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.
Posterior consistency in linear models under shrinkage priors.Biometrika, 100 (4):1011–1018, 2013
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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.