aleximmer/Laplace
A Python library for applying Laplace approximations to neural networks, enabling Bayesian posterior approximations and uncertainty quantification.

The laplace package provides methods for applying Laplace approximations to entire neural networks, subnetworks, or just the last layer. It facilitates posterior approximations, marginal-likelihood estimation, and posterior predictive computations for deep learning models. The library supports various hessian factorizations, prior precision tuning methods, and predictive approaches, making Bayesian deep learning more accessible through a well-documented Python API.