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changed readme results from standard deviation to standard error (to conform with PBP paper)
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readme.md

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This is the code used for the uncertainty experiments in the paper ["Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning"](http://mlg.eng.cam.ac.uk/yarin/publications.html#Gal2015Dropout). This code is based on the code by José Miguel Hernández-Lobato used for his paper "Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks". The datasets supplied here are taken from the UCI machine learning repository. Note the data splits used in these experiments (which are identical to the ones used in Hernández-Lobato's code). Because of the small size of the data, if you split the data yourself you will most likely get different results to the ones here.
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This is the code used for the uncertainty experiments in the paper ["Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning"](http://mlg.eng.cam.ac.uk/yarin/publications.html#Gal2015Dropout). This code is based on the code by José Miguel Hernández-Lobato used for his paper "Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks". The datasets supplied here are taken from the UCI machine learning repository. Note the data splits used in these experiments (which are identical to the ones used in Hernández-Lobato's code). Because of the small size of the data, if you split the data yourself you will most likely get different and non-comparable results to the ones here.
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These experiments use Spearmint, obtained from here: [https://github.com/JasperSnoek/spearmint/tree/master/spearmint/bin](https://github.com/JasperSnoek/spearmint/tree/master/spearmint/bin).
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Some experiments use Spearmint, obtained from here: [https://github.com/JasperSnoek/spearmint/tree/master/spearmint/bin](https://github.com/JasperSnoek/spearmint/tree/master/spearmint/bin).
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To run an experiment:
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```
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./cleanup path-to-exp
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THEANO_FLAGS='allow_gc=False,device=gpu,floatX=float32' ./spearmint path-to-exp/config.pb --driver=local --method=GPEIOptChooser --max-concurrent=1 --max-finished-jobs=30
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```
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then:
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then, with the optimal model precision found with spearmint plugged into `experiment.py`:
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```
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THEANO_FLAGS='allow_gc=False,device=gpu,floatX=float32' python experiment.py
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```
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Dataset | Dropout RMSE (original) | Dropout RMSE (10x epochs) | Dropout Test LL (original) | Dropout Test LL (10x epochs)
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--- | :---: | :---: | :---: | :---:
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Boston Housing | 2.97 ± 0.85 | 2.80 ± 0.84 | -2.46 ± 0.25 | -2.39 ± 0.20
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Concrete Strength | 5.23 ± 0.53 | 4.81 ± 0.64 | -3.04 ± 0.09 | -2.94 ± 0.10
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Energy Efficiency | 1.66 ± 0.19 | 1.09 ± 0.21 | -1.99 ± 0.09 | -1.72 ± 0.07
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Kin8nm | 0.10 ± 0.00 | 0.09 ± 0.00 | 0.95 ± 0.03 | 0.97 ± 0.02
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Naval Propulsion | 0.01 ± 0.00 | 0.00 ± 0.00 | 3.80 ± 0.05 | 3.92 ± 0.03
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Power Plant | 4.02 ± 0.18 | 4.00 ± 0.17 | -2.80 ± 0.05 | -2.79 ± 0.04
