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# Summary
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`bde` is a Python package designed to bring state-of-the-art sampling-based Bayesian Deep Learning (BDL) to practitioners and researchers. The package combines the speed and high-performance capabilities of JAX [@jax2018github] and `blackjax`[@cabezas2024blackjax] with the user-friendly API of scikit-learn [@scikit-learn]. It targets tabular supervised learning tasks, including distributional regression and (multi-class) classification, providing a seamless interface for Bayesian Deep Ensembles (BDEs) [@sommer2024connecting] specifically implementing **Microcanonical Langevin Ensembles (MILE)**[@sommer2025mile].
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`bde` is a Python package designed to bring state-of-the-art sampling-based Bayesian Deep Learning (BDL) to practitioners and researchers. The package combines the speed and high-performance capabilities of JAX [@jax2018github] and `BlackJAX`[@cabezas2024blackjax] with the user-friendly API of scikit-learn [@scikit-learn]. It targets tabular supervised learning tasks, including distributional regression and (multi-class) classification, providing a seamless interface for Bayesian Deep Ensembles (BDEs) [@sommer2024connecting] specifically implementing **Microcanonical Langevin Ensembles (MILE)**[@sommer2025mile].
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The workflow of `bde` implements the two-stage BDE inference process of MILE. First, it optimizes `n_members` independent instances of a flexibly configurable feed-forward neural network using regularized empirical risk minimization (with the negative log-likelihood as loss) via the AdamW optimizer [@loshchilov2018decoupled]. Second, it transitions to a sampling phase using Microcanonical Langevin Monte Carlo [@robnik2023microcanonical; @robnik2024fluctuation], enhanced with a tuning phase adapted for Bayesian neural networks. This combination is referred to as MILE [@sommer2025mile]. In essence, the optimization of the ensemble of neural networks first finds diverse high-likelihood modes, from which sampling then explores local posterior structure. This process generates an ensemble of samples (models) that constitute an implicit posterior approximation.
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# State of the field
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Reliable uncertainty quantification (UQ) is increasingly viewed as a critical component of modern machine learning systems, and BDL provides a principled framework for achieving it [@papamarkou2024position]. While several libraries support optimization-based approaches such as variational inference [@duffield2025scalable], Laplace approximations [@daxberger2021laplace], or classical Bayesian modeling [@pymc2023], accessible tools for sampling-based inference in Bayesian neural networks remain scarce. Existing probabilistic programming and inference frameworks such as NumPyro [@phan2019numpyro] and `blackjax`[@cabezas2024blackjax] offer MCMC building blocks but require substantial manual configuration to achieve competitive Bayesian neural-network workflows.
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Reliable uncertainty quantification (UQ) is increasingly viewed as a critical component of modern machine learning systems, and BDL provides a principled framework for achieving it [@papamarkou2024position]. While several libraries support optimization-based approaches such as variational inference [@duffield2025scalable], Laplace approximations [@daxberger2021laplace], or classical Bayesian modeling [@pymc2023], accessible tools for sampling-based inference in Bayesian neural networks remain scarce. Existing probabilistic programming and inference frameworks such as NumPyro [@phan2019numpyro] and `BlackJAX`[@cabezas2024blackjax] offer MCMC building blocks but require substantial manual configuration to achieve competitive Bayesian neural-network workflows.
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# Statement of need
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# Regression benchmark
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We provide a small benchmark of `bde` on the `airfoil`[@Dua_2019] and the `bikesharing`[@misc_bike_sharing_dataset_275] datasets. We report mean predictive performance (RMSE), UQ metrics (NLL in the distributional and mean regression formulation), reported as mean ± standard deviation over 5 independent model seeds and fixed train/test splits. The results show competitive out-of-the-box performance of BDE especially in UQ with its native distributional regression capability.
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We provide a small benchmark of `bde` on the `airfoil`[@Dua_2019] and the `bikesharing`[@misc_bike_sharing_dataset_275] datasets. We report mean predictive performance via the root mean squared error (RMSE), UQ via tha negative log-likelihood (NLL) in the distributional and mean regression formulation, and reported as mean ± standard deviation over 5 independent model seeds and fixed train/test splits. The results show competitive out-of-the-box performance for BDE, especially with respect to uncertainty quantification with its native distributional regression capability.
All models used 10 CPU cores without additional tuning. For BDE, we generated 1000 posterior samples from a feed-forward neural network with four hidden layers of width 16. While even highly optimized BDEs generally incur a higher computational cost than optimization-based competitors due to the iterative nature of MCMC sampling, this investment enables the construction of a flexible, non-parametric posterior approximation. This trade-off, as demonstrated above, yields strong performance and rigorous epistemic UQ, e.g. through calibrated credible intervals. All experimental configurations are provided in the released codebase to ensure reproducibility.
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All models used 10 CPU cores without additional tuning. For BDE, we generated 1000 posterior samples from a feed-forward neural network with four hidden layers of width 16. While even highly optimized BDEs generally incur a higher computational cost than optimization-based competitors due to the iterative nature of MCMC sampling, this investment enables the construction of a flexible, non-parametric posterior approximation. This trade-off, as demonstrated above, yields strong performance and rigorous epistemic UQ, e.g., through calibrated credible intervals. All experimental configurations are provided in the released codebase to ensure reproducibility.
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