Rao-Blackwellized Stochastic Gradients for Discrete Distributions

Runjing Liu, Jeffrey Regier, Nilesh Tripuraneni, Michael I. Jordan, Jon D. McAuliffe

Abstract: We wish to compute the gradient of an expectation over a finite or countably infinite sample space having K $\leq$ $\infty$ categories. When K is indeed infinite, or finite but very large, the rele...