Backpropagation through the Void: Optimizing control variates for black-box gradient estimationDownload PDF

15 Feb 2018 (modified: 10 Feb 2022)ICLR 2018 Conference Blind SubmissionReaders: Everyone
Abstract: Gradient-based optimization is the foundation of deep learning and reinforcement learning. Even when the mechanism being optimized is unknown or not differentiable, optimization using high-variance or biased gradient estimates is still often the best strategy. We introduce a general framework for learning low-variance, unbiased gradient estimators for black-box functions of random variables, based on gradients of a learned function. These estimators can be jointly trained with model parameters or policies, and are applicable in both discrete and continuous settings. We give unbiased, adaptive analogs of state-of-the-art reinforcement learning methods such as advantage actor-critic. We also demonstrate this framework for training discrete latent-variable models.
TL;DR: We present a general method for unbiased estimation of gradients of black-box functions of random variables. We apply this method to discrete variational inference and reinforcement learning.
Keywords: optimization, machine learning, variational inference, reinforcement learning, gradient estimation, deep learning, discrete optimization
Code: [![github](/images/github_icon.svg) duvenaud/relax]( + [![Papers with Code](/images/pwc_icon.svg) 6 community implementations](
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