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Oct, 2020
VarGrad: 变分推断的低方差梯度估计器
VarGrad: A Low-Variance Gradient Estimator for Variational Inference
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Lorenz Richter, Ayman Boustati, Nikolas Nüsken, Francisco J. R. Ruiz, Ömer Deniz Akyildiz
TL;DR
本文提出了一种基于 VarGrad 的无偏梯度估计方法，在概率变分推断中应用较广，并证明其比分数函数方法具有更低的方差和更优秀的计算性能。
Abstract
We analyse the properties of an unbiased
gradient estimator
of the ELBO for
variational inference
, based on the score function method with
leave-
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