Change dropdown title

When using the category widget as a dropdown, is it possible to change the title that appears actually on the dropdown? I can see there is a filter there but I can’t quite figure it out. I’ve tried this in my functions.php, but it’s not working:

function ChangeSelectTitleCustom($cat_args){
$cat_args['show_option_none'] = __( 'Select Whatever', 'custom-post-type-widgets' );
return $cat_args;
}
add_filter('widget_categories_dropdown_args', 'ChangeSelectTitleCustom');

Thanks