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ARSM: Augment-REINFORCE-Swap-Merge Estimator for Gradient Backpropagation Through Categorical Variables

ICML 2019 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Gradient estimation for discrete variables · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ARSM instead of REINFORCESingle categorical hidden-layer VAE · Binarized MNIST, trainingnegative ELBO (nats): 127.0 vs 82.0Helped
Use ARSM instead of ST Gumbel-SoftmaxSingle categorical hidden-layer VAE · Binarized MNIST, testingnegative ELBO (nats): 96.4 vs 86.7Helped
Use ARSM instead of Gumbel-SoftmaxStochastic categorical network · MNIST conditional density estimation, testnegative log-likelihood: 59.7 vs 58.3 ± 0.2Helped
Add the merge step to ARS (ablation)Categorical VAE · Binarized MNIST, trainingnegative ELBO (nats): 97.4 -> 82.0Helped
Add swapping and merging to AR (ablation)Categorical VAE · Binarized MNIST, trainingnegative ELBO (nats): 133.6 -> 82.0Helped
Add a second categorical hidden layer (ablation)ARSM categorical VAE · Binarized MNIST, trainingnegative ELBO (nats): 82.0 -> 78.3Helped
Add a second categorical hidden layer (ablation)ARSM categorical VAE · Binarized MNIST, testingnegative ELBO (nats): 86.7 -> 89.5Hurt
Use ARSM policy gradients with pseudo-action rollouts instead of A2C or RELAXDiscrete-action policy optimization · Cart Pole, Acrobot, and Lunar Landermoving-average rewardHelped

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