The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma without further approximations, and most practical applications of the reparameterizat…
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This research simplifies verification of machine learning systems using reparameterization.
Bayesian optimization tackles expensive discrete and mixed parameter spaces.
Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization trick is applicable when we can simulate a random variable by applying a differ…
New method improves imitation learning from expert observations.
Improves sampling from complex hierarchical models using HMC and automatic marginalization.
Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation, but fully Bayesian inference poses a severe challenge in this high-dimensional, di…
End-to-end approach for weak supervision improves downstream model performance.
Reparameterizes mirror descent as gradient descent for efficient sparse learning.
Recent studies have suggested that the cognitive process of the human brain is realized as probabilistic inference and can be further modeled by probabilistic graphical models like Markov random fields. Nevertheless, it remains unclear how probabilistic inference can be implemented by a network of spiking neurons in th…
REP-GAN improves GANs by reparameterizing proposals for better sample quality and efficiency.
Previously, the exploding gradient problem has been explained to be central in deep learning and model-based reinforcement learning, because it causes numerical issues and instability in optimization. Our experiments in model-based reinforcement learning imply that the problem is not just a numerical issue, but it may …
The reparameterization trick has become one of the most useful tools in the field of variational inference. However, the reparameterization trick is based on the standardization transformation which restricts the scope of application of this method to distributions that have tractable inverse cumulative distribution fu…
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 applicable to a number of important continuous distributions. We introduce an a…
A new method for optimizing models with categorical variables using diffusion.
Two new estimators improve VAE training for hierarchical and prior parameters.
We observe that gradients computed via the reparameterization trick are in direct correspondence with solutions of the transport equation in the formalism of optimal transport. We use this perspective to compute (approximate) pathwise gradients for probability distributions not directly amenable to the reparameterizati…
We propose a general modeling and inference framework that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our model family augments graphical structure in latent variables with neural network observation models. For inference, we extend variational autoencode…
Novel simplex-valued distribution improves on existing models.
The reparameterization trick is widely used in variational inference as it yields more accurate estimates of the gradient of the variational objective than alternative approaches such as the score function method. Although there is overwhelming empirical evidence in the literature showing its success, there is relative…
Low-variance gradient estimation is crucial for learning directed graphical models parameterized by neural networks, where the reparameterization trick is widely used for those with continuous variables. While this technique gives low-variance gradient estimates, it has not been directly applicable to discrete variable…
A new method for stochastic optimal control improves accuracy over existing techniques.
We present a theoretical framework of probabilistic learning derived by Maximum Probability (MP) Theorem shown in the current paper. In this probabilistic framework, a model is defined as an event in the probability space, and a model or the associated event -- either the true underlying model or the parameterized mode…
Geometric correspondence links flow metrics to reparameterizations.
New measure of maximal entropy found for a class of geometrically finite groups.
The paper addresses the invariance issue in Bayesian neural networks using linearized Laplace approximation.
Paper presents a reparameterized DP-DLGMM for clustering.
Generative adversarial networks (GANs) are an exciting alternative to algorithms for solving density estimation problems---using data to assess how likely samples are to be drawn from the same distribution. Instead of explicitly computing these probabilities, GANs learn a generator that can match the given probabilisti…
How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational inference and learning algorithm that scales to large datasets and, under some mild dif…
The performance of deep neural networks is often attributed to their automated, task-related feature construction. It remains an open question, though, why this leads to solutions with good generalization, even in cases where the number of parameters is larger than the number of samples. Back in the 90s, Hochreiter and…
Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search process. Maximizing acquisition functions yields the best performance; unfortunately, t…
Conventional prior for Variational Auto-Encoder (VAE) is a Gaussian distribution. Recent works demonstrated that choice of prior distribution affects learning capacity of VAE models. We propose a general technique (embedding-reparameterization procedure, or ER) for introducing arbitrary manifold-valued variables in VAE…
The reparameterization trick enables optimizing large scale stochastic computation graphs via gradient descent. The essence of the trick is to refactor each stochastic node into a differentiable function of its parameters and a random variable with fixed distribution. After refactoring, the gradients of the loss propag…
We investigate a local reparameterizaton technique for greatly reducing the variance of stochastic gradients for variational Bayesian inference (SGVB) of a posterior over model parameters, while retaining parallelizability. This local reparameterization translates uncertainty about global parameters into local noise th…
We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the gradient of a variational objective. We tackle the challenge by generalizing the repa…
STR reparameterizes DNN weights with soft thresholds for better sparsity and accuracy.
Recent breakthroughs in computer vision make use of large deep neural networks, utilizing the substantial speedup offered by GPUs. For applications running on limited hardware, however, high precision real-time processing can still be a challenge. One approach to solving this problem is training networks with binary or…
We stabilize the Kumaraswamy distribution for efficient sampling and differentiation.
Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimator…
New method enhances model fine-tuning with minimal data.
The Gumbel-Softmax is a continuous distribution over the simplex that is often used as a relaxation of discrete distributions. Because it can be readily interpreted and easily reparameterized, it enjoys widespread use. We propose a modular and more flexible family of reparameterizable distributions where Gaussian noise…
Unified view of LR and RP gradients explained via divergence theorem.
Federated Learning with L0 constraint improves sparsity and performance.
Paper tackles performative prediction without convexity assumptions.
EXPO framework eliminates need for reward model, achieving better optimization.
New method for analyzing learning dynamics in singular models.
This paper focuses on the study of open curves in a manifold M, and proposes a reparameterization invariant metric on the space of such paths. We use the square root velocity function (SRVF) introduced by Srivastava et al. in [11] to define a reparameterization invariant metric on the space of immersions M' = Imm([0,1]…
Reparameterizable densities are an important way to learn probability distributions in a deep learning setting. For many distributions it is possible to create low-variance gradient estimators by utilizing a `reparameterization trick'. Due to the absence of a general reparameterization trick, much research has recently…