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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2457 · May 201919922001200920172026
48 results for reparameterization

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…

2016-10-07abs ↗pdf ↗

REP-GAN improves GANs by reparameterizing proposals for better sample quality and efficiency.

problem Poor sample efficiency in GANs due to independent proposal sampling.
method REParameterizing Markov chains into the latent space of the generator to create dependent proposals.
result Empirically shows significant improvement in sample efficiency and quality.

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…

2019-11-06abs ↗pdf ↗

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…

2018-05-22abs ↗pdf ↗

A new method for optimizing models with categorical variables using diffusion.

problem Optimizing models with categorical variables, especially in discrete distributions.
method Introducing ReDGE, a diffusion-based soft reparameterization method for categorical distributions.
result ReDGE consistently matches or outperforms existing gradient-based methods in experiments.

Two new estimators improve VAE training for hierarchical and prior parameters.

problem Efficient gradient estimation for VAEs with hierarchical and prior parameters.
method Developed two generalizations of Doubly-Reparameterized Gradient Estimators (DReGs) for VAEs.
result Improved training of conditional and hierarchical VAEs on image modeling tasks.

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…

2018-06-05abs ↗pdf ↗

Most of the recent successful applications of neural networks have been based on training with gradient descent updates. However, for some small networks, other mirror descent updates learn provably more efficiently when the target is sparse. We present a general framework for casting a mirror descent update as a gradi…

2020-02-24abs ↗pdf ↗

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…

2018-09-27abs ↗pdf ↗

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…

2016-11-04abs ↗pdf ↗

A new method for stochastic optimal control improves accuracy over existing techniques.

problem Improving the accuracy of stochastic optimal control for noisy systems.
method Stochastic Optimal Control Matching (SOCM) using Iterative Diffusion Optimization (IDO) with path-wise reparameterization trick.
result SOCM achieves lower error than existing techniques for three out of four control problems, sometimes by an order of magnitude.

New measure of maximal entropy found for a class of geometrically finite groups.

problem Finding a measure of maximal entropy for relatively Anosov groups.
method Constructing reparameterizations and using exponential expansion along unstable foliations.
result The Bowen-Margulis-Sullivan measure is finite and unique for relatively Anosov groups.

The paper addresses the invariance issue in Bayesian neural networks using linearized Laplace approximation.

problem Bayesian neural networks fail to maintain invariance under reparameterization, leading to different posterior densities for identical functions.
method Developed a geometric view of reparameterizations and a Riemannian diffusion process to extend reparameterization invariance to neural network predictive.
result Empirically improved posterior fit through approximate posterior sampling.

Paper presents a reparameterized DP-DLGMM for clustering.

problem Non-parametric DP priors in DLGMM are hard to couple with variational inference.
method Closed-form updates for DP-DLGMM's variational posterior.
result Model generates realistic samples and performs competitively in semi-supervised settings.

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…

2017-12-01abs ↗pdf ↗

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…

2015-06-08abs ↗pdf ↗

This research simplifies verification of machine learning systems using reparameterization.

problem Reduce or eliminate serious bugs in machine learning systems.
method Use proof assistants to construct machine-checked proofs of correctness, leveraging reparameterization to handle probabilistic claims.
result Demonstrates broad applicability of reparameterization to verify different types of machine learning systems.

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…

2018-06-01abs ↗pdf ↗

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…

2017-10-21abs ↗pdf ↗

We stabilize the Kumaraswamy distribution for efficient sampling and differentiation.

problem Numerical instabilities in the Kumaraswamy distribution's inverse CDF and log-pdf.
method Identified and resolved numerical issues, introduced a stabilized KS distribution.
result Stabilized Kumaraswamy distribution supports 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…

2017-05-22abs ↗pdf ↗

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…

2019-12-19abs ↗pdf ↗

Paper tackles performative prediction without convexity assumptions.

problem Performative prediction where data distribution changes with model deployment.
method Reparameterization framework to transform non-convex objective into convex one.
result Provably sublinear regret guarantees for learnable model.

EXPO framework eliminates need for reward model, achieving better optimization.

problem Optimizing large language model responses without a separate reward model.
method Introduces EXPO framework that avoids reparameterization, directly optimizing preferences.
result Demonstrates better regularization and intuitive interpolation behaviors.

New method for analyzing learning dynamics in singular models.

problem Challenges in analyzing learning of singular models with no one-to-one parameter space.
method Relative reparameterization technique to extract regular sub-models.
result Demonstrated differences in convergence behavior due to algorithmic and intrinsic aspects.

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]…

2015-07-23abs ↗pdf ↗

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…

2019-03-07abs ↗pdf ↗

New gradient estimators for discrete variables improve model training.

problem Training models with discrete latent variables is challenging due to high gradient variance.
method Introduced novel gradient estimators based on importance sampling and statistical couplings, extending to categorical variables.
result Proposed gradient estimators outperform previous methods in systematic experiments.

LEARN-SAM improves RL from sub-optimal demonstrations by localizing expert policies and selectively using demonstrations.

problem Improving RL from sub-optimal or sparse demonstrations.
method Local Ensemble and Reparameterization with Split and Merge of expert policies (LEARN-SAM).
result LEARN-SAM boosts learning speed and accuracy by selectively using demonstrations.

Structural optimization is a popular method for designing objects such as bridge trusses, airplane wings, and optical devices. Unfortunately, the quality of solutions depends heavily on how the problem is parameterized. In this paper, we propose using the implicit bias over functions induced by neural networks to impro…

2019-09-10abs ↗pdf ↗

A novel method for feature selection using a reparameterized logitNormal distribution.

problem Feature selection for reconstruction in high-dimensional data.
method Introducing a reparameterization of the logitNormal distribution to address differentiability and covariance issues.
result The method provides an effective exploration scheme and efficient feature selection for reconstruction.

Bayesian optimization tackles expensive discrete and mixed parameter spaces.

problem Optimizing expensive functions with discrete and mixed parameters.
method Probabilistic reparameterization to maximize expectation of AF over continuous parameters.
result Our approach provably converges to a maximizer of the AF and enjoys the same regret bounds as standard BO.

We propose a novel continual learning method called Residual Continual Learning (ResCL). Our method can prevent the catastrophic forgetting phenomenon in sequential learning of multiple tasks, without any source task information except the original network. ResCL reparameterizes network parameters by linearly combining…

2020-02-17abs ↗pdf ↗

Improved inference for models with continuous latent variables.

problem Inference accuracy with traditional variational methods is limited.
method Reparameterized Variational Rejection Sampling (RVRS) using a proposal distribution with a reparameterized gradient estimator.
result RVRS offers a better trade-off between computational cost and inference fidelity.