Posterior Probability Maps and Spms

Total Page:16

File Type:pdf, Size:1020Kb

Posterior Probability Maps and Spms NeuroImage 19 (2003) 1240–1249 www.elsevier.com/locate/ynimg Technical Note Posterior probability maps and SPMs K.J. Friston* and W. Penny The Wellcome Department of Imaging Neuroscience, London, Queen Square, London WC1N 3BG, UK Received 15 July 2002; revised 5 February 2003; accepted 14 February 2003 Abstract This technical note describes the construction of posterior probability maps that enable conditional or Bayesian inferences about regionally specific effects in neuroimaging. Posterior probability maps are images of the probability or confidence that an activation exceeds some specified threshold, given the data. Posterior probability maps (PPMs) represent a complementary alternative to statistical parametric maps (SPMs) that are used to make classical inferences. However, a key problem in Bayesian inference is the specification of appropriate priors. This problem can be finessed using empirical Bayes in which prior variances are estimated from the data, under some simple assumptions about their form. Empirical Bayes requires a hierarchical observation model, in which higher levels can be regarded as providing prior constraints on lower levels. In neuroimaging, observations of the same effect over voxels provide a natural, two-level hierarchy that enables an empirical Bayesian approach. In this note we present a brief motivation and the operational details of a simple empirical Bayesian method for computing posterior probability maps. We then compare Bayesian and classical inference through the equivalent PPMs and SPMs testing for the same effect in the same data. © 2003 Elsevier Science (USA). All rights reserved. Keywords: Bayesian inference; Posterior probability maps; EM algorithm; Hierarchical models; Neuroimaging Introduction on a posterior density analysis. A useful way to summarize this posterior density is to compute the probability that the To date, inference in neuroimaging has been restricted activation exceeds some threshold. This computation repre- largely to classical inferences based on statistical parametric sents a Bayesian inference about the effect, in relation to the maps (SPMs). The statistics that comprise these SPMs are specified threshold. In this technical note we describe an essentially functions of the data (Friston et al., 1995). The approach to computing posterior probability maps for acti- probability distribution of the chosen statistic, under the null vation effects, or more generally treatment effects, in im- hypothesis (i.e., the null distribution), is used to compute a aging data sequences. A more thorough account of this P value. This P value is the probability of obtaining the approach can be found in Friston et al. (2002a, 2002b). We statistic, or the data, given that the null hypothesis is true. If focus here on a specific procedure that has been incorpo- sufficiently small, the null hypothesis can be rejected and an rated into the SPM software. This approach represents, inference is made. The alternative approach is to use Bayes- probably, the most simple and computationally expedient ian or conditional inference based upon the posterior distri- way of constructing posterior probability maps (PPMs). bution of the activation given the data (Holmes and Ford The motivation for using conditional or Bayesian infer- 1993). This necessitates the specification of priors (i.e., the ence is that it has high face validity. This is because the probability distribution of the activation). Bayesian infer- inference is about an effect, or activation, being greater than ence requires the posterior distribution and therefore rests some specified size that has some meaning in relation to underlying neurophysiology. This contrasts with classical inference, in which the inference is about the effect being * Corresponding author. The Wellcome Department of Imaging Neu- roscience, Institute of Neurology, 12 Queen Square, London, WC1N 3BG, significantly different from zero. The problem for classical UK. Fax: ϩ44-020-7813-1445. inference is that trivial departures from the null hypothesis E-mail address: k.friston@fil.ion.ucl.ac.uk (K.J. Friston). can be declared significant, with sufficient data or sensitiv- 1053-8119/03/$ – see front matter © 2003 Elsevier Science (USA). All rights reserved. doi:10.1016/S1053-8119(03)00144-7 K.J. Friston, W. Penny / NeuroImage 19 (2003) 1240–1249 1241 ity. From the point of view of neuroimaging, posterior prises the effects over voxels. Put simply, the variation in a inference is especially useful because it eschews the multi- particular contrast, over voxels, can be used as the prior ple-comparison problem. In classical inference one tries to variance of that contrast at any particular voxel. ensure that the probability of rejecting the null hypothesis This technical note describes the computation of PPMs incorrectly is maintained at a small rate, despite making that is implemented in our software (SPM2, http://www.fil. inferences over large volumes of the brain. This induces a