I'm training a neural net using Keras in Python for time-series climate data (predicting value X at time t=T), and tried adding a (20%) dropout layer on the inputs, which seemed to limit overfitting and cause a slight increase in performance. However, after I added a new and particularly useful feature (the value of the response variable at time of prediction t=0), I found massively increased performance by removing the dropout layer. This makes sense to me, since I can imagine how the neural net would "learn" the importance of that one feature and base the rest of its training around adjusting that value (i.e, "how do these other features affect how the response at t=0 changes by time t=T").
In addition, there are a few other features that I think should be present for all epochs. That said, I am still hopeful that a dropout layer could improve the model performance-- it just needs to not drop out certain features, like X at t_0: I need a dropout layer that will only drop out certain features.
I have searched for examples of doing this, and read the Keras documentation here, but can't seem to find a way to do it. I may be missing something obvious, as I'm still not familiar with how to manually edit layers. Any help would be appreciated. Thanks!
Edit: sorry for any lack of clarity. Here is the code where I define the model (p is the number of features):
def create_model(p):
model = Sequential()
model.add(Dropout(0.2, input_shape=(p,))) # % of features dropped
model.add(Dense(1000, input_dim=p, kernel_initializer='normal'
, activation='sigmoid'))
model.add(Dense(30, kernel_initializer='normal', activation='relu'))
model.add(Dense(1, kernel_initializer='normal',activation='linear'))
model.compile(loss=cost_fn, optimizer='adam')
return model