Uncertainty for Neural Networks, and Other Large Complicated Models

15 Sep 2023 15:02

Yet Another Inadequate Placeholder

  1. I'm only interested in uncertainty in the predictions, not the parameters --- for the type of data-mining-ish application I'm thinking of, "all parameters are nuisance parameters"
  2. Neural networks are obviously big these days but I suspect principles / methods will be more generally applicable (and hence more enduring)
  3. That said, neural networks may be especially nice because everything's continuous and it's fit by minimization.