ion.ucl.ac.uk/spm). The theoretical background, on which multiple-comparison problem that, for continuous spatially this approach is based, was presented in Friston et al. extended data, requires an adjustment or correction to the P (2002a, 2002b) and the reader is referred to these articles for values using Gaussian random field theory. This Gaussian a full description. The model used here is a special case of field correction means that classical inference becomes less the spatiotemporal models described in Section 3 of Friston sensitive or powerful with large search volumes. In contra- et al. (2002a). This special case is one in which the spatial distinction, posterior inference does not have to contend with relationship among voxels is discounted. The advantage of the multiple-comparison problem because there are no false treating an image like a “gas” of unconnected voxels is that positives. The probability that an activation has occurred, given the estimation of between-voxel variance in activation can the data, at any particular voxel is the same, irrespective of be finessed to a considerable degree (see Eq. A.7 in Friston whether one has analyzed that voxel or the entire brain. For this et al., 2002b, and following discussion). This renders the esti- reason, posterior inference using PPMs may represent a rela- mation of posterior densities tractable because the between- tively more powerful approach than classical inference in neu- voxel variance can then be used as a prior variance at each roimaging. The reason that there is no need to adjust the P voxel. We therefore focus on this simple and special case and values is that we assume independent prior distributions for the on the “pooling” of voxels to give precise [restricted maximum activations over voxels. In this simple Bayesian model the likelihood] ([ReML]) estimates of the variance components Bayesian perspective is similar to that of the frequentist who required for Bayesian inference. The main advance described makes inferences on a per-comparison basis (see Berry and in this article is the pooling procedure that affords a computa- Hochberg, 1999, for a detailed discussion). tional saving necessary to produce PPMs of the whole brain. In what follows we describe how this approach is implemented Priors and Bayesian inference and provide some examples of its application. PPMs require the posterior distribution or conditional Theory distribution of the activation (a contrast of conditional pa- rameter estimates) given the data. This posterior density can Conditional estimators and the posterior density be computed, under Gaussian assumptions, using Bayes rule. Bayes rule requires the specification of a likelihood In this section we describe how the posterior distribution of function and the prior density of the model’s parameters. the parameters of any general linear model can be estimated at The models used to form PPMs, and the likelihood func- each voxel from imaging data sequences. Under Gaussian tions, are exactly the same as in classical SPM analyses. The assumptions about the errors ␧ ϳ N {0,C } of a general linear only extra bit of information that is required is the prior ␧ model with design matrix X the responses are modeled as probability distribution of the parameters of the general linear model employed. Although it would be possible to y ϭ X␪ ϩ␧. (1) specify these in terms of their means and variances using independent data, or some plausible physiological con- The conditional or posterior covariances and mean of the ␪ straints, there is an alternative to this fully Bayesian ap- parameters are given by (see Friston et al., 2002b). proach. The alternative is empirical Bayes in which the T Ϫ1 Ϫ1 Ϫ1 C␪͉y ϭ ͑X C␧ X ϩ C␪ ͒ (2) variances of the prior distributions are estimated directly T Ϫ1 from the data. Empirical Bayes requires a hierarchical ob- ␩␪͉y ϭ C␪͉yX C␧ y, servation model where the parameters and hyperparameters where C is the prior covariance and assuming a prior at any particular level can be treated as priors on the level ␪ expectation of 0. Once these moments are known, the pos- below. There are numerous examples of hierarchical obser- terior probability that a particular effect or contrast specified vations models. For example, the distinction between fixed- by a contrast weight vector c exceeds some threshold ␥ is and mixed-effects analyses of multisubject studies relies easily computed upon a two-level hierarchical model. However, in neuroim- T aging there is a natural hierarchical observation model that ␥ Ϫ c ␩␪͉y p ϭ 1 Ϫ ⌽ͩ ͪ. (3) is common to all brain mapping experiments. This is the T ͱc C␪͉ c hierarchy induced by looking for the same effects at every y voxel within the brain (or gray matter). The first level of the ⌽(.) is the cumulative density function of the unit normal hierarchy corresponds to the experimental effects at any distribution. An image of these posterior probabilities con- particular voxel and the second level of the hierarchy com- stitutes a PPM. 1242 K.J. Friston, W. Penny / NeuroImage 19 (2003) 1240–1249 Estimating the error covariance with ReML voxel.
