Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Released Wednesday, 6th August 2025
Good episode? Give it some love!
Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

Wednesday, 6th August 2025
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Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!

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Takeaways:

  • Bayesian deep learning is a growing field with many challenges.
  • Current research focuses on applying Bayesian methods to neural networks.
  • Diffusion methods are emerging as a new approach for uncertainty quantification.
  • The integration of machine learning tools into Bayesian models is a key area of research.
  • The complexity of Bayesian neural networks poses significant computational challenges.
  • Future research will focus on improving methods for uncertainty quantification. Generalized Bayesian inference offers a more robust approach to uncertainty.
  • Uncertainty quantification is crucial in fields like medicine and epidemiology.
  • Detecting out-of-distribution examples is essential for model reliability.
  • Exploration-exploitation trade-off is vital in reinforcement learning.
  • Marginal likelihood can be misleading for model selection.
  • The integration of Bayesian methods in LLMs presents unique challenges.


Chapters:

00:00 Introduction to Bayesian Deep Learning

03:12 Panelist Introductions and Backgrounds

10:37 Current Research and Challenges in Bayesian Deep Learning

18:04 Contrasting Approaches: Bayesian vs. Machine Learning

26:09 Tools and Techniques for Bayesian Deep Learning

31:18 Innovative Methods in Uncertainty Quantification

36:23 Generalized Bayesian Inference and Its Implications

41:38 Robust Bayesian Inference and Gaussian Processes

44:24 Software Development in Bayesian Statistics

46:51 Understanding Uncertainty in Language Models

50:03 Hallucinations in Language Models

53:48 Bayesian Neural Networks vs Traditional Neural Networks

58:00 Challenges with Likelihood Assumptions

01:01:22 Practical Applications of Uncertainty Quantification

01:04:33 Meta Decision-Making with Uncertainty

01:06:50 Exploring Bayesian Priors in Neural Networks

01:09:17 Model Complexity and Data Signal

01:12:10 Marginal Likelihood and Model Selection

01:15:03 Implementing Bayesian Methods in LLMs

01:19:21 Out-of-Distribution Detection in LLMs

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer,...

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From The Podcast

Are you a researcher or data scientist / analyst / ninja? Do you want to learn Bayesian inference, stay up to date or simply want to understand what Bayesian inference is?Then this podcast is for you! You'll hear from researchers and practitioners of all fields about how they use Bayesian statistics, and how in turn YOU can apply these methods in your modeling workflow.When I started learning Bayesian methods, I really wished there were a podcast out there that could introduce me to the methods, the projects and the people who make all that possible. So I created "Learning Bayesian Statistics", where you'll get to hear how Bayesian statistics are used to detect black matter in outer space, forecast elections or understand how diseases spread and can ultimately be stopped.But this show is not only about successes -- it's also about failures, because that's how we learn best. So you'll often hear the guests talking about what *didn't* work in their projects, why, and how they overcame these challenges. Because, in the end, we're all lifelong learners!My name is Alex Andorra by the way, and I live in Estonia. By day, I'm a data scientist and modeler at the PyMC Labs consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages PyMC and ArviZ. I also love election forecasting and, most importantly, Nutella. But I don't like talking about it – I prefer eating it.So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you -- just subscribe! You can also support the show and unlock exclusive Bayesian swag on Patreon!

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