Closed pasq-cat closed 1 month ago
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I think this is confusing the distribution over network outputs p ( f | x , D ) (i.e. the GLM predictive) with the approximate predictive distribution p ( y | x , D ) (see section 2.1 (4) in Daxberger et al). The former does not incorporate observational noise, the latter does.
The information of the weight prior does enter into the GLM predictive, but not the one for the observational noise (it shouldn't).
mmm ok i will leave this issue to you.
right now it correspond to a maximum likelihood estimate centered around the MAP. The contribution to the variance due to the priors is not added to the variance coming from the likelihood