> Is Bayesian Deep Learning worth looking into if I don't have much interest in statistical applications but much more just using deep learning as general purpo

> Is Bayesian Deep Learning worth looking into if I don't have much interest in statistical applications but much more just using deep learning as general purpose functions? If you manage to build a model with a high accuracy and a sensible uncertainty on the output, you can use that information to do a lot of great things such as : - obviously apply the method to domains that require uncertainty for legal or technical reasons (simulation) - adding sample to improve you knowledge around uncertain input (active learning) - use an optimized betting strategy that takes risks into account (bayesian optimization) Gaussian process are a prime example of that but I am not aware of a deep learning approach that realises this (yet).