Singular Bayesian Neural Networks

Abstract:Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value decay. By parameterizing weights as $W = AB^{\top}$ with $A \in \mathbb{R}^{m \times r}$, $B \in \mathbb{R}^{n \times r}$, we induce a posterior that is \emph{singular} with respect to the Lebesgue measure, concentrating on the rank-$r$ manifold. This singularity captures structured weight correlations through shared latent factors, geometrically distinct from mean-field's independence assumption. We derive PAC-Bayes generalization bounds whose complexity term scales as $\sqrt{r(m+n)}$ instead of $\sqrt{m n}$, and prove loss bounds that decompose the error into optimization and rank-induced bias using the Eckart-Young-Mirsky theorem. We further adapt recent Gaussian complexity bounds for low-rank deterministic networks to Bayesian predictive means. Empirically, across MLPs, LSTMs, and Transformers on standard benchmarks, our method achieves competitive predictive performance while using up to $33\times$ fewer parameters than 5-member Deep Ensembles. It substantially improves OOD detection and often improves calibration relative to mean-field and perturbation baselines, while Deep Ensembles can still be stronger on in-distribution likelihood-based metrics.

Machine Learning (stat.ML); Machine Learning (cs.LG); Applications (stat.AP)

arXiv:2602.00387 [stat.ML]

(or arXiv:2602.00387v4 [stat.ML] for this version)