Compact Bayesian Neural Networks via pruned MCMC sampling
Ratneel Deo, Scott Sisson, Jody M. Webster, Rohitash Chandra
TL;DR
The paper tackles the computational burden of Bayesian neural networks by integrating Langevin MCMC sampling with post-training pruning to produce compact BNNs that retain uncertainty estimates. It introduces a pruning framework based on signal-to-noise and signal-plus-noise criteria, followed by a resampling step to reclaim performance, and validates the approach across benchmark regression/classification tasks and reef-core lithology data. Key findings show structured pruning plus post-pruning resampling yields major parameter reduction (up to substantial proportions) with preserved or improved predictive performance and robust uncertainty quantification, supported by convergence diagnostics. The work advances efficient probabilistic modeling for real-world, resource-constrained settings and suggests further extensions to CNNs, dynamic pruning, and knowledge distillation for broader applicability.
Abstract
Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions using Markov Chain Monte Carlo (MCMC) sampling and variational inference algorithms. Moreover, the number of model parameters scales exponentially with additional hidden layers, neurons, and features in the dataset. Typically, a significant portion of these densely connected parameters are redundant and pruning a neural network not only improves portability but also has the potential for better generalisation capabilities. In this study, we address some of the challenges by leveraging MCMC sampling with network pruning to obtain compact probabilistic models having removed redundant parameters. We sample the posterior distribution of model parameters (weights and biases) and prune weights with low importance, resulting in a compact model. We ensure that the compact BNN retains its ability to estimate uncertainty via the posterior distribution while retaining the model training and generalisation performance accuracy by adapting post-pruning resampling. We evaluate the effectiveness of our MCMC pruning strategy on selected benchmark datasets for regression and classification problems through empirical result analysis. We also consider two coral reef drill-core lithology classification datasets to test the robustness of the pruning model in complex real-world datasets. We further investigate if refining compact BNN can retain any loss of performance. Our results demonstrate the feasibility of training and pruning BNNs using MCMC whilst retaining generalisation performance with over 75% reduction in network size. This paves the way for developing compact BNN models that provide uncertainty estimates for real-world applications.
