A mask can keep the right fraction and still be biased
limit▲▲△For fixed nonzero , examine (I.8.8) as tends to one and as tends to zero. Next let be equally likely to be or and keep it exactly when . The overall keep fraction is . Does dividing by that fraction preserve the mean?
Hint
The theorem conditions on . An overall keep fraction does not establish independence between the mask and the activation.
Solution
At , dropout is the identity and its induced variance is zero. As tends to zero through positive values, the mean remains but the variance diverges. Rare surviving activations become arbitrarily large. The formula cannot be evaluated at .
In the dependent-mask example, is zero when and two when . Its mean is one, whereas . The mask kept half the examples but preferentially selected the positive ones. Conditional on , its keep probability is zero, not the advertised .
The usual expectation calculation needs a mask sampled independently of the fixed activation, or a separately specified conditional sampling and weighting scheme. Matching an aggregate drop fraction is insufficient.