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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3570105140 · May 202619922001200920172026
48 results for dropout variance

Develops a multilevel Monte Carlo framework with dropout for efficient uncertainty quantification.

problem Efficiently quantify uncertainty in complex models using dropout.
method Integrates multilevel Monte Carlo with Monte Carlo dropout, creating coupled estimators to reduce variance.
result Demonstrates significant variance reduction and efficiency gains over single-level Monte Carlo dropout.

We investigate a local reparameterizaton technique for greatly reducing the variance of stochastic gradients for variational Bayesian inference (SGVB) of a posterior over model parameters, while retaining parallelizability. This local reparameterization translates uncertainty about global parameters into local noise th…

2015-06-08abs ↗pdf ↗

The paper introduces a method to decompose variance in twin networks for better treatment effect estimation.

problem Accurate treatment effect estimation requires reliable uncertainty measures to locate model failures.
method Layer-wise variance decomposition using Monte Carlo Dropout in twin networks.
result The encoder component dominates under distributional shift, providing a practical diagnostic for data collection.

We explore a recently proposed Variational Dropout technique that provided an elegant Bayesian interpretation to Gaussian Dropout. We extend Variational Dropout to the case when dropout rates are unbounded, propose a way to reduce the variance of the gradient estimator and report first experimental results with individ…

2017-01-19abs ↗pdf ↗

Develops a neural surrogate for proton dose calculation using Monte Carlo dropout uncertainty.

problem Computational demand in proton therapy workflows requiring repeated evaluations.
method Integrates Monte Carlo dropout into a neural network surrogate for fast, differentiable dose predictions and uncertainty quantification.
result Shows significant speedups over MC while retaining uncertainty information.

Variational dropout (VD) is a generalization of Gaussian dropout, which aims at inferring the posterior of network weights based on a log-uniform prior on them to learn these weights as well as dropout rate simultaneously. The log-uniform prior not only interprets the regularization capacity of Gaussian dropout in netw…

2018-11-19abs ↗pdf ↗

In this work, we propose learnable Bernoulli dropout (LBD), a new model-agnostic dropout scheme that considers the dropout rates as parameters jointly optimized with other model parameters. By probabilistic modeling of Bernoulli dropout, our method enables more robust prediction and uncertainty quantification in deep m…

2020-02-12abs ↗pdf ↗

Enhances neural network regression performance by modeling weight and variance uncertainty.

problem Improving predictive performance of neural networks for regression tasks.
method Extended Blundell's framework to include variance uncertainty, using a full posterior distribution over variance parameters.
result Explicitly modeling variance uncertainty improves generalization of Bayesian neural networks.

IENs reduce neural network variance without increasing complexity.

problem Reducing variance in neural networks without increasing model complexity.
method IENs use ensemble parameters during training to reduce variance, removing them during testing.
result IENs reduce network variance by a factor of 1/mL11/m^{L-1}, leading to significant error rate decreases.

Stochastic neural networks with infinite width become deterministic, reducing training variance.

problem Understanding how stochasticity in neural networks affects learning and regularization.
method Theoretical analysis of stochastic neural networks with infinite width.
result As the width of an optimized stochastic neural network increases, its predictive variance on the training set decreases to zero.

A fast method for neural networks that provides uncertainty measures.

problem Inability of neural networks to provide reliable uncertainty measures for new situations.
method Moment propagation (MP) for analytically approximating MC dropout.
result Single-shot MC dropout approximation as fast as NNs with similar uncertainty measures.

The breakthrough of deep Q-Learning on different types of environments revolutionized the algorithmic design of Reinforcement Learning to introduce more stable and robust algorithms, to that end many extensions to deep Q-Learning algorithm have been proposed to reduce the variance of the target values and the overestim…

2019-10-14abs ↗pdf ↗

Domain adaptation is essential to enable wide usage of deep learning based networks trained using large labeled datasets. Adversarial learning based techniques have shown their utility towards solving this problem using a discriminator that ensures source and target distributions are close. However, here we suggest tha…

2019-07-24abs ↗pdf ↗

Deep neural networks have become the default choice for many of the machine learning tasks such as classification and regression. Dropout, a method commonly used to improve the convergence of deep neural networks, generates an ensemble of thinned networks with extensive weight sharing. Recent studies that dropout can b…

2019-04-09abs ↗pdf ↗

Favour speeds up variance estimation in BNNs, making them practical for performance-critical tasks.

problem Slow inference in Bayesian Neural Networks (BNNs) hinders their adoption.
method A fast algorithm for updating a diagonal-plus-low-rank matrix approximation under various operations.
result Favour is as fast as 2-3 inference samples but matches the performance of 10-100 samples.

