README.md

Dropout as Bayesian Approximation in RNN

Master thesis - Aalto University - Machine Learning and Data Science

Dataset

• Penn Tree Bank
• Cornell film reviews: sentence polarity
• Apple Stock from Yahoo
• Occupancy prediction

TODOs

• Add biases
• Make loss function
• Stack multiple LSTM layers
• Handle single dimension input
• Iterate Stochastic pass once during training
• Use parameter optimizer instead of writing custom loss functions
• Make stochastic modules for regression
• Make stochastic modules for classification
• Compute predictive variance for classification
• Compute predictive variance for regression
• Optimize dropout rate (using Concrete Dropout)
• Download clinical data
• Early stop in training (use validation error)
• Make equivalent in Tensorflow