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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

Low-variance gradient estimation is crucial for learning directed graphical models parameterized by neural networks, where the reparameterization trick is widely used for those with continuous variables. While this technique gives…

Machine Learning · Statistics 2016-11-07 Seiya Tokui , Issei sato

We generalise the reparameterization trick applied in variational autoencoders (VAEs) letting these have latent spaces of non-trivial topology - i.e. that of base manifolds covered with other ones, on which some technique for RT is…

Machine Learning · Computer Science 2026-04-28 Maxim Beketov , Pavel Snopov

Partitioning a set of elements into subsets of a priori unknown sizes is essential in many applications. These subset sizes are rarely explicitly learned - be it the cluster sizes in clustering applications or the number of shared versus…

Machine Learning · Computer Science 2023-06-23 Thomas M. Sutter , Laura Manduchi , Alain Ryser , Julia E. Vogt

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

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

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

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

Thanks to the tractability of their likelihood, several deep generative models show promise for seemingly straightforward but important applications like anomaly detection, uncertainty estimation, and active learning. However, the…

Machine Learning · Computer Science 2022-01-19 Charline Le Lan , Laurent Dinh

Learning models with categorical variables requires optimizing expectations over discrete distributions, a setting in which stochastic gradient-based optimization is challenging due to the non-differentiability of categorical sampling. A…

Machine Learning · Computer Science 2026-02-10 Samson Gourevitch , Alain Durmus , Eric Moulines , Jimmy Olsson , Yazid Janati

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

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used throughout machine and reinforcement learning; however, they are usually explained as simple mathematical tricks without providing any insight into their nature.…

Machine Learning · Computer Science 2019-10-16 Paavo Parmas , Masashi Sugiyama

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

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

This work studies discrete diffusion probabilistic models with applications to natural language generation. We derive an alternative yet equivalent formulation of the sampling from discrete diffusion processes and leverage this insight to…

Computation and Language · Computer Science 2024-08-05 Lin Zheng , Jianbo Yuan , Lei Yu , Lingpeng Kong

Normalizing flows are a powerful technique for obtaining reparameterizable samples from complex multimodal distributions. Unfortunately, current approaches are only available for the most basic geometries and fall short when the underlying…

Machine Learning · Statistics 2021-05-03 Luca Falorsi

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

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

The problem of detecting and quantifying the presence of symmetries in datasets is useful for model selection, generative modeling, and data analysis, amongst others. While existing methods for hard-coding transformations in neural networks…

Machine Learning · Computer Science 2023-07-06 Alex Gabel , Victoria Klein , Riccardo Valperga , Jeroen S. W. Lamb , Kevin Webster , Rick Quax , Efstratios Gavves

As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

Machine Learning · Computer Science 2022-04-14 Paul Michel , Tatsunori Hashimoto , Graham Neubig
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