Reference

Laplace Redux - Effortless Bayesian Deep Learning, Erik Daxberger, Agustinus Kristiadi, Alexander Immer, Runa Eschenhagen, Matthias Bauer, Philipp Hennig. (2022)

Abstract

We argue that the Laplace approximation is a simple yet competitive and versatile method for Bayesian deep learning that deserves wider adoption. We provide a plug'n'play library for PyTorch to...