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cs.LG2025
Martingale Posterior Neural Networks for Fast Sequential Decision Making
Gerardo Duran-Martin, Leandro Sánchez-Betancourt, Álvaro Cartea +1
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce p…
cs.LG2021★ 3 cited
Efficient Online Bayesian Inference for Neural Bandits
Gerardo Duran-Martin, Aleyna Kara, Kevin Murphy
In this paper we present a new algorithm for online (sequential) inference in Bayesian neural networks, and show its suitability for tackling contextual bandit problems. The key id…