31. Bayesian neural networks

The introduction part of this lecture is inspired by the chapter “Learning as Inference” in the excellent book Information Theory, Inference, and Learning Algorithms by David MacKay [Mac03].

Some python libraries that are relevant for Bayesian Neural Networks (and part of the general trend towards Probabilistic Programming in Machine Learning) are:

• PyMC3

• Tensorflow Probability

• Keras (for constructing tensorflow models).

• Edward