Convergence, design and training of continuous-time dropout as a random batch method

Fuente: arXiv
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Hauptverfasser: Álvarez-López, Antonio, Hernández, Martín
Format: Preprint
Veröffentlicht: 2025
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author Álvarez-López, Antonio
Hernández, Martín
author_facet Álvarez-López, Antonio
Hernández, Martín
contents We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct an unbiased, well-posed estimator that mimics dropout by sampling neuron batches over time intervals of length $h$. Trajectory-wise convergence is established with linear rate in $h$ for the expected uniform error. At the distribution level, we establish stability for the associated continuity equation, with total-variation error of order $h^{1/2}$ under mild moment assumptions. During training with fixed batch sampling across epochs, a Pontryagin-based adjoint analysis bounds deviations in the optimal cost and control, as well as in gradient-descent iterates. On the design side, we compare convergence rates for canonical batch sampling schemes, recover standard Bernoulli dropout as a special case, and derive a cost--accuracy trade-off yielding a closed-form optimal $h$. We then specialize to a single-layer neural ODE and validate the theory on classification and flow matching, observing the predicted rates, regularization effects, and favorable runtime and memory profiles.
format Preprint
id arxiv_https___arxiv_org_abs_2510_13134
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence, design and training of continuous-time dropout as a random batch method
Álvarez-López, Antonio
Hernández, Martín
Machine Learning
Optimization and Control
68T07, 65C35, 37N35, 65K10, 35Q49
We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct an unbiased, well-posed estimator that mimics dropout by sampling neuron batches over time intervals of length $h$. Trajectory-wise convergence is established with linear rate in $h$ for the expected uniform error. At the distribution level, we establish stability for the associated continuity equation, with total-variation error of order $h^{1/2}$ under mild moment assumptions. During training with fixed batch sampling across epochs, a Pontryagin-based adjoint analysis bounds deviations in the optimal cost and control, as well as in gradient-descent iterates. On the design side, we compare convergence rates for canonical batch sampling schemes, recover standard Bernoulli dropout as a special case, and derive a cost--accuracy trade-off yielding a closed-form optimal $h$. We then specialize to a single-layer neural ODE and validate the theory on classification and flow matching, observing the predicted rates, regularization effects, and favorable runtime and memory profiles.
title Convergence, design and training of continuous-time dropout as a random batch method
topic Machine Learning
Optimization and Control
68T07, 65C35, 37N35, 65K10, 35Q49
url https://arxiv.org/abs/2510.13134