Do Bayesian Neural Networks Improve Weapon System Predictive Maintenance?

Abstract: We implement a Bayesian inference process for Neural Networks to model the time to failure of highly reliable weapon systems with interval-censored data and time-varying covariates. We analyze and benchmark our approach, LaplaceNN, on synthetic and real datasets with standard classification metrics such as Receiver Operating Characteristic (ROC) Area Under Curve (AUC) Precision-Recall (PR) AUC, and reliability curve visualizations.