URSABench is an open-source benchmarking suite for assessing Bayesian deep learning models and inference methods, focusing on uncertainty quantification, robustness, scalability, and accuracy in classification tasks for both server and edge GPUs.
We introduce a new symmetric integration scheme for split Hamiltonian Monte Carlo (HMC) that enables efficient inference for Bayesian neural networks on large datasets. Our method outperforms stochastic gradient MCMC in accuracy and uncertainty quantification, demonstrating HMC as a viable option for large-scale machine learning problems.