Comment by samch93

A (deep) NN is just a really complicated data model, the way one treats the estimation of its parameters and prediction of new data determines whether one is a Bayesian or a frequentist. The Bayesian assigns a distribution to the parameters and then conditions on the data to obtain a posterior distribution based on which a posterior predictive distribution is obtained for new data, while the frequentist treats parameters as fixed quantities and estimates them from the likelihood alone, e.g., with maximum likelihood (potentially using some hacks such as regularization, which themselves can be given a Bayesian interpretation).