Applying the R2D2 shrinkage prior to Bayesian neural network weights, with a variational Gibbs inference scheme, improves prediction and out-of-distribution detection in image tasks.
The horseshoe+ estimator of ultra-sparse signals.Bayesian Analysis, 12(4):1105–1131, 2017
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Feature Preserving Shrinkage on Bayesian Neural Networks via the R2D2 Prior
Applying the R2D2 shrinkage prior to Bayesian neural network weights, with a variational Gibbs inference scheme, improves prediction and out-of-distribution detection in image tasks.