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Dropout as a Bayesian Approximation: Representing Model ...

Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep LearningYarin of CambridgeAbstractDeep learning tools have gained tremendous at-tention in applied machine learning. Howeversuch tools for regression and classification donot capture Model compari-son, Bayesian models offer a mathematicallygrounded framework to reason about Model un-certainty, but usually come with a prohibitivecomputational cost. In this paper we develop anew theoretical framework casting Dropout train-ing in deep neural networks (NNs) as approxi-mate Bayesian inference in deep Gaussian pro-cesses. A direct result of this theory gives ustools to Model uncertainty with Dropout NNs extracting information from existing models thathas been thrown away so far.

(a) Arbitrary function f(x) as a function of data x (softmax input) (b) ˙(f(x)) as a function of data x (softmax output) Figure 1. A sketch of softmax input and output for an idealised binary classification problem. Training data is given between the dashed grey lines. Function point estimate is shown with a solid line.

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  Dropout, Bayesian, Softmax

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