Abstract:Gradient estimation is often necessary for fitting generative models with discrete latent variables, in contexts such as reinforcement learning and variational autoencoder (VAE) training. The DisARM estimator achieves state of the art gradient variance for Bernoulli latent variable models in many contexts. However, DisARM and other estimators have potentially exploding variance near the boundary of the parameter space, where solutions tend to lie. To ameliorate this issue, we propose a new gradient estimator b… Show more
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