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Functional Variational Bayesian Neural Networks

This code is jointly contributed by Shengyang Sun, Guodong Zhang and Jiaxin Shi.


Code for "Functional variational Bayesian neural networks" (


This project runs with Python 3.6. Before running the code, you have to install


Periodic Prior RBF Prior

Below we shows some examples to run the experiments.

x3 regression

python exp/ -d x3 -in 0.01

sinusoidal extrapolation

python exp/ -d sin -na 40 -nh 5 -nu 500 -e 50000 -il -2

Inference on Implicit Piecewise Priors

python exp/ -d p_const

Contextual Bandits

python exp/ --data_type statlog


To cite this work, please use

  title={Functional Variational Bayesian Neural Networks},
  author={Sun, Shengyang and Zhang, Guodong and Shi, Jiaxin and Grosse, Roger},
  journal={arXiv preprint arXiv:1903.05779},
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