Yarin Gal also wrote the excellent "What My Deep Model Doesn't Know..." [0] in 2015. If these ideas look interesting, you might also want to check out Thomas W

Yarin Gal also wrote the excellent "What My Deep Model Doesn't Know..." [0] in 2015. If these ideas look interesting, you might also want to check out Thomas Wiecki's blog [1] with a practical application of ADVI (a form of the variational inference Yarin discusses) to get uncertainty out of a network. [0] http://mlg.eng.cam.ac.uk/yarin/blog_3d801aa532c1ce.html http://mlg.eng.cam.ac.uk/yarin/blog_3d801aa532c1ce.html [1] http://twiecki.github.io/blog/2016/06/01/bayesian-deep-learning/#Uncertainty-in-predicted-value http://twiecki.github.io/blog/2016/06/01/bayesian-deep-learn...