Dropout as a Bayesian Approximation: Representing Model ...
3. Dropout as a Bayesian Approximation We show that a neural network with arbitrary depth and non-linearities, with dropout applied before every weight layer, is mathematically equivalent to an approximation to the probabilistic deep Gaussian process (Damianou & Lawrence,2013) (marginalised over its covariance function parameters).
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arxiv.orgSuch a model is referred to as a Bayesian neural network (BNN) [9–11]. Bayesian neural networks replace the deterministic network’s weight parameters with distributions over these parameters, and instead of optimising the network weights directly we average over all possible weights (referred to as marginalisation).