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The well-known Gumbel-Max Trick for sampling elements from a categorical distribution (or more generally a non-negative vector) and its variants have been widely used in areas such as machine learning and information retrieval. To sample a…

Machine Learning · Computer Science 2023-02-13 Yuanming Zhang , Pinghui Wang , Yiyan Qi , Kuankuan Cheng , Junzhou Zhao , Guangjian Tian , Xiaohong Guan

The Gumbel-max trick is a method to draw a sample from a categorical distribution, given by its unnormalized (log-)probabilities. Over the past years, the machine learning community has proposed several extensions of this trick to…

Machine Learning · Computer Science 2022-03-09 Iris A. M. Huijben , Wouter Kool , Max B. Paulus , Ruud J. G. van Sloun

The well-known Gumbel-Max trick for sampling from a categorical distribution can be extended to sample $k$ elements without replacement. We show how to implicitly apply this 'Gumbel-Top-$k$' trick on a factorized distribution over…

Machine Learning · Computer Science 2019-05-31 Wouter Kool , Herke van Hoof , Max Welling

The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each…

Machine Learning · Statistics 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

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

The gapped local alignment score of two random sequences follows a Gumbel distribution. If computers could estimate the parameters of the Gumbel distribution within one second, the use of arbitrary alignment scoring schemes could increase…

Statistics Theory · Mathematics 2009-09-04 Yonil Park , Sergey Sheetlin , John L. Spouge

The Gumbel-Max trick is the basis of many relaxed gradient estimators. These estimators are easy to implement and low variance, but the goal of scaling them comprehensively to large combinatorial distributions is still outstanding. Working…

Machine Learning · Statistics 2021-03-02 Max B. Paulus , Dami Choi , Daniel Tarlow , Andreas Krause , Chris J. Maddison

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

The problem of drawing samples from a discrete distribution can be converted into a discrete optimization problem. In this work, we show how sampling from a continuous distribution can be converted into an optimization problem over…

Computation · Statistics 2015-01-27 Chris J. Maddison , Daniel Tarlow , Tom Minka

Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with…

Machine Learning · Computer Science 2021-03-02 Sang Michael Xie , Stefano Ermon

Structured latent variables allow incorporating meaningful prior knowledge into deep learning models. However, learning with such variables remains challenging because of their discrete nature. Nowadays, the standard learning approach is to…

Machine Learning · Computer Science 2021-10-29 Kirill Struminsky , Artyom Gadetsky , Denis Rakitin , Danil Karpushkin , Dmitry Vetrov

Generative Adversarial Networks (GAN) have limitations when the goal is to generate sequences of discrete elements. The reason for this is that samples from a distribution on discrete objects such as the multinomial are not differentiable…

Machine Learning · Statistics 2016-11-16 Matt J. Kusner , José Miguel Hernández-Lobato

Diverse human motion prediction aims at predicting multiple possible future pose sequences from a sequence of observed poses. Previous approaches usually employ deep generative networks to model the conditional distribution of data, and…

Computer Vision and Pattern Recognition · Computer Science 2022-07-18 Lingwei Dang , Yongwei Nie , Chengjiang Long , Qing Zhang , Guiqing Li

Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we…

Machine Learning · Statistics 2017-08-08 Eric Jang , Shixiang Gu , Ben Poole

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

An effective method of teaching across disciplines is to provide examples of high-quality work. However, an example may be significantly different from a student's current work, making it challenging for them to emulate. An ideal learning…

Artificial Intelligence · Computer Science 2026-05-27 Hunter McNichols , Alexander Scarlatos , Mihai Dascalu , Danielle McNamara , Andrew Lan

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

Data Analysis, Statistics and Probability · Physics 2019-02-22 Rubén Gómez González , M. Isabel Parra , Francisco Javier Acero , Jacinto Martín

While deep generative models have succeeded in image processing, natural language processing, and reinforcement learning, training that involves discrete random variables remains challenging due to the high variance of its gradient…

Machine Learning · Computer Science 2022-06-16 Ting-Han Fan , Ta-Chung Chi , Alexander I. Rudnicky , Peter J. Ramadge

In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…

Data Structures and Algorithms · Computer Science 2023-04-25 Jerry Li , Allen Liu , Ankur Moitra

This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random…

Data Structures and Algorithms · Computer Science 2013-04-09 Jérémie Lumbroso
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