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Protein Structure | 4.36 ± 0.04 | 4.27 ± 0.05 | -2.89 ± 0.01 | -2.87 ± 0.01
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Wine Quality Red | 0.62 ± 0.04 | 0.61 ± 0.04 | -0.93 ± 0.06 | -0.92 ± 0.06
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Yacht Hydrodynamics | 1.11 ± 0.38 | 0.72 ± 0.25 | -1.55 ± 0.12 | -1.38 ± 0.06
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Boston Housing | 2.97 ± 0.19 | 2.80 ± 0.19 | -2.46 ± 0.06 | -2.39 ± 0.05
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Concrete Strength | 5.23 ± 0.12 | 4.81 ± 0.14 | -3.04 ± 0.02 | -2.94 ± 0.02
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Energy Efficiency | 1.66 ± 0.04 | 1.09 ± 0.05 | -1.99 ± 0.02 | -1.72 ± 0.02
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Kin8nm | 0.10 ± 0.00 | 0.09 ± 0.00 | 0.95 ± 0.01 | 0.97 ± 0.01
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Naval Propulsion | 0.01 ± 0.00 | 0.00 ± 0.00 | 3.80 ± 0.01 | 3.92 ± 0.01
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Power Plant | 4.02 ± 0.04 | 4.00 ± 0.04 | -2.80 ± 0.01 | -2.79 ± 0.01
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Protein Structure | 4.36 ± 0.01 | 4.27 ± 0.01 | -2.89 ± 0.00 | -2.87 ± 0.00
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Wine Quality Red | 0.62 ± 0.01 | 0.61 ± 0.01 | -0.93 ± 0.01 | -0.92 ± 0.01
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Yacht Hydrodynamics | 1.11 ± 0.09 | 0.72 ± 0.06 | -1.55 ± 0.03 | -1.38 ± 0.01
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## 2 layers results (compared to the original paper):
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Dataset | Dropout RMSE (original) | Dropout RMSE (2 layers) | Dropout Test LL (original) | Dropout Test LL (2 layers)
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--- | :---: | :---: | :---: | :---:
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Boston Housing | 2.97 ± 0.85 | 2.80 ± 0.60 | -2.46 ± 0.25 | -2.34 ± 0.11
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Concrete Strength | 5.23 ± 0.53 | 4.50 ± 0.80 | -3.04 ± 0.09 | -2.82 ± 0.11
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Energy Efficiency | 1.66 ± 0.19 | 0.47 ± 0.06 | -1.99 ± 0.09 | -1.48 ± 0.01
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Kin8nm | 0.10 ± 0.00 | 0.08 ± 0.00 | 0.95 ± 0.03 | 1.10 ± 0.01
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Naval Propulsion | 0.01 ± 0.00 | 0.00 ± 0.00 | 3.80 ± 0.05 | 4.32 ± 0.01
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Power Plant | 4.02 ± 0.18 | 3.63 ± 0.18 | -2.80 ± 0.05 | -2.67 ± 0.03
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Protein Structure | 4.36 ± 0.04 | 3.62 ± 0.05 | -2.89 ± 0.01 | -2.70 ± 0.01
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Wine Quality Red | 0.62 ± 0.04 | 0.60 ± 0.05 | -0.93 ± 0.06 | -0.9 ± 0.06
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Yacht Hydrodynamics | 1.11 ± 0.38 | 0.66 ± 0.28 | -1.55 ± 0.12 | -1.37 ± 0.08
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Boston Housing | 2.97 ± 0.19 | 2.80 ± 0.13 | -2.46 ± 0.06 | -2.34 ± 0.02
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Concrete Strength | 5.23 ± 0.12 | 4.50 ± 0.18 | -3.04 ± 0.02 | -2.82 ± 0.02
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Energy Efficiency | 1.66 ± 0.04 | 0.47 ± 0.01 | -1.99 ± 0.02 | -1.48 ± 0.00
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Kin8nm | 0.10 ± 0.00 | 0.08 ± 0.00 | 0.95 ± 0.01 | 1.10 ± 0.00
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Naval Propulsion | 0.01 ± 0.00 | 0.00 ± 0.00 | 3.80 ± 0.01 | 4.32 ± 0.00
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Power Plant | 4.02 ± 0.04 | 3.63 ± 0.04 | -2.80 ± 0.01 | -2.67 ± 0.01
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Protein Structure | 4.36 ± 0.01 | 3.62 ± 0.01 | -2.89 ± 0.00 | -2.70 ± 0.00
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Wine Quality Red | 0.62 ± 0.01 | 0.60 ± 0.01 | -0.93 ± 0.01 | -0.9 ± 0.01
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Yacht Hydrodynamics | 1.11 ± 0.09 | 0.66 ± 0.06 | -1.55 ± 0.03 | -1.37 ± 0.02

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