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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

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 many applications we seek to maximize an expectation with respect to a distribution over discrete variables. Estimating gradients of such objectives with respect to the distribution parameters is a challenging problem. We analyze…

Machine Learning · Statistics 2019-06-18 Evgeny Andriyash , Arash Vahdat , Bill Macready

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

Variational approximations are increasingly based on gradient-based optimization of expectations estimated by sampling. Handling discrete latent variables is then challenging because the sampling process is not differentiable. Continuous…

Machine Learning · Computer Science 2021-02-09 Tomasz Kuśmierczyk , Arto Klami

Reparameterization of variational auto-encoders with continuous random variables is an effective method for reducing the variance of their gradient estimates. In the discrete case, one can perform reparametrization using the Gumbel-Max…

Machine Learning · Computer Science 2019-12-10 Guy Lorberbom , Andreea Gane , Tommi Jaakkola , Tamir Hazan

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 Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…

Machine Learning · Computer Science 2024-06-05 Hedda Cohen Indelman , Tamir Hazan

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

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

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

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 Gumbel-Softmax is a continuous distribution over the simplex that is often used as a relaxation of discrete distributions. Because it can be readily interpreted and easily reparameterized, it enjoys widespread use. We propose a modular…

Machine Learning · Statistics 2022-08-30 Andres Potapczynski , Gabriel Loaiza-Ganem , John P. Cunningham

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

Gradient estimation in models with discrete latent variables is a challenging problem, because the simplest unbiased estimators tend to have high variance. To counteract this, modern estimators either introduce bias, rely on multiple…

Machine Learning · Statistics 2020-10-13 Max B. Paulus , Chris J. Maddison , Andreas Krause

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

Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…

Machine Learning · Computer Science 2020-12-29 Gonçalo M. Correia , Vlad Niculae , Wilker Aziz , André F. T. Martins

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

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

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
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