Low Bias Gradient Estimates for Very Deep Boolean Stochastic NetworksDownload PDF

25 Sep 2019 (modified: 24 Dec 2019)ICLR 2020 Conference Blind SubmissionReaders: Everyone
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  • TL;DR: We present a low-bias estimator for Boolean stochastic variable models with many stochastic layers.
  • Abstract: Stochastic neural networks with discrete random variables are an important class of models for their expressivity and interpretability. Since direct differentiation and backpropagation is not possible, Monte Carlo gradient estimation techniques have been widely employed for training such models. Efficient stochastic gradient estimators, such Straight-Through and Gumbel-Softmax, work well for shallow models with one or two stochastic layers. Their performance, however, suffers with increasing model complexity. In this work we focus on stochastic networks with multiple layers of Boolean latent variables. To analyze such such networks, we employ the framework of harmonic analysis for Boolean functions. We use it to derive an analytic formulation for the source of bias in the biased Straight-Through estimator. Based on the analysis we propose \emph{FouST}, a simple gradient estimation algorithm that relies on three simple bias reduction steps. Extensive experiments show that FouST performs favorably compared to state-of-the-art biased estimators, while being much faster than unbiased ones. To the best of our knowledge FouST is the first gradient estimator to train up very deep stochastic neural networks, with up to 80 deterministic and 11 stochastic layers.
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