Recommended publications
  • Naïve Bayes Classifier
    CS 60050 Machine Learning Naïve Bayes Classifier Some slides taken from course materials of Tan, Steinbach, Kumar Bayes Classifier ● A probabilistic framework for solving classification problems ● Approach for modeling probabilistic relationships between the attribute set and the class variable – May not be possible to certainly predict class label of a test record even if it has identical attributes to some training records – Reason: noisy data or presence of certain factors that are not included in the analysis Probability Basics ● P(A = a, C = c): joint probability that random variables A and C will take values a and c respectively ● P(A = a | C = c): conditional probability that A will take the value a, given that C has taken value c P(A,C) P(C | A) = P(A) P(A,C) P(A | C) = P(C) Bayes Theorem ● Bayes theorem: P(A | C)P(C) P(C | A) = P(A) ● P(C) known as the prior probability ● P(C | A) known as the posterior probability Example of Bayes Theorem ● Given: – A doctor knows that meningitis causes stiff neck 50% of the time – Prior probability of any patient having meningitis is 1/50,000 – Prior probability of any patient having stiff neck is 1/20 ● If a patient has stiff neck, what’s the probability he/she has meningitis? P(S | M )P(M ) 0.5×1/50000 P(M | S) = = = 0.0002 P(S) 1/ 20 Bayesian Classifiers ● Consider each attribute and class label as random variables ● Given a record with attributes (A1, A2,…,An) – Goal is to predict class C – Specifically, we want to find the value of C that maximizes P(C| A1, A2,…,An ) ● Can we estimate
    [Show full text]
  • The Bayesian Approach to Statistics
    THE BAYESIAN APPROACH TO STATISTICS ANTHONY O’HAGAN INTRODUCTION the true nature of scientific reasoning. The fi- nal section addresses various features of modern By far the most widely taught and used statisti- Bayesian methods that provide some explanation for the rapid increase in their adoption since the cal methods in practice are those of the frequen- 1980s. tist school. The ideas of frequentist inference, as set out in Chapter 5 of this book, rest on the frequency definition of probability (Chapter 2), BAYESIAN INFERENCE and were developed in the first half of the 20th century. This chapter concerns a radically differ- We first present the basic procedures of Bayesian ent approach to statistics, the Bayesian approach, inference. which depends instead on the subjective defini- tion of probability (Chapter 3). In some respects, Bayesian methods are older than frequentist ones, Bayes’s Theorem and the Nature of Learning having been the basis of very early statistical rea- Bayesian inference is a process of learning soning as far back as the 18th century. Bayesian from data. To give substance to this statement, statistics as it is now understood, however, dates we need to identify who is doing the learning and back to the 1950s, with subsequent development what they are learning about. in the second half of the 20th century. Over that time, the Bayesian approach has steadily gained Terms and Notation ground, and is now recognized as a legitimate al- ternative to the frequentist approach. The person doing the learning is an individual This chapter is organized into three sections.
    [Show full text]
  • LINEAR REGRESSION MODELS Likelihood and Reference Bayesian
    { LINEAR REGRESSION MODELS { Likeliho o d and Reference Bayesian Analysis Mike West May 3, 1999 1 Straight Line Regression Mo dels We b egin with the simple straight line regression mo del y = + x + i i i where the design p oints x are xed in advance, and the measurement/sampling i 2 errors are indep endent and normally distributed, N 0; for each i = i i 1;::: ;n: In this context, wehavelooked at general mo delling questions, data and the tting of least squares estimates of and : Now we turn to more formal likeliho o d and Bayesian inference. 1.1 Likeliho o d and MLEs The formal parametric inference problem is a multi-parameter problem: we 2 require inferences on the three parameters ; ; : The likeliho o d function has a simple enough form, as wenow show. Throughout, we do not indicate the design p oints in conditioning statements, though they are implicitly conditioned up on. Write Y = fy ;::: ;y g and X = fx ;::: ;x g: Given X and the mo del 1 n 1 n parameters, each y is the corresp onding zero-mean normal random quantity i plus the term + x ; so that y is normal with this term as its mean and i i i 2 variance : Also, since the are indep endent, so are the y : Thus i i 2 2 y j ; ; N + x ; i i with conditional density function 2 2 2 2 1=2 py j ; ; = expfy x =2 g=2 i i i for each i: Also, by indep endence, the joint density function is n Y 2 2 : py j ; ; = pY j ; ; i i=1 1 Given the observed resp onse values Y this provides the likeliho o d function for the three parameters: the joint density ab ove evaluated at the observed and 2 hence now xed values of Y; now viewed as a function of ; ; as they vary across p ossible parameter values.
