A Review of the Gumbel-max Trick and its Extensions for Discrete Stochasticity in Machine Learning

The Gumbel-max trick is a method to draw a sample from a categorical distribution, given by its unnormalized (log-)probabilities. Over the past years, the machine learning community has proposed several extensions of this trick to facilitate, e.g., drawing multiple samples, sampling from structured...

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Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence 2023-02, Vol.45 (2), p.1353-1371
Hauptverfasser: Huijben, Iris A. M., Kool, Wouter, Paulus, Max B., van Sloun, Ruud J. G.
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container_title IEEE transactions on pattern analysis and machine intelligence
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Kool, Wouter
Paulus, Max B.
van Sloun, Ruud J. G.
description The Gumbel-max trick is a method to draw a sample from a categorical distribution, given by its unnormalized (log-)probabilities. Over the past years, the machine learning community has proposed several extensions of this trick to facilitate, e.g., drawing multiple samples, sampling from structured domains, or gradient estimation for error backpropagation in neural network optimization. The goal of this survey article is to present background about the Gumbel-max trick, and to provide a structured overview of its extensions to ease algorithm selection. Moreover, it presents a comprehensive outline of (machine learning) literature in which Gumbel-based algorithms have been leveraged, reviews commonly-made design choices, and sketches a future perspective.
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subjects Algorithms
Back propagation
Back propagation networks
categorical distribution
Computational modeling
Data models
Deep learning
gradient estimation
Gumbel-max trick
gumbel-softmax
Laplace equations
Machine learning
Neural networks
Optimization
Random variables
sampling
Sketches
Stochastic processes
structured models
title A Review of the Gumbel-max Trick and its Extensions for Discrete Stochasticity in Machine Learning
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