OK, but i don’t see how only in the BNN.__init__ I would be doing a hierarchical prior. The way my code is, it is defining a prior over the nn parameters, weights ans bias. I’d like to define priors over the prior params. Sorry if i misunderstood you. For reference, i got this concept in this paper: http://www.jmlr.org/papers/volume1/tipping01a/tipping01a.pdf