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how to apply MC dropout to an LSTM network keras



2019 Community Moderator ElectionKeras LSTM: use weights from Keras model to replicate predictions using numpyDropout implies stochastic descent?How to set input for proper fit with lstm?What does SpatialDropout1D() do to output of Embedding() in Keras?Dropout in Deep Neural NetworksWhat is the correct format of the test input for LSTM neural network?Monte Carlo dropoutHow to design a many-to-many LSTM?Split timeline for training LSTM network










1












$begingroup$


I have a simple LSTM network developped using keras:



model = Sequential()
model.add(LSTM(rnn_size,input_shape=(2,w),dropout = 0.25 , recurrent_dropout=0.25))
model.add(Dense(2))


I would like to apply the MC dropout method. How can I enable dropout in the test phase in order to compute the uncertainty?



Thanks.










share|improve this question











$endgroup$







  • 1




    $begingroup$
    Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
    $endgroup$
    – Media
    Mar 26 at 14:29










  • $begingroup$
    i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
    $endgroup$
    – khaoula
    Mar 26 at 14:38















1












$begingroup$


I have a simple LSTM network developped using keras:



model = Sequential()
model.add(LSTM(rnn_size,input_shape=(2,w),dropout = 0.25 , recurrent_dropout=0.25))
model.add(Dense(2))


I would like to apply the MC dropout method. How can I enable dropout in the test phase in order to compute the uncertainty?



Thanks.










share|improve this question











$endgroup$







  • 1




    $begingroup$
    Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
    $endgroup$
    – Media
    Mar 26 at 14:29










  • $begingroup$
    i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
    $endgroup$
    – khaoula
    Mar 26 at 14:38













1












1








1





$begingroup$


I have a simple LSTM network developped using keras:



model = Sequential()
model.add(LSTM(rnn_size,input_shape=(2,w),dropout = 0.25 , recurrent_dropout=0.25))
model.add(Dense(2))


I would like to apply the MC dropout method. How can I enable dropout in the test phase in order to compute the uncertainty?



Thanks.










share|improve this question











$endgroup$




I have a simple LSTM network developped using keras:



model = Sequential()
model.add(LSTM(rnn_size,input_shape=(2,w),dropout = 0.25 , recurrent_dropout=0.25))
model.add(Dense(2))


I would like to apply the MC dropout method. How can I enable dropout in the test phase in order to compute the uncertainty?



Thanks.







deep-learning lstm recurrent-neural-net dropout






share|improve this question















share|improve this question













share|improve this question




share|improve this question








edited Mar 27 at 4:10









Ethan

671425




671425










asked Mar 26 at 14:24









khaoulakhaoula

61




61







  • 1




    $begingroup$
    Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
    $endgroup$
    – Media
    Mar 26 at 14:29










  • $begingroup$
    i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
    $endgroup$
    – khaoula
    Mar 26 at 14:38












  • 1




    $begingroup$
    Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
    $endgroup$
    – Media
    Mar 26 at 14:29










  • $begingroup$
    i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
    $endgroup$
    – khaoula
    Mar 26 at 14:38







1




1




$begingroup$
Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
$endgroup$
– Media
Mar 26 at 14:29




$begingroup$
Welcome! What do you mean by MC? Please consider dropout is used while training not testing.
$endgroup$
– Media
Mar 26 at 14:29












$begingroup$
i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
$endgroup$
– khaoula
Mar 26 at 14:38




$begingroup$
i mean montecarlo dropout ,which is a bayesien neural network approach for computing the uncertainty in deep learning
$endgroup$
– khaoula
Mar 26 at 14:38










1 Answer
1






active

oldest

votes


















1












$begingroup$

Well, in order to enable dropout during test phase you can do something like this:



keras.layers.Dropout(0.5)(x, training=True)


Then you'll probably want to run it multiple times. If you don't care about the inference time just run forward pass multiple times and at the end calculate mean and variance of your output.






share|improve this answer











$endgroup$













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    1












    $begingroup$

    Well, in order to enable dropout during test phase you can do something like this:



    keras.layers.Dropout(0.5)(x, training=True)


    Then you'll probably want to run it multiple times. If you don't care about the inference time just run forward pass multiple times and at the end calculate mean and variance of your output.






    share|improve this answer











    $endgroup$

















      1












      $begingroup$

      Well, in order to enable dropout during test phase you can do something like this:



      keras.layers.Dropout(0.5)(x, training=True)


      Then you'll probably want to run it multiple times. If you don't care about the inference time just run forward pass multiple times and at the end calculate mean and variance of your output.






      share|improve this answer











      $endgroup$















        1












        1








        1





        $begingroup$

        Well, in order to enable dropout during test phase you can do something like this:



        keras.layers.Dropout(0.5)(x, training=True)


        Then you'll probably want to run it multiple times. If you don't care about the inference time just run forward pass multiple times and at the end calculate mean and variance of your output.






        share|improve this answer











        $endgroup$



        Well, in order to enable dropout during test phase you can do something like this:



        keras.layers.Dropout(0.5)(x, training=True)


        Then you'll probably want to run it multiple times. If you don't care about the inference time just run forward pass multiple times and at the end calculate mean and variance of your output.







        share|improve this answer














        share|improve this answer



        share|improve this answer








        edited Mar 27 at 10:07

























        answered Mar 27 at 10:01









        Marat SeroglazovMarat Seroglazov

        112




        112



























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