Flow-Induced Diagonal Gaussian Processes
This addresses the need for scalable and storage-efficient uncertainty estimation in machine learning, though it is incremental as it builds on existing inducing point methods.
The paper tackles the problem of compressing neural networks for efficient Bayesian uncertainty estimation by introducing FiD-GP, which reduces Bayesian training cost by orders of magnitude, compresses parameters by 51%, and matches state-of-the-art accuracy.
We present Flow-Induced Diagonal Gaussian Processes (FiD-GP), a compression framework that incorporates a compact inducing weight matrix to project a neural network's weight uncertainty into a lower-dimensional subspace. Critically, FiD-GP relies on normalising-flow priors and spectral regularisations to augment its expressiveness and align the inducing subspace with feature-gradient geometry through a numerically stable projection mechanism objective. Furthermore, we demonstrate how the prediction framework in FiD-GP can help to design a single-pass projection for Out-of-Distribution (OoD) detection. Our analysis shows that FiD-GP improves uncertainty estimation ability on various tasks compared with SVGP-based baselines, satisfies tight spectral residual bounds with theoretically guaranteed OoD detection, and significantly compresses the neural network's storage requirements at the cost of increased inference computation dependent on the number of inducing weights employed. Specifically, in a comprehensive empirical study spanning regression, image classification, semantic segmentation, and out-of-distribution detection benchmarks, it cuts Bayesian training cost by several orders of magnitude, compresses parameters by roughly 51%, reduces model size by about 75%, and matches state-of-the-art accuracy and uncertainty estimation.