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Life sciences · Preprint
arXiv · October 26, 2026
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Bayesian variants of Low-Rank Adaptation (LoRA) provide principled uncertainty estimation when fine-tuning large foundation models, but require specifying the prior over the low-rank weight updates. We address this hyperparameter selection problem by introducing a closed-form prior-predictive estimator that operates before fine-tuning. We analyze a second-order expansion of the network and quantify how the low-rank prior drives function-space deviations from the pretrained outputs. We also show that these prior-predictive quantities depend on the prior only through the product of the adaptation rank and the fourth power of the prior scale. Because the training targets share a single draw of the latent weight update, we can leverage the covariance between example residuals to derive a moment-matching estimator. Furthermore, our theoretical analysis establishes that the optimal prior precision scales as $r^{-1/2}$ with the rank $r$, allowing a single estimate to generalize across all ranks. Controlled experiments across regression and classification tasks validate our approximation and show that our estimator recovers the true prior scale. On RoBERTa-large, our approach improves predictive negative log-likelihood (NLL) and calibration over both MAP and marginal-likelihood selection without requiring validation data, while achieving competitive out-of-distribution detection.