    [Show full text]
  • Random Forest Classifiers
    Random Forest Classifiers Carlo Tomasi 1 Classification Trees A classification tree represents the probability space P of posterior probabilities p(yjx) of label given feature by a recursive partition of the feature space X, where each partition is performed by a test on the feature x called a split rule. To each set of the partition is assigned a posterior probability distribution, and p(yjx) for a feature x 2 X is then defined as the probability distribution associated with the set of the partition that contains x. A popular split rule called a 1-rule partitions a set S ⊆ X × Y into the two sets L = f(x; y) 2 S j xd ≤ tg and R = f(x; y) 2 S j xd > tg (1) where xd is the d-th component of x and t is a real number. This note considers only binary classification trees1 with 1-rule splits, and the word “binary” is omitted in what follows. Concretely, the split rules are placed on the interior nodes of a binary tree and the probability distri- butions are on the leaves. The tree τ can be defined recursively as either a single (leaf) node with values of the posterior probability p(yjx) collected in a vector τ:p or an (interior) node with a split function with parameters τ:d and τ:t that returns either the left or the right descendant (τ:L or τ:R) of τ depending on the outcome of the split. A classification tree τ then takes a new feature x, looks up its posterior in the tree by following splits in τ down to a leaf, and returns the MAP estimate, as summarized in Algorithm 1.
    [Show full text]
  • Bayesian Inference
    Bayesian Inference Thomas Nichols With thanks Lee Harrison Bayesian segmentation Spatial priors Posterior probability Dynamic Causal and normalisation on activation extent maps (PPMs) Modelling Attention to Motion Paradigm Results SPC V3A V5+ Attention – No attention Büchel & Friston 1997, Cereb. Cortex Büchel et al. 1998, Brain - fixation only - observe static dots + photic V1 - observe moving dots + motion V5 - task on moving dots + attention V5 + parietal cortex Attention to Motion Paradigm Dynamic Causal Models Model 1 (forward): Model 2 (backward): attentional modulation attentional modulation of V1→V5: forward of SPC→V5: backward Photic SPC Attention Photic SPC V1 V1 - fixation only V5 - observe static dots V5 - observe moving dots Motion Motion - task on moving dots Attention Bayesian model selection: Which model is optimal? Responses to Uncertainty Long term memory Short term memory Responses to Uncertainty Paradigm Stimuli sequence of randomly sampled discrete events Model simple computational model of an observers response to uncertainty based on the number of past events (extent of memory) 1 2 3 4 Question which regions are best explained by short / long term memory model? … 1 2 40 trials ? ? Overview • Introductory remarks • Some probability densities/distributions • Probabilistic (generative) models • Bayesian inference • A simple example – Bayesian linear regression • SPM applications – Segmentation – Dynamic causal modeling – Spatial models of fMRI time series Probability distributions and densities k=2 Probability distributions
    [Show full text]
  • Naïve Bayes Classifier
    NAÏVE BAYES CLASSIFIER Professor Tom Fomby Department of Economics Southern Methodist University Dallas, Texas 75275 April 2008 The Naïve Bayes classifier is a classification method based on Bayes Theorem. Let C j denote that an output belongs to the j-th class, j 1,2, J out of J possible classes. Let P(C j | X1, X 2 ,, X p ) denote the (posterior) probability of belonging in the j-th class given the individual characteristics X1, X 2 ,, X p . Furthermore, let P(X1, X 2 ,, X p | C j )denote the probability of a case with individual characteristics belonging to the j-th class and P(C j ) denote the unconditional (i.e. without regard to individual characteristics) prior probability of belonging to the j-th class. For a total of J classes, Bayes theorem gives us the following probability rule for calculating the case-specific probability of falling into the j-th class: P(X , X ,, X | C ) P(C ) P(C | X , X ,, X ) 1 2 p j j (1) j 1 2 p Denom where Denom P(X1, X 2 ,, X p | C1 )P(C1 ) P(X1, X 2 ,, X p | CJ )P(CJ ) . Of course the conditional class probabilities of (1) are exhaustive in that a case J (X1, X 2 ,, X p ) has to fall in one of the J cases. That is, P(C j | X1 , X 2 ,, X p ) 1. j1 The difficulty with using (1) is that in situations where the number of cases (X1, X 2 ,, X p ) is few and distinct and the number of classes J is large, there may be many instances where the probabilities of cases falling in specific classes, , are frequently equal to zero for the majority of classes.
