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Poster
A Bayesian Perspective on Training Speed and Model Selection
Clare Lyle · Lisa Schut · Robin Ru · Yarin Gal · Mark van der Wilk

Thu Dec 10 09:00 AM -- 11:00 AM (PST) @ Poster Session 5 #1620
in Poster Session 6 »

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its marginal likelihood. Second, that this measure, under certain conditions, predicts the relative weighting of models in linear model combinations trained to minimize a regression loss. We verify our results in model selection tasks for linear models and for the infinite-width limit of deep neural networks. We further provide encouraging empirical evidence that the intuition developed in these settings also holds for deep neural networks trained with stochastic gradient descent. Our results suggest a promising new direction towards explaining why neural networks trained with stochastic gradient descent are biased towards functions that generalize well.

Author Information

Clare Lyle (University of Oxford)
Lisa Schut (University of Oxford)
Robin Ru (Oxford University)
Yarin Gal (University of Oxford)
Yarin Gal

Yarin leads the Oxford Applied and Theoretical Machine Learning (OATML) group. He is an Associate Professor of Machine Learning at the Computer Science department, University of Oxford. He is also the Tutorial Fellow in Computer Science at Christ Church, Oxford, and a Turing Fellow at the Alan Turing Institute, the UK’s national institute for data science and artificial intelligence. Prior to his move to Oxford he was a Research Fellow in Computer Science at St Catharine’s College at the University of Cambridge. He obtained his PhD from the Cambridge machine learning group, working with Prof Zoubin Ghahramani and funded by the Google Europe Doctoral Fellowship. He made substantial contributions to early work in modern Bayesian deep learning—quantifying uncertainty in deep learning—and developed ML/AI tools that can inform their users when the tools are “guessing at random”. These tools have been deployed widely in industry and academia, with the tools used in medical applications, robotics, computer vision, astronomy, in the sciences, and by NASA. Beyond his academic work, Yarin works with industry on deploying robust ML tools safely and responsibly. He co-chairs the NASA FDL AI committee, and is an advisor with Canadian medical imaging company Imagia, Japanese robotics company Preferred Networks, as well as numerous startups.

Mark van der Wilk (Imperial College)

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