Bayesian deep learning combines the merits of both Bayesian learning and deep learning. It provides a deep learning framework that can achieve state-of-the-art performance and at the same time capture and model uncertainty. Let's first start with understanding what uncertainty means, and then we can move on to how Bayesian deep learning looks at things from the perspective of uncertainty.
Bayesian neural networks
What our deep learning models don't know – uncertainty
Uncertainty is the state of not being able to exactly describe the future outcome(s) due to limited knowledge. In the context of machine learning or deep learning, it is about the ambiguity of the predictive outcome(s), or about subjective definitions...
