ترغب بنشر مسار تعليمي؟ اضغط هنا

Straight-Through Estimator as Projected Wasserstein Gradient Flow

161   0   0.0 ( 0 )
 نشر من قبل Pengyu Cheng
 تاريخ النشر 2019
والبحث باللغة English




اسأل ChatGPT حول البحث

The Straight-Through (ST) estimator is a widely used technique for back-propagating gradients through discrete random variables. However, this effective method lacks theoretical justification. In this paper, we show that ST can be interpreted as the simulation of the projected Wasserstein gradient flow (pWGF). Based on this understanding, a theoretical foundation is established to justify the convergence properties of ST. Further, another pWGF estimator variant is proposed, which exhibits superior performance on distributions with infinite support,e.g., Poisson distributions. Empirically, we show that ST and our proposed estimator, while applied to different types of discrete structures (including both Bernoulli and Poisson latent variables), exhibit comparable or even better performances relative to other state-of-the-art methods. Our results uncover the origin of the widespread adoption of the ST estimator and represent a helpful step towards exploring alternative gradient estimators for discrete variables.

قيم البحث

اقرأ أيضاً

A rapidly growing area of work has studied the existence of adversarial examples, datapoints which have been perturbed to fool a classifier, but the vast majority of these works have focused primarily on threat models defined by $ell_p$ norm-bounded perturbations. In this paper, we propose a new threat model for adversarial attacks based on the Wasserstein distance. In the image classification setting, such distances measure the cost of moving pixel mass, which naturally cover standard image manipulations such as scaling, rotation, translation, and distortion (and can potentially be applied to other settings as well). To generate Wasserstein adversarial examples, we develop a procedure for projecting onto the Wasserstein ball, based upon a modified version of the Sinkhorn iteration. The resulting algorithm can successfully attack image classification models, bringing traditional CIFAR10 models down to 3% accuracy within a Wasserstein ball with radius 0.1 (i.e., moving 10% of the image mass 1 pixel), and we demonstrate that PGD-based adversarial training can improve this adversarial accuracy to 76%. In total, this work opens up a new direction of study in adversarial robustness, more formally considering convex metrics that accurately capture the invariances that we typically believe should exist in classifiers. Code for all experiments in the paper is available at https://github.com/locuslab/projected_sinkhorn.
Training activation quantized neural networks involves minimizing a piecewise constant function whose gradient vanishes almost everywhere, which is undesirable for the standard back-propagation or chain rule. An empirical way around this issue is to use a straight-through estimator (STE) (Bengio et al., 2013) in the backward pass only, so that the gradient through the modified chain rule becomes non-trivial. Since this unusual gradient is certainly not the gradient of loss function, the following question arises: why searching in its negative direction minimizes the training loss? In this paper, we provide the theoretical justification of the concept of STE by answering this question. We consider the problem of learning a two-linear-layer network with binarized ReLU activation and Gaussian input data. We shall refer to the unusual gradient given by the STE-modifed chain rule as coarse gradient. The choice of STE is not unique. We prove that if the STE is properly chosen, the expected coarse gradient correlates positively with the population gradient (not available for the training), and its negation is a descent direction for minimizing the population loss. We further show the associated coarse gradient descent algorithm converges to a critical point of the population loss minimization problem. Moreover, we show that a poor choice of STE leads to instability of the training algorithm near certain local minima, which is verified with CIFAR-10 experiments.
Estimating the gradients of stochastic nodes is one of the crucial research questions in the deep generative modeling community, which enables the gradient descent optimization on neural network parameters. This estimation problem becomes further com plex when we regard the stochastic nodes to be discrete because pathwise derivative techniques cannot be applied. Hence, the stochastic gradient estimation of discrete distributions requires either a score function method or continuous relaxation of the discrete random variables. This paper proposes a general version of the Gumbel-Softmax estimator with continuous relaxation, and this estimator is able to relax the discreteness of probability distributions including more diverse types, other than categorical and Bernoulli. In detail, we utilize the truncation of discrete random variables and the Gumbel-Softmax trick with a linear transformation for the relaxed reparameterization. The proposed approach enables the relaxed discrete random variable to be reparameterized and to backpropagated through a large scale stochastic computational graph. Our experiments consist of (1) synthetic data analyses, which show the efficacy of our methods; and (2) applications on VAE and topic model, which demonstrate the value of the proposed estimation in practices.
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over entropy fu nctionals in Wasserstein space. This equivalence, introduced by Jordan, Kinderlehrer and Otto, inspired the so-called JKO scheme to approximate these diffusion processes via an implicit discretization of the gradient flow in Wasserstein space. Solving the optimization problem associated to each JKO step, however, presents serious computational challenges. We introduce a scalable method to approximate Wasserstein gradient flows, targeted to machine learning applications. Our approach relies on input-convex neural networks (ICNNs) to discretize the JKO steps, which can be optimized by stochastic gradient descent. Unlike previous work, our method does not require domain discretization or particle simulation. As a result, we can sample from the measure at each time step of the diffusion and compute its probability density. We demonstrate our algorithms performance by computing diffusions following the Fokker-Planck equation and apply it to unnormalized density sampling as well as nonlinear filtering.
The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying geometry between outcomes. The value of being sensitive to this geometry has been demonstrated, among others, in ordinal regression and generative modelling. In this paper we describe three natural properties of probability divergences that reflect requirements from machine learning: sum invariance, scale sensitivity, and unbiased sample gradients. The Wasserstein metric possesses the first two properties but, unlike the Kullback-Leibler divergence, does not possess the third. We provide empirical evidence suggesting that this is a serious issue in practice. Leveraging insights from probabilistic forecasting we propose an alternative to the Wasserstein metric, the Cramer distance. We show that the Cramer distance possesses all three desired properties, combining the best of the Wasserstein and Kullback-Leibler divergences. To illustrate the relevance of the Cramer distance in practice we design a new algorithm, the Cramer Generative Adversarial Network (GAN), and show that it performs significantly better than the related Wasserstein GAN.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا