Concrete Dropout

Apr 12, 2019 - 9:30 am to 10:30 am
Location

SLAC, Kavli 3rd Floor Conf. Room

Zoom <https://stanford.zoom.us/j/2038764923>

 

<https://arxiv.org/abs/1705.07832>

Abstract: Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary - a prohibitive operation with large models, and an impossible one with RL. We propose a new dropout variant which gives improved performance and better calibrated uncertainties. Relying on recent developments in Bayesian deep learning, we use a continuous relaxation of dropout's discrete masks. Together with a principled optimisation objective, this allows for automatic tuning of the dropout probability in large models, and as a result faster experimentation cycles. In RL this allows the agent to adapt its uncertainty dynamically as more data is observed. We analyse the proposed variant extensively on a range of tasks, and give insights into common practice in the field where larger dropout probabilities are often used in deeper model layers.