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aleximmer/Laplace

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

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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.

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