Gradient Estimation Using Stochastic Computation Graphs
, , , and .
(2015)cite arxiv:1506.05254Comment: Advances in Neural Information Processing Systems 28 (NIPS 2015).

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external world. Estimating the gradient of this loss function, using samples, lies at the core of gradient-based learning algorithms for these problems. We introduce the formalism of stochastic computation graphs---directed acyclic graphs that include both deterministic functions and conditional probability distributions---and describe how to easily and automatically derive an unbiased estimator of the loss function's gradient. The resulting algorithm for computing the gradient estimator is a simple modification of the standard backpropagation algorithm. The generic scheme we propose unifies estimators derived in variety of prior work, along with variance-reduction techniques therein. It could assist researchers in developing intricate models involving a combination of stochastic and deterministic operations, enabling, for example, attention, memory, and control actions.
  • @kirk86
  • @dblp
This publication has not been reviewed yet.

rating distribution
average user rating0.0 out of 5.0 based on 0 reviews
    Please log in to take part in the discussion (add own reviews or comments).