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Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning

2015/06/06 by Yarin Gal, Zoubin Ghahramani, Gal, Yarin +1 · 1 voice · 1,230 citations
Computer Science · Mathematics · Physics and Astronomy · #Adversarial Robustness in Machine Learning #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Model Reduction and Neural Networks #cs.LG #stat.ML

paper · pdf · doi:10.48550/arxiv.1506.02142

12 pages, 6 figures; fixed a mistake with standard error and added a new table with updated results (marked "Update [October 2016]"); Published in ICML 2016

openalex publication_date 2015/06/06 · arxiv published 2015/06/06 · arxiv created 2016/10/04 · arxiv updated 2016/10/05 · openalex created_date 2019/07/30 · openalex updated_date 2026/07/28

Abstract

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded framework to reason about model uncertainty, but usually come with a prohibitive computational cost. In this paper we develop a new theoretical framework casting dropout training in deep neural networks (NNs) as approximate Bayesian inference in deep Gaussian processes. A direct result of this theory gives us tools to model uncertainty with dropout NNs -- extracting information from existing models that has been thrown away so far. This mitigates the problem of representing uncertainty in deep learning without sacrificing either computational complexity or test accuracy. We perform an extensive study of the properties of dropout's uncertainty. Various network architectures and non-linearities are assessed on tasks of regression and classification, using MNIST as an example. We show a considerable improvement in predictive log-likelihood and RMSE compared to existing state-of-the-art methods, and finish by using dropout's uncertainty in deep reinforcement learning.

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