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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…

机器学习 · 计算机科学 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 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…

机器学习 · 计算机科学 2023-02-13 Yuanming Zhang , Pinghui Wang , Yiyan Qi , Kuankuan Cheng , Junzhou Zhao , Guangjian Tian , Xiaohong Guan

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

统计计算 · 统计学 2020-02-04 Yiyan Qi , Pinghui Wang , Yuanming Zhang , Junzhou Zhao , Guangjian Tian , Xiaohong Guan

Sampling is a fundamental technique, and sampling without replacement is often desirable when duplicate samples are not beneficial. Within machine learning, sampling is useful for generating diverse outputs from a trained model. We present…

机器学习 · 计算机科学 2021-07-21 Kensen Shi , David Bieber , Charles Sutton

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…

机器学习 · 计算机科学 2021-03-02 Sang Michael Xie , Stefano Ermon

Decoding methods for large language models often trade-off between diversity of outputs and parallelism of computation. Methods such as beam search and Gumbel top-k sampling can guarantee a different output for each element of the beam, but…

计算与语言 · 计算机科学 2023-06-02 Luke Vilnis , Yury Zemlyanskiy , Patrick Murray , Alexandre Passos , Sumit Sanghai

Consider the fundamental problem of drawing a simple random sample of size k without replacement from [n] := {1, . . . , n}. Although a number of classical algorithms exist for this problem, we construct algorithms that are even simpler,…

数据结构与算法 · 计算机科学 2021-04-13 Daniel Ting

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

机器学习 · 计算机科学 2026-01-13 Joseph Rowan , Buu Phan , Ashish Khisti

Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…

最优化与控制 · 数学 2025-06-11 Marco Boresta , Alberto De Santis , Stefano Lucidi

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…

统计计算 · 统计学 2015-01-27 Chris J. Maddison , Daniel Tarlow , Tom Minka

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…

机器学习 · 统计学 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

Beam search is the default decoding strategy for many sequence generation tasks in NLP. The set of approximate K-best items returned by the algorithm is a useful summary of the distribution for many applications; however, the candidates…

计算与语言 · 计算机科学 2023-03-03 Clara Meister , Afra Amini , Tim Vieira , Ryan Cotterell

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…

机器学习 · 统计学 2021-03-02 Max B. Paulus , Dami Choi , Daniel Tarlow , Andreas Krause , Chris J. Maddison

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

数据结构与算法 · 计算机科学 2018-08-31 Ronald L. Rivest

Most computational models of dependency syntax consist of distributions over spanning trees. However, the majority of dependency treebanks require that every valid dependency tree has a single edge coming out of the ROOT node, a constraint…

计算与语言 · 计算机科学 2022-11-29 Miloš Stanojević

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

机器学习 · 计算机科学 2016-10-18 Ohad Shamir

We study the sample-based k-median clustering objective under a sequential setting without substitutions. In this setting, an i.i.d. sequence of examples is observed. An example can be selected as a center only immediately after it is…

机器学习 · 计算机科学 2021-05-25 Tom Hess , Sivan Sabato

Generative molecular design has moved from proof-of-concept to real-world applicability, as marked by the surge in very recent papers reporting experimental validation. Key challenges in explainability and sample efficiency present…

生物大分子 · 定量生物学 2024-03-05 Jeff Guo , Philippe Schwaller

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…

机器学习 · 统计学 2017-08-08 Eric Jang , Shixiang Gu , Ben Poole

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…

统计理论 · 数学 2009-09-04 Yonil Park , Sergey Sheetlin , John L. Spouge
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