The Ridgelet Prior: A Covariance Function Approach to Prior Specification for Bayesian Neural Networks. (arXiv:2010.08488v4 [stat.ML] UPDATED)

Bayesian neural networks attempt to combine the strong predictive performance
of neural networks with formal quantification of uncertainty associated with
the predictive output in the Bayesian framework. However, it remains unclear
how to endow the parameters of the network with a prior distribution that is
meaningful when lifted into the output space of the network. A possible
solution is proposed that enables the user to posit an appropriate Gaussian
process covariance function for the task at hand. Our approach constructs …

arxiv bayesian ml networks neural networks prior