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Scalable AI Uncertainty Quantification via Generalized Laplace Active Subspaces

Edeling, Wouter N. et al.
arXiv (All) · Papers
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artificial-intelligence
Reliable uncertainty quantification (UQ) is essential for deploying neural networks in scientific and high-stakes applications, but full Bayesian inference over the network parameters is computationally infeasible. We propose a low-rank generalized Laplace approximation for neural-network UQ based o
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