We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. We replace the original Gaussian Process-based model with a Bayesian Neural Network. Our new framework correctly models the joint uncertainty in the latent weights and the state space and has more scalable inference, thus expanding the scope the HiP-MDP to applications with higher dimensions and more complex dynamics.