    [Show full text]
  • 9 Introduction to Hierarchical Models
    9 Introduction to Hierarchical Models One of the important features of a Bayesian approach is the relative ease with which hierarchical models can be constructed and estimated using Gibbs sampling. In fact, one of the key reasons for the recent growth in the use of Bayesian methods in the social sciences is that the use of hierarchical models has also increased dramatically in the last two decades. Hierarchical models serve two purposes. One purpose is methodological; the other is substantive. Methodologically, when units of analysis are drawn from clusters within a population (communities, neighborhoods, city blocks, etc.), they can no longer be considered independent. Individuals who come from the same cluster will be more similar to each other than they will be to individuals from other clusters. Therefore, unobserved variables may in- duce statistical dependence between observations within clusters that may be uncaptured by covariates within the model, violating a key assumption of maximum likelihood estimation as it is typically conducted when indepen- dence of errors is assumed. Recall that a likelihood function, when observations are independent, is simply the product of the density functions for each ob- servation taken over all the observations. However, when independence does not hold, we cannot construct the likelihood as simply. Thus, one reason for constructing hierarchical models is to compensate for the biases—largely in the standard errors—that are introduced when the independence assumption is violated. See Ezell, Land, and Cohen (2003) for a thorough review of the approaches that have been used to correct standard errors in hazard model- ing applications with repeated events, one class of models in which repeated measurement yields hierarchical clustering.
    [Show full text]
  • Bayesian Model Selection
    Bayesian model selection Consider the regression problem, where we want to predict the values of an unknown function d N y : R ! R given examples D = (xi; yi) i=1 to serve as training data. In Bayesian linear regression, we made the following assumption about y(x): y(x) = φ(x)>w + "(x); (1) where φ(x) is a now explicitly-written feature expansion of x. We proceed in the normal Bayesian way: we place Gaussian priors on our unknowns, the parameters w and the residuals ", then derive the posterior distribution over w given D, which we use to make predictions. One question left unanswered is how to choose a good feature expansion function φ(x). For example, a purely linear model could use φ(x) = [1; x]>, whereas a quadratic model could use φ(x) = [1; x; x2]>, etc. In general, arbitrary feature expansions φ are allowed. How can I select between them? Even more generally, how do I select whether I should use linear regression or a completely dierent probabilistic model to explain my data? These are questions of model selection, and naturally there is a Bayesian approach to it. Before we continue our discussion of model selection, we will rst dene the word model, which is often used loosely without explicit denition. A model is a parametric family of probability distributions, each of which can explain the observed data. Another way to explain the concept of a model is that if we have chosen a likelihood p(D j θ) for our data, which depends on a parameter θ, then the model is the set of all likelihoods (each one of which is a distribution over D) for every possible value of the parameter θ.
    [Show full text]
  • Arxiv:2002.00269V2 [Cs.LG] 8 Mar 2021
    A Tutorial on Learning With Bayesian Networks David Heckerman [email protected] November 1996 (Revised January 2020) Abstract A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because the model encodes dependencies among all variables, it readily handles situations where some data entries are missing. Two, a Bayesian network can be used to learn causal relationships, and hence can be used to gain understanding about a problem domain and to predict the consequences of intervention. Three, because the model has both a causal and probabilistic semantics, it is an ideal representation for combining prior knowledge (which often comes in causal form) and data. Four, Bayesian statistical methods in conjunction with Bayesian networks offer an efficient and principled approach for avoiding the overfitting of data. In this paper, we discuss methods for constructing Bayesian networks from prior knowledge and summarize Bayesian statistical methods for using data to improve these models. With regard to the latter task, we describe methods for learning both the parameters and structure of a Bayesian network, including techniques for learning with incomplete data. In addition, we relate Bayesian-network methods for learning to techniques for supervised and unsupervised learning. We illustrate the graphical-modeling approach using a real-world case study. 1 Introduction A Bayesian network is a graphical model for probabilistic relationships among a set of variables. arXiv:2002.00269v2 [cs.LG] 8 Mar 2021 Over the last decade, the Bayesian network has become a popular representation for encoding uncertain expert knowledge in expert systems (Heckerman et al., 1995a).
