#144 Why is Bayesian Deep Learning so Powerful, with Maurizio Filippone

Learning Bayesian Statistics

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Takeaways:

• Why GPs still matter: Gaussian Processes remain a go-to for function estimation, active learning, and experimental design – especially when calibrated uncertainty is non-negotiable.
• Scaling GP inference: Variational methods with inducing points (as in GPflow) make GPs practical on larger datasets without throwing away principled Bayes.
• MCMC in practice: Clever parameterizations and gradient-based samplers tighten mixing and efficiency; use MCMC when you need gold-standard posteriors.
• Bayesian deep learning, pragmatically: Stochastic-gradient training and approximate posteriors bring Bayesian ideas to neural networks at scale.
• Uncertainty that ships: Monte Carlo dropout and related tricks provide fast, usable uncertainty – even if they’re approximations.
• Model complexity ≠ model quality: Understanding capacity, priors, and inductive bias is key to getting trustworthy predictions.
• Deep Gaussian Processes: Layered GPs offer flexibility for complex functions, with clear trade-offs in interpretability and compute.
• Generative models through a Bayesian lens: GANs and friends benefit from explicit priors and uncertainty – useful for safety and downstream decisions.
• Tooling that matters: Frameworks like GPflow lower the friction from idea to implementation, encouraging reproducible, well-tested modeling.
• Where we’re headed: The future of ML is uncertainty-aware by default – integrating UQ tightly into optimization, design, and deployment.

Chapters:

08:44 Function Estimation and Bayesian Deep Learning

10:41 Understanding Deep Gaussian Processes

25:17 Choosing Between Deep GPs and Neural Networks

32:01 Interpretability and Practical Tools for GPs

43:52 Variational Methods in Gaussian Processes

54:44 Deep Neural Networks and Bayesian Inference

01:06:13 The Future of Bayesian Deep Learning

01:12:28 Advice for Aspiring Researchers