Bayesian neural network

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A probabilistic neural network that accounts for uncertainty in weights and outputs. A standard neural network regression model typically predicts a scalar value; for example, a model predicts a house price of 853,000. By contrast, a Bayesian neural network predicts a distribution of values; for example, a model predicts a house price of 853,000 with a standard deviation of 67,200. A Bayesian neural network relies on Bayes' Theorem to calculate uncertainties in weights and predictions. A Bayesian neural network can be useful when it is important to quantify uncertainty, such as in models related to pharmaceuticals. Bayesian neural networks can also help prevent overfitting.