Evaluating Approximate Inference in Bayesian Deep Learning + Q&A

Understanding the fidelity of approximate inference has extraordinary value beyond the standard approach of measuring generalization on a particular task: if approximate inference is working correctly, then we can expect more reliable and accurate deployment across any number of real-world settings. In this regular competition, we invite the community to evaluate the fidelity of approximate Bayesian inference procedures in deep learning, using as a reference Hamiltonian Monte Carlo (HMC) samples obtained by parallelizing computations over hundreds of tensor processing unit (TPU) devices. We consider a variety of tasks, including image recognition, regression, covariate shift, and medical applications, such as diagnosing diabetic retinopathy. All data are publicly available, and we will release several baselines, including stochastic MCMC, variational methods, and deep ensembles.