    [Show full text]
  • Bayesian Networks
    Technical Report No. 5 April 18, 2014 Bayesian Networks Michal Horný [email protected] This paper was published in fulfillment of the requirements for PM931: Directed Study in Health Policy and Management under Professor Cindy Christiansen’s ([email protected]) direction. Jake Morgan, Marina Soley Bori, Meng-Yun Lin, and Kyung Min Lee provided helpful reviews and comments. Contents Executive summary 1 1 Introduction 2 2 Theoretical background 2 3 How to build a Bayesian network? 8 3.1 Manual construction . .8 3.2 Automatic learning . .9 4 Software 9 4.1 How to prepare data? . .9 4.2 Genie environment . 10 5 Suggested reading 11 5.1 Studies using Bayesian networks . 11 References 13 A Glossary 15 Executive summary A Bayesian network is a representation of a joint probability distribution of a set of random variables with a possible mutual causal relationship. The network consists of nodes representing the random variables, edges between pairs of nodes representing the causal relationship of these nodes, and a conditional probability distribution in each of the nodes. The main objective of the method is to model the posterior conditional probability distribution of outcome (often causal) variable(s) after observing new evidence. Bayesian networks may be constructed either manually with knowledge of the underlying domain, or automatically from a large dataset by appropriate software. Keywords: Bayesian network, Causality, Complexity, Directed acyclic graph, Evidence, Factor, Graphical model, Node. 1 1 Introduction Sometimes we need to calculate probability of an uncertain cause given some observed evidence. For example, we would like to know the probability of a specific disease when we observe symptoms in a patient.
    [Show full text]
  • Bayesian Statistics
    Technical Report No. 2 May 6, 2013 Bayesian Statistics Meng-Yun Lin [email protected] This paper was published in fulfillment of the requirements for PM931 Directed Study in Health Policy and Management under Professor Cindy Christiansen's ([email protected]) direction. Michal Horny, Jake Morgan, Marina Soley Bori, and Kyung Min Lee provided helpful reviews and comments. Table of Contents Executive Summary ...................................................................................................................................... 1 1. Difference between Frequentist and Bayesian .................................................................................... 2 2. Basic Concepts ..................................................................................................................................... 3 3. Bayesian Approach of Estimation and Hypothesis Testing.................................................................. 4 3.1. Bayesian Inference ........................................................................................................................... 4 3.2. Bayesian Prediction .......................................................................................................................... 5 3.3. Bayesian Network ............................................................................................................................. 6 3.4. Software ............................................................................................................................................ 6 4.
    [Show full text]
  • Hands-On Bayesian Neural Networks - a Tutorial for Deep Learning Users
    Hands-on Bayesian Neural Networks - a Tutorial for Deep Learning Users LAURENT VALENTIN JOSPIN, University of Western Australia WRAY BUNTINE, Monash University FARID BOUSSAID, University of Western Australia HAMID LAGA, Murdoch university MOHAMMED BENNAMOUN, University of Western Australia Modern deep learning methods have equipped researchers and engineers with incredibly powerful tools to tackle problems that previously seemed impossible. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often challenging to quantify. Bayesian statistics offer a formalism to understand and quantify the uncertainty associated with deep neural networks predictions. This paper provides a tutorial for researchers and scientists who are using machine learning, especially deep learning, with an overview of the relevant literature and a complete toolset to design, implement, train, use and evaluate Bayesian neural networks. CCS Concepts: • Mathematics of computing ! Probability and statistics; • Computing methodologies ! Neural networks; Bayesian network models; Ensemble methods; Regularization. Additional Key Words and Phrases: Bayesian methods, Bayesian Deep Learning, Approximate Bayesian methods ACM Reference Format: Laurent Valentin Jospin, Wray Buntine, Farid Boussaid, Hamid Laga, and Mohammed Bennamoun. 2020. Hands-on Bayesian Neural Networks - a Tutorial for Deep Learning Users. ACM Comput. Surv. 1, 1 (July 2020), 35 pages. https://doi.org/10.1145/nnnnnnn.nnnnnnn 1 INTRODUCTION Deep learning has led to a revolution in machine learning, providing solutions to tackle more and more complex and challenging real-life problems. However, deep learning models are prone to overfitting, which adversely affects their generalization capabilities. Deep learning models also tend to be overconfident about their predictions (when they do provide a confidence interval).
    [Show full text]