论文标题

有效的贝叶斯更新,可通过拉普拉斯近似

Efficient Bayesian Updates for Deep Learning via Laplace Approximations

论文作者

Huseljic, Denis, Herde, Marek, Rauch, Lukas, Hahn, Paul, Huang, Zhixin, Kottke, Daniel, Vogt, Stephan, Sick, Bernhard

论文摘要

由于训练深度神经网络获得了大量的计算资源,因此很难使用新数据扩展培训数据集,因为它通常需要完整的再培训。此外,特定的应用程序不允许由于时间或计算限制而造成的昂贵重新训练。我们通过提出一种新的贝叶斯更新方法来解决此问题,用于使用最后一层拉普拉斯近似。具体而言,我们利用二阶优化技术在拉普拉斯近似的高斯后分布上,以封闭形式计算逆黑板矩阵。这样,我们的方法允许在固定设置中新数据到达后快速有效的更新。一项跨不同数据模式的大规模评估研究证实,我们的更新是昂贵的重新培训的快速竞争替代方案。此外,我们通过使用我们的更新来改善现有的选择策略来证明其在深度积极学习方案中的适用性。

Since training deep neural networks takes significant computational resources, extending the training dataset with new data is difficult, as it typically requires complete retraining. Moreover, specific applications do not allow costly retraining due to time or computational constraints. We address this issue by proposing a novel Bayesian update method for deep neural networks by using a last-layer Laplace approximation. Concretely, we leverage second-order optimization techniques on the Gaussian posterior distribution of a Laplace approximation, computing the inverse Hessian matrix in closed form. This way, our method allows for fast and effective updates upon the arrival of new data in a stationary setting. A large-scale evaluation study across different data modalities confirms that our updates are a fast and competitive alternative to costly retraining. Furthermore, we demonstrate its applicability in a deep active learning scenario by using our update to improve existing selection strategies.

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