← Search

Vincent Fortuin

22 accepted papers

2026

Gaussian Mean Field Variational Inference can Overestimate Predictive Variance

ICML 2026poster

Mean Field Variational Inference (MFVI) is widely understood to underestimate posterior variance. By analysing conjugate Bayesian linear regression, we show that this characterisation is incomplete: while MFVI underestimates the variance in parameter space, it can overestimate the predictive varianc…

Cited by 0SourceScholar
2026

Position: Agentic AI systems should be making Bayes-consistent decisions

ICML 2026poster

LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to consult, or how many resources to invest. While the usefulness and feasibility of Bayesian approaches remain unclear for L…

Cited by 0SourceScholar
2025

Can Transformers Learn Full Bayesian Inference in Context?

ICML 2025poster

Transformers have emerged as the dominant architecture in the field of deep learning, with a broad range of applications and remarkable in-context learning (ICL) capabilities. While not yet fully understood, ICL has already proved to be an intriguing phenomenon, allowing transformers to learn in con…

2025

ProSpero: Active Learning for Robust Protein Design Beyond Wild-Type Neighborhoods

NeurIPS 2025poster

Designing protein sequences of both high fitness and novelty is a challenging task in data-efficient protein engineering. Exploration beyond wild-type neighborhoods often leads to biologically implausible sequences or relies on surrogate models that lose fidelity in novel regions. Here, we propose P…

Cited by 0SourceScholar
2024

FSP-Laplace: Function-Space Priors for the Laplace Approximation in Bayesian Deep Learning

NeurIPS 2024poster

Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the trained network, and they scale to large models and datasets. While the choice of prior strongly affects the resulting posterio…

Cited by 2SourcePDFScholar
2024

Improving Neural Additive Models with Bayesian Principles

ICML 2024poster

Neural additive models (NAMs) enhance the transparency of deep neural networks by handling input features in separate additive sub-networks. However, they lack inherent mechanisms that provide calibrated uncertainties and enable selection of relevant features and interactions. Approaching NAMs from…

2024

Position: Bayesian Deep Learning is Needed in the Age of Large-Scale AI

ICML 2024poster

In the current landscape of deep learning research, there is a predominant emphasis on achieving high predictive accuracy in supervised tasks involving large image and language datasets. However, a broader perspective reveals a multitude of overlooked metrics, tasks, and data types, such as uncertai…

Cited by 36SourcePDFScholar
2024

Shaving Weights with Occam's Razor: Bayesian Sparsification for Neural Networks using the Marginal Likelihood

NeurIPS 2024poster

Neural network sparsification is a promising avenue to save computational time and memory costs, especially in an age where many successful AI models are becoming too large to naively deploy on consumer hardware. While much work has focused on different weight pruning criteria, the overall sparsifia…

2024

Understanding Pathologies of Deep Heteroskedastic Regression

UAI 2024poster

Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit all training data perfectly, eliminating residual noise entir…

Cited by 5SourcePDFScholar
2022

Bayesian Neural Network Priors Revisited

ICLR 2022poster

Isotropic Gaussian priors are the de facto standard for modern Bayesian neural network inference. However, it is unclear whether these priors accurately reflect our true beliefs about the weight distributions or give optimal performance. To find better priors, we study summary statistics of neural n…

2022

Data augmentation in Bayesian neural networks and the cold posterior effect

UAI 2022poster

Bayesian neural networks that incorporate data augmentation implicitly use a “randomly perturbed log-likelihood [which] does not have a clean interpretation as a valid likelihood function” (Izmailov et al. 2021). Here, we provide several approaches to developing principled Bayesian neural networks i…

2022

Invariance Learning in Deep Neural Networks with Differentiable Laplace Approximations

NeurIPS 2022accept

Data augmentation is commonly applied to improve performance of deep learning by enforcing the knowledge that certain transformations on the input preserve the output. Currently, the data augmentation parameters are chosen by human effort and costly cross-validation, which makes it cumbersome to app…

2022

Probing as Quantifying Inductive Bias

ACL 2022long

Pre-trained contextual representations have led to dramatic performance improvements on a range of downstream tasks. Such performance improvements have motivated researchers to quantify and understand the linguistic information encoded in these representations. In general, researchers quantify the a…

2021

PACOH: Bayes-Optimal Meta-Learning with PAC-Guarantees

ICML 2021spotlight

Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns about overfitting. We provide a theoretical analysis using the…

2021

Scalable Gaussian Process Variational Autoencoders

AISTATS 2021poster

Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is still inhibited by the intrinsic complexity of exact GP infer…

2021

Scalable Marginal Likelihood Estimation for Model Selection in Deep Learning

ICML 2021spotlight

Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present a scalable marginal-likelihood estimation method to select…

2020

Conservative Uncertainty Estimation By Fitting Prior Networks

ICLR 2020poster

Obtaining high-quality uncertainty estimates is essential for many applications of deep neural networks. In this paper, we theoretically justify a scheme for estimating uncertainties, based on sampling from a prior distribution. Crucially, the uncertainty estimates are shown to be conservative in th…

Cited by 79SourceScholar
2020

GP-VAE: Deep Probabilistic Time Series Imputation

AISTATS 2020poster

Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical data imputation methods in this domain. However, naive applic…

2019

SOM-VAE: Interpretable Discrete Representation Learning on Time Series

ICLR 2019poster

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most representation learning algorithms for time series data are difficult t…