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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

The soft-argmax operation is widely adopted in neural network-based stereo matching methods to enable differentiable regression of disparity. However, network trained with soft-argmax is prone to being multimodal due to absence of explicit…

Computer Vision and Pattern Recognition · Computer Science 2024-10-10 Baiyu Pan , jichao jiao , Bowen Yao , Jianxin Pang , Jun Cheng

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

In computer science, there exist a large number of optimization problems defined on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…

Machine Learning · Computer Science 2020-04-17 Yaoxin Li , Jing Liu , Guozheng Lin , Yueyuan Hou , Muyun Mou , Jiang Zhang

Neural networks and other machine learning models compute continuous representations, while humans communicate mostly through discrete symbols. Reconciling these two forms of communication is desirable for generating human-readable…

Machine Learning · Computer Science 2022-02-14 António Farinhas , Wilker Aziz , Vlad Niculae , André F. T. Martins

In optimizing real-world structures, due to fabrication or budgetary restraints, the design variables may be restricted to a set of standard engineering choices. Such variables, commonly called categorical variables, are discrete and…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Mehran Ebrahimi , Hyunmin Cheong , Pradeep Kumar Jayaraman , Farhad Javid

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Statistics Theory · Mathematics 2014-07-16 Sergios Agapiou , Johnathan M. Bardsley , Omiros Papaspiliopoulos , Andrew M. Stuart

Many problems in real life can be converted to combinatorial optimization problems (COPs) on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…

Machine Learning · Computer Science 2019-09-17 Jing Liu , Fei Gao , Jiang Zhang

Flow matching in the continuous simplex has emerged as a promising strategy for DNA sequence design, but struggles to scale to higher simplex dimensions required for peptide and protein generation. We introduce Gumbel-Softmax Flow and Score…

Machine Learning · Computer Science 2025-03-24 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

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

Neural networks and other machine learning models compute continuous representations, while humans communicate with discrete symbols. Reconciling these two forms of communication is desirable to generate human-readable interpretations or to…

Machine Learning · Computer Science 2021-04-05 André F. T. Martins

We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…

Machine Learning · Statistics 2020-10-07 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Many applications of generative models rely on the marginalization of their high-dimensional output probability distributions. Normalization functions that yield sparse probability distributions can make exact marginalization more…

Machine Learning · Computer Science 2021-10-28 Phil Chen , Masha Itkina , Ransalu Senanayake , Mykel J. Kochenderfer

We examine properties of the Concrete (or Gumbel-softmax) distribution on the simplex. Using the natural vector space structure of the simplex, the Concrete distribution can be regarded as a transformation of the uniform distribution…

Probability · Mathematics 2022-11-03 David D. K. Chow

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 propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…

Methodology · Statistics 2018-07-23 Xiaogang Su , Juanjuan Fan , Richard A. Levine , Martha E. Nunn , Chih-Ling Tsai

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

Stochastic Gumbel graph networks are proposed to learn high-dimensional time series, where the observed dimensions are often spatially correlated. To that end, the observed randomness and spatial-correlations are captured by learning the…

Machine Learning · Computer Science 2023-07-13 Jin Guo , Ting Gao , Yufu Lan , Peng Zhang , Sikun Yang , Jinqiao Duan

Countless signal processing applications include the reconstruction of signals from few indirect linear measurements. The design of effective measurement operators is typically constrained by the underlying hardware and physics, posing a…

Machine Learning · Computer Science 2023-05-23 Jonathan Sauder , Martin Genzel , Peter Jung

The softmax function is widely used in artificial neural networks for the multiclass classification problems, where the softmax transformation enforces the output to be positive and sum to one, and the corresponding loss function allows to…

Machine Learning · Computer Science 2021-12-24 Shaoshi Sun , Zhenyuan Zhang , BoCheng Huang , Pengbin Lei , Jianlin Su , Shengfeng Pan , Jiarun Cao