Posts tagged pymc3.ADVI
Variational Inference: Bayesian Neural Networks
- 20 October 2021
- Category: intermediate
There are currently three big trends in machine learning: Probabilistic Programming, Deep Learning and “Big Data”. Inside of PP, a lot of innovation is in making things scale using Variational Inference. In this blog post, I will show how to use Variational Inference in PyMC3 to fit a simple Bayesian Neural Network. I will also discuss how bridging Probabilistic Programming and Deep Learning can open up very interesting avenues to explore in future research.