REBAR: Low-variance, unbiased gradient estimates for discrete latent variable models
, , , , and .
(2017)cite arxiv:1703.07370Comment: NIPS 2017.

Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al. 2016, Maddison et al. 2016) has taken a different approach, introducing a continuous relaxation of discrete variables to produce low-variance, but biased, gradient estimates. In this work, we combine the two approaches through a novel control variate that produces low-variance, unbiased gradient estimates. Then, we introduce a modification to the continuous relaxation and show that the tightness of the relaxation can be adapted online, removing it as a hyperparameter. We show state-of-the-art variance reduction on several benchmark generative modeling tasks, generally leading to faster convergence to a better final log-likelihood.
  • @kirk86
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).