相关论文: Double Control Variates for Gradient Estimation in…

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Control variates are variance reduction tools for Monte Carlo estimators. They can provide significant variance reduction, but usually require a large number of samples, which can be prohibitive when sampling or evaluating the integrand is…

Approximate inference in complex probabilistic models such as deep Gaussian processes requires the optimisation of doubly stochastic objective functions. These objectives incorporate randomness both from mini-batch subsampling of the data…

Gradient-based optimization is the foundation of deep learning and reinforcement learning. Even when the mechanism being optimized is unknown or not differentiable, optimization using high-variance or biased gradient estimates is still…

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

After deep generative models were successfully applied to image generation tasks, learning disentangled latent variables of data has become a crucial part of deep generative model research. Many models have been proposed to learn an…

Building upon recent developments of force-based estimators with a reduced variance for the computation of densities, radial distribution functions or local transport properties from molecular simulations, we show that the variance can be…

Training deep generative models like Variational Autoencoders (VAEs) requires propagating gradients through stochastic latent variables, which introduces estimation variance that can slow convergence and degrade performance. In this paper,…

Combining model-based and model-free learning systems has been shown to improve the sample efficiency of learning to perform complex robotic tasks. However, dual-system approaches fail to consider the reliability of the learned model when…

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…

We propose a simple and general variant of the standard reparameterized gradient estimator for the variational evidence lower bound. Specifically, we remove a part of the total derivative with respect to the variational parameters that…

Fine-tuning pretrained models has become a standard approach to adapting pretrained knowledge to improve the accuracy on new sparse, imbalance datasets. However, issues arise when optimization falls into a collapsed state, where the model…

To address the challenge of backpropagating the gradient through categorical variables, we propose the augment-REINFORCE-swap-merge (ARSM) gradient estimator that is unbiased and has low variance. ARSM first uses variable augmentation,…

Both classification and regression tasks are susceptible to the biased distribution of training data. However, existing approaches are focused on the class-imbalanced learning and cannot be applied to the problems of numerical regression…

The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value…

Variational autoencoders have been widely applied for natural language generation, however, there are two long-standing problems: information under-representation and posterior collapse. The former arises from the fact that only the last…

We introduce an improved variational autoencoder (VAE) for text modeling with topic information explicitly modeled as a Dirichlet latent variable. By providing the proposed model topic awareness, it is more superior at reconstructing input…

We consider a composite convex minimization problem associated with regularized empirical risk minimization, which often arises in machine learning. We propose two new stochastic gradient methods that are based on stochastic dual averaging…

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…