Does applying a Dropout Layer after the Embedding Layer have the same effect as applying the dropout through the LSTM dropout parameter?

Question

I am slightly confused on the different ways to apply dropout to my Sequential model in Keras.

My model is the following:

model = Sequential()
model.add(Embedding(input_dim=64,output_dim=64, input_length=498))
model.add(LSTM(units=100,dropout=0.5, recurrent_dropout=0.5))
model.add(Dense(units=1, activation='sigmoid'))
model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])

Assume that I added an extra Dropout layer after the Embedding layer in the below manner:

model = Sequential()
model.add(Embedding(input_dim=64,output_dim=64, input_length=498))
model.add(Dropout(0.25))
model.add(LSTM(units=100,dropout=0.5, recurrent_dropout=0.5))
model.add(Dense(units=1, activation='sigmoid'))
model.compile(loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy'])

Will this make any difference since I then specified that the dropout should be 0.5 in the LSTM parameter specifically, or am I getting this all wrong?

Answer 1

When you add a dropout layer you're adding dropout to the output of the previous layer only, in your case you are adding dropout to your embedding layer.

An LSTM cell is more complex than a single layer neural network, when you specify the dropout in the LSTM cell you are actually applying dropout to 4 different sub neural network operations in the LSTM cell.

Below is a visualization of an LSMT cell from Colah's blog on LSTMs (the best visualization of LSTM/RNNs out there, http://colah.github.io/posts/2015-08-Understanding-LSTMs/). The yellow boxes represent 4 fully connected network operations (each with their own weights) which occur under the hood of the LSTM - this is neatly wrapped up in the LSTM cell wrapper, though it's not really so hard to code by hand.

When you specify dropout=0.5 in the LSTM cell, what you are doing under the hood is applying dropout to each of these 4 neural network operations. This is effectively adding model.add(Dropout(0.25)) 4 times, once after each of the 4 yellow blocks you see in the diagram, within the internals of the LSTM cell.

I hope that short discussion makes it more clear how the dropout applied in the LSTM wrapper, which is applied to effectively 4 sub networks within the LSTM, is different from the dropout you applied once in the sequence after your embedding layer. And to answer your question directly, yes, these two dropout definitions are very much different.

Notice, as a further example to help elucidate the point: if you were to define a simple 5 layer fully connected neural network you would need to define dropout after each layer, not once. model.add(Dropout(0.25)) is not some kind of global setting, it's adding the dropout operation to a pipeline of operations. If you have 5 layers, you need to add 5 dropout operations.