown to have compelling theoretical properties and offer practical functional benefits, such as improved predictive uncertainty quantification and model selection. The Laplace approximation (LA) is a classic, and arguably the simplest family of approximations for the intractable posteriors of deep neural networks. Yet, despite its simplicity, the LA is not as popular as alternatives like variational Bayes or deep ensembles. This may be due to assumptions that the LA is expensive due to the involved Hessian computation, that it is difficult to implement, or that it yields inferior results. In this work we show that these are misconceptions: we (i) review the range of variants of the LA including versions with minimal cost overhead; (ii) introduce "laplace", an easy-to-use software library for PyTorch offering user-friendly access to all major flavors of the LA; and (iii) demonstrate through extensive experiments that the LA is competitive with more popular alternatives in terms of performance, while excelling in terms of computational cost. We hope that this work will serve as a catalyst to a wider adoption of the LA in practical deep learning, including in domains where Bayesian approaches are not typically considered at the moment.

Citations (246)

Summary

  • The paper demonstrates that the Laplace approximation efficiently converts neural networks into Bayesian models with minimal computational overhead.
  • It shows that LA attains competitive accuracy and robustness on benchmarks like MNIST and CIFAR-10 compared to complex alternatives.
  • The study introduces a PyTorch library that simplifies uncertainty quantification, enhancing model adaptability in real-world AI applications.

An Expert Essay on "Laplace Redux: Effortless Bayesian Deep Learning"

The paper "Laplace Redux – Effortless Bayesian Deep Learning" critically examines the application of the Laplace approximation (LA) within the context of Bayesian deep learning. It seeks to correct prevalent misconceptions about the computational difficulty and efficacy of LA compared to more popular alternatives such as variational Bayes and deep ensembles. Here, I shall dissect its theoretical underpinnings, empirical results, and implications within the broader scope of AI research.

The authors advocate for the Laplace approximation, a classic approach conceived in the 18th century, to provide a parsimonious yet effective approximation for the posterior distribution in Bayesian neural networks (BNNs). They argue that despite its perceived simplicity, LA effectively addresses crucial challenges in neural network deployment, such as uncertainty quantification, continual learning, and model selection. By approximating the model's posterior as a Gaussian distribution centered at the maximum a posteriori (MAP) estimate—with covariance derived from the negative inverse Hessian—the paper illustrates how LA becomes a pragmatic and scalable alternative, especially with the advent of current second-order optimization techniques and software frameworks like their novel PyTorch-based library, "laplace."

The research delineates how LA enables user-friendly convergence of existing neural network models into Bayesian formulations with minimal computational overhead. This becomes particularly significant when juxtaposed with methods such as variational inference or deep ensembles, which are often seen as cumbersome due to their increased requirement for computational power and hyperparameter tuning.

A significant contribution of this work is the extensive empirical paper that demonstrates competitive performance of LA relative to other Bayesian methods. Through benchmarks on standard datasets like MNIST and CIFAR-10, results reveal that Laplace's predictive accuracy and dataset shift robustness are comparable, if not superior, to the more complex methods, especially when considering trade-offs with computational efficiency. These findings are underpinned by numerical experiments which underscore the LA's proficiency in both in-distribution and out-of-distribution settings—a critical attribute for model reliability in dynamic, real-world environments.

Moreover, this paper substantiates the claim that LA is particularly effective in addressing neural networks' overconfidence and catastrophic forgetting. By equipping networks with sound uncertainty estimates, LA assists in deriving reliable predictions even as environments or model architectures drastically change, which is corroborated by strong numerical results across various shifted datasets.

The theoretical and practical implications derived from adopting LAP are manifold. From a theoretical standpoint, the paper suggests potential advancements in understanding posterior distributions in BNNs and extending the LA paradigm to capture more of the posterior complexity. Practically, the low-cost advantage of LA positions it as an attractive technique for deployment in real-world AI systems, particularly where resources are constrained.

Furthermore, the introduction of a comprehensive PyTorch library "laplace" equips researchers and practitioners with tools to seamlessly convert trained networks into Bayesian ones. This library mitigates the entry barrier into Bayesian deep learning, providing pre-implemented extensions that accommodate various network flavors and optimization constraints, and potentially catalyzing further adoption of Bayesian methodologies at scale.

As AI research progresses, the exploration of scalable, efficient, and interpretable models becomes paramount. The paper foresees that embracing the LA in mainstream practice may foster more robust AI systems equipped to handle epistemic uncertainty, which is critical as AI applications permeate sensitive domains such as healthcare and autonomous systems.

In conclusion, while not positioned as revolutionary, the work posits the Laplace approximation as an underutilized powerhouse within Bayesian deep learning, capable of significantly enhancing uncertainty quantification, model adaptability, and cost-effectiveness. Future research could explore its integration with emerging AI paradigms and investigate cross-disciplinary applications, potentially augmenting the discourse on the scalability and applicational viability of Bayesian models in AI.

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