Extending on the workshop’s success from the past 3 years, this workshop will study the developments in the field of Bayesian deep learning (BDL) over the past year. The workshop will be a platform to host the recent flourish of ideas using Bayesian approaches in deep learning, and using deep learning tools in Bayesian modelling. The program includes a mix of invited talks, contributed talks, and contributed posters. Future directions for the field will be debated in a panel discussion. Speakers: Andrew Wilson Deborah Marks Jasper Snoek Roger Grosse Chelsea Finn Yingzhen Li Alexander Matthews Workshop summary: While deep learning has been revolutionary for machine learning, most modern deep learning models cannot represent their uncertainty nor take advantage of the well studied tools of probability theory. This has started to change following recent developments of tools and techniques combining Bayesian approaches with deep learning. The intersection of the two fields has received great interest from the community, with the introduction of new deep learning models that take advantage of Bayesian techniques, and Bayesian models that incorporate deep learning elements. Many ideas from the 1990s are now being revisited in light of recent advances in the fields of approximate inference and deep learning, yielding many exciting new results.