4 papers
Central Limit Theorem for Bayesian Neural Network trained with Variational Inference
Arnaud Descours, Tom Huix, Arnaud Guillin +3
In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regress…
Theoretical Guarantees for Variational Inference with Fixed-Variance Mixture of Gaussians
Tom Huix, Anna Korba, Alain Durmus +1
Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a…
Law of Large Numbers for Bayesian two-layer Neural Network trained with Variational Inference
Arnaud Descours, Tom Huix, Arnaud Guillin +3
We provide a rigorous analysis of training by variational inference (VI) of Bayesian neural networks in the two-layer and infinite-width case. We consider a regression problem with…
VITS : Variational Inference Thompson Sampling for contextual bandits
Pierre Clavier, Tom Huix, Alain Durmus
In this paper, we introduce and analyze a variant of the Thompson sampling (TS) algorithm for contextual bandits. At each round, traditional TS requires samples from the current po…