This note explores a seemingly simple yet surprisingly profound example of how rational agents can diverge in their beliefs even when exposed to identical evidence. While the mathematical model we’ll examine is highly simplified, its core mechanism offers a potential lens through which to understand the complex dynamics of real-world...
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Why is the Bayesian Model Average the best choice?
Why is the Bayesian model average (BMA) often hailed as the optimal
choice for rational actors making predictions under uncertainty? Is this
claim justified, and if so, what’s the underlying logic?
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Function-Space Variational Inference and Label Entropy Regularization (#2)
In the first part of this two-part series on Function-Space Variational Inference (FSVI), we looked at the Data Processing Inequality (DPI). In this second part, we finally look at the relationship between FSVI, a method focusing on the Bayesian predictive posterior rather than the parameter space, and the DPI. We...
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Data Processing Inequalities and Function-Space Variational Inference (#1)
In information theory, the data processing inequality
(DPI) is a powerful concept. Informally, it tells us that
processing data cannot increase the amount of contained information. In
this two-part blog post, we will explore the DPI and its
applications to function-space variational inference
(FSVI).
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Bayesian Appropriation: Variational Inference = PAC-Bayes Optimization?
In this blog post, following the previous blog post1 on “Bayesian Appropriation: General Likelihood for Loss Functions”, we will examine and better understand parts of the paper “PACTran: PAC-Bayesian Metrics for Estimating the Transferability of Pretrained Models to Classification Tasks”2 (“PACTran”), which was presented as an oral at the ECCV...
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