I'd check out Pyro, a probabilistic programming language built on Pytorch. You can find Bayesian Neural Network examples starting here: http://pyro.ai/examples

I'd check out Pyro, a probabilistic programming language built on Pytorch. You can find Bayesian Neural Network examples starting here: http://pyro.ai/examples/bayesian_regression.html http://pyro.ai/examples/bayesian_regression.html I think the documentation and tutorials are thorough and laid out well to ease you into Bayesian NN and generally handling uncertainty with Neural Networks + Distributions. There's some Pyro-specific constructs in there, but it's the easiest way to get into BNNs without lots of prior knowledge.