A Framework for Variational Inference of Lightweight Bayesian Neural Networks with Heteroscedastic Uncertainties

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means, however doing so may necessitate adding more learnable parameters to the network. In this work, we demonstrate that both the heteroscedastic aleatoric and epistemic variance can be embedded into the variances of learned BNN parameters, improving predictive performance for lightweight networks. By complementing this approach with a moment propagation approach to inference, we introduce a relatively simple framework for sampling-free variational inference suitable for lightweight BNNs.

On-Manifold Projected Gradient Descent

This work provides a computable, direct, and mathematically rigorous approximation to the differential geometry of class manifolds for high-dimensional data, along with nonlinear projections from input space onto these class manifolds. The tools are applied to the setting of neural network image classifiers, where we generate novel, on-manifold data samples, and implement a projected gradient descent algorithm for on-manifold adversarial training. The susceptibility of neural networks (NNs) to adversarial attack highlights the brittle nature of NN decision boundaries in input space. Introducing adversarial examples during training has been shown to reduce the susceptibility of NNs to adversarial attack; however, it has also been shown to reduce the accuracy of the classifier if the examples are not valid examples for that class. Realistic "on-manifold" examples have been previously generated from class manifolds in the latent of an autoencoder. Our work explores these phenomena in a geometric and computational setting that is much closer to the raw, high-dimensional input space than can be provided by VAE or other black box dimensionality reductions. We employ conformally invariant diffusion maps (CIDM) to approximate class manifolds in diffusion coordinates, and develop the Nystr\"{o}m projection to project novel points onto class manifolds in this setting. On top of the manifold approximation, we leverage the spectral exterior calculus (SEC) to determine geometric quantities such as tangent vectors of the manifold. We use these tools to obtain adversarial examples that reside on a class manifold, yet fool a classifier. These misclassifications then become explainable in terms of human-understandable manipulations within the data, by expressing the on-manifold adversary in the semantic basis on the manifold.