Revisiting Reweighted Wake-Sleep

Tuan Anh Le, Adam R. Kosiorek, N. Siddharth, Yee Whye Teh, Frank Wood

Abstract: Discrete latent-variable models, while applicable in a variety of settings, can often be difficult to learn. Sampling discrete latent variables can result in high-variance gradient estimators for two primary reasons: 1) branching on the samples within the model, and 2) the lack of a pathwise derivative for the samples. While current state-of-the-art methods employ control-variate schemes for the former and continuous-relaxation methods for the latter, their utility is limited by the complexities of implementing and training effective control-variate schemes and the necessity of evaluating (potentially exponentially) many branch paths in the model. Here, we revisit the Reweighted Wake Sleep (RWS; Bornschein and Bengio, 2015) algorithm, and through extensive evaluations, show that it circumvents both these issues, outperforming current state-of-the-art methods in learning discrete latent-variable models. Moreover, we observe that, unlike the Importance-weighted Autoencoder, RWS learns better models and inference networks with increasing numbers of particles, and that its benefits extend to continuous latent-variable models as well. Our results suggest that RWS is a competitive, often preferable, alternative for learning deep generative models.

Keywords: variational inference, approximate inference, generative models, gradient estimators

TL;DR: Empirical analysis and explanation of particle-based gradient estimators for approximate inference with deep generative models.