Overview of Bayesian deep learning
As we have seen from my previous post. The probability vector of a deterministic network cannot consistently capture the uncertainty of its prediction. And we have also seen that if we use the entropy of the probablity vector as a proxy to uncertainty, the performance of active learning is pretty bad. In this post, I want to discuss some basics of Bayesian statistics and using it to study the model uncertainty. Then we will use this uncertainty to design an active learning query strategy.