A new loss function improves uncertainty estimation in neural networks.

problem Uncertainty quantification in neural networks, especially for regression tasks.
method Second-moment loss (SML) to optimize model variance alongside mean prediction.
result SML leads to comparable prediction accuracies and uncertainty estimates with a single model.

Dropout is often used in deep neural networks to prevent over-fitting. Conventionally, dropout training invokes \textit{random drop} of nodes from the hidden layers of a Neural Network. It is our hypothesis that a guided selection of nodes for intelligent dropout can lead to better generalization as compared to the tra…

2018-12-10abs ↗pdf ↗

Dropout regularizes against high-order interactions by canceling interaction rates.

problem Overfitting to high-order interactions in neural networks.
method Analyzes Dropout through the lens of interaction effects, showing how it effectively cancels out the probability of surviving interactions of different orders.
result Dropout regularizes against high-order interactions by effectively canceling out the probability of surviving interactions of different orders.

RMDA trains structured neural networks with regularization and variance reduction.

problem Training structured neural networks with desired properties.
method RMDA algorithm for structured NNs with regularization and variance reduction.
result RMDA achieves desired structures identical to regularizer's at stationary points.

Dropout has been proven to be an effective algorithm for training robust deep networks because of its ability to prevent overfitting by avoiding the co-adaptation of feature detectors. Current explanations of dropout include bagging, naive Bayes, regularization, and sex in evolution. According to the activation pattern…

2019-11-28abs ↗pdf ↗

We analyze dropout in deep networks with rectified linear units and the quadratic loss. Our results expose surprising differences between the behavior of dropout and more traditional regularizers like weight decay. For example, on some simple data sets dropout training produces negative weights even though the output i…

2016-02-14abs ↗pdf ↗

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation enables us to optimize the dropout rate, which is beneficial for learning of wei…

2014-12-22abs ↗pdf ↗

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning models. However, few existing uncertainty models attempt to improve overall predi…

2019-07-17abs ↗pdf ↗

Dropout is a simple but effective technique for learning in neural networks and other settings. A sound theoretical understanding of dropout is needed to determine when dropout should be applied and how to use it most effectively. In this paper we continue the exploration of dropout as a regularizer pioneered by Wager,…

2014-12-15abs ↗pdf ↗

Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However, the independent sampling for dropout could be suboptimal for the sake of conver…

2016-02-06abs ↗pdf ↗

Rate-In dynamically adjusts dropout rates during inference to improve uncertainty estimation in neural networks.

problem Static dropout rates lead to suboptimal uncertainty estimates in neural networks.
method Rate-In dynamically adjusts dropout rates using information-theoretic principles.
result Rate-In improves calibration and sharpens uncertainty estimates compared to fixed or heuristic dropout rates.

Successful application processing sequential data, such as text and speech, requires an improved generalization performance of recurrent neural networks (RNNs). Dropout techniques for RNNs were introduced to respond to these demands, but we conjecture that the dropout on RNNs could have been improved by adopting the ad…

2019-04-22abs ↗pdf ↗

Dropout introduces both explicit and implicit regularization effects.

problem Understanding the full impact of dropout regularization.
method Disentangled explicit and implicit regularization effects through experiments and analytic simplifications.
result Explicit and implicit regularization effects of dropout are distinct and can be characterized analytically.

The paper analyzes SGD with dropout regularization in linear models, proving asymptotic properties and providing inference tools.

problem Analyzing the behavior of SGD with dropout regularization in linear models.
method Establishing geometric-moment contraction (GMC) and proving quenched central limit theorems (CLT).
result The existence of a unique stationary distribution and asymptotic normality results for SGD with dropout.

Deep learning is the state-of-the-art in fields such as visual object recognition and speech recognition. This learning uses a large number of layers and a huge number of units and connections. Therefore, overfitting is a serious problem with it, and the dropout which is a kind of regularization tool is used. However, …

2017-11-09abs ↗pdf ↗

Dropout has proven to be an effective technique for regularization and preventing the co-adaptation of neurons in deep neural networks (DNN). It randomly drops units with a probability pp during the training stage of DNN. Dropout also provides a way of approximately combining exponentially many different neural networ…

2018-08-29abs ↗pdf ↗