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Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization…

Machine Learning · Statistics 2020-02-13 Christian A. Naesseth , Francisco J. R. Ruiz , Scott W. Linderman , David M. Blei

We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the…

Machine Learning · Computer Science 2018-10-26 Wonyeol Lee , Hangyeol Yu , Hongseok Yang

By providing a simple and efficient way of computing low-variance gradients of continuous random variables, the reparameterization trick has become the technique of choice for training a variety of latent variable models. However, it is not…

Machine Learning · Computer Science 2019-01-31 Michael Figurnov , Shakir Mohamed , Andriy Mnih

The reparameterization trick is widely used in variational inference as it yields more accurate estimates of the gradient of the variational objective than alternative approaches such as the score function method. Although there is…

Machine Learning · Statistics 2018-12-31 Ming Xu , Matias Quiroz , Robert Kohn , Scott A. Sisson

The reparameterization trick enables optimizing large scale stochastic computation graphs via gradient descent. The essence of the trick is to refactor each stochastic node into a differentiable function of its parameters and a random…

Machine Learning · Computer Science 2017-03-07 Chris J. Maddison , Andriy Mnih , Yee Whye Teh

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

Efficient low-variance gradient estimation enabled by the reparameterization trick (RT) has been essential to the success of variational autoencoders. Doubly-reparameterized gradients (DReGs) improve on the RT for multi-sample variational…

Machine Learning · Statistics 2021-07-14 Matthias Bauer , Andriy Mnih

Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in…

Machine Learning · Statistics 2017-05-23 Andrew C. Miller , Nicholas J. Foti , Alexander D'Amour , Ryan P. Adams

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

The ability to backpropagate stochastic gradients through continuous latent distributions has been crucial to the emergence of variational autoencoders and stochastic gradient variational Bayes. The key ingredient is an unbiased and…

Neural and Evolutionary Computing · Computer Science 2016-07-20 Alex Graves

In computer vision and machine learning, a crucial challenge is to lower the computation and memory demands for neural network inference. A commonplace solution to address this challenge is through the use of binarization. By binarizing the…

Machine Learning · Computer Science 2023-07-06 Guy Berger , Aviv Navon , Ethan Fetaya

Recent breakthroughs in computer vision make use of large deep neural networks, utilizing the substantial speedup offered by GPUs. For applications running on limited hardware, however, high precision real-time processing can still be a…

Machine Learning · Computer Science 2018-02-05 Oran Shayer , Dan Levi , Ethan Fetaya

We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our…

Machine Learning · Statistics 2023-01-31 Jiangyuan Li , Thanh V. Nguyen , Chinmay Hegde , Raymond K. W. Wong

The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma…

Machine Learning · Statistics 2016-10-20 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

Reparameterization aims to improve the generalization of deep neural networks by transforming convolutional layers into equivalent multi-branched structures during training. However, there exists a gap in understanding how…

Machine Learning · Computer Science 2023-03-08 Alexander Detkov , Mohammad Salameh , Muhammad Fetrat Qharabagh , Jialin Zhang , Wei Lui , Shangling Jui , Di Niu

Reparameterizable densities are an important way to learn probability distributions in a deep learning setting. For many distributions it is possible to create low-variance gradient estimators by utilizing a `reparameterization trick'. Due…

Machine Learning · Statistics 2019-03-13 Luca Falorsi , Pim de Haan , Tim R. Davidson , Patrick Forré

The reparameterization trick has become one of the most useful tools in the field of variational inference. However, the reparameterization trick is based on the standardization transformation which restricts the scope of application of…

Machine Learning · Computer Science 2020-02-26 Anbang Wu , Shuangxi Chen , Chunming Wu

Differential equations are used to model and predict the behaviour of complex systems in a wide range of fields, and the ability to solve them is an important asset for understanding and predicting the behaviour of these systems.…

Machine Learning · Computer Science 2023-01-31 Siddharth Nand , Yuecheng Cai

Within many machine learning algorithms, a fundamental problem concerns efficient calculation of an unbiased gradient wrt parameters $\gammav$ for expectation-based objectives $\Ebb_{q_{\gammav} (\yv)} [f(\yv)]$. Most existing methods…

Machine Learning · Statistics 2019-01-21 Yulai Cong , Miaoyun Zhao , Ke Bai , Lawrence Carin

Estimating the gradients of stochastic nodes in stochastic computational graphs is one of the crucial research questions in the deep generative modeling community, which enables the gradient descent optimization on neural network…

Machine Learning · Computer Science 2023-02-23 Weonyoung Joo , Dongjun Kim , Seungjae Shin , Il-Chul Moon
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