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Direct Optimization through $arg max$ for Discrete Variational Auto-Encoder

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 نشر من قبل Guy Lorberbom
 تاريخ النشر 2018
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Reparameterization of variational auto-encoders with continuous random variables is an effective method for reducing the variance of their gradient estimates. In the discrete case, one can perform reparametrization using the Gumbel-Max trick, but the resulting objective relies on an $arg max$ operation and is non-differentiable. In contrast to previous works which resort to softmax-based relaxations, we propose to optimize it directly by applying the direct loss minimization approach. Our proposal extends naturally to structured discrete latent variable models when evaluating the $arg max$ operation is tractable. We demonstrate empirically the effectiveness of the direct loss minimization technique in variational autoencoders with both unstructured and structured discrete latent variables.

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