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Cold Analysis of Rao-Blackwellized Straight-Through Gumbel-Softmax Gradient Estimator

ICML 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Gradient estimation for discrete variables

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace GR-MC with its zero-temperature limit ZGR (average of ST and DARN)Gumbel-Rao estimator in nonlinear VAE · MNIST-B and Omniglot VAE trainingnegative ELBONo clear effect
Use ST alone instead of GR/ZGRnonlinear VAE · MNIST-B C2 V192 and C16 V48negative ELBO: ~17-24 nats worse than ZGRHurt
Use REINFORCE RF(M=4) instead of ZGRnonlinear VAE · MNIST-B C64 V32negative ELBO: 87.2 vs 81.9Hurt
Use ZGR instead of GS-ST variants for quantized networkquantized FMNIST network · W 2/A 2 test errortest error %: 8.2 vs GS-ST(t=1) 8.0 and ST 7.9No clear effect
Use ST alone (lowest variance) instead of ZGR in quantized networkquantized FMNIST network · W 2/A 2 test errortest error %: 7.9 vs 8.2No clear effect
Use REINFORCE RF(M=4) instead of ZGR in quantized networkquantized FMNIST network · W 2/A 2 test errortest error %: 22.4 vs 8.2Hurt
Use ZGR instead of GR-MC(t=0.1) for hierarchical VAEhierarchical VAE · MNIST-B C16 V48negative ELBO: 115.6 vs 117.8Helped
Interpolate ST and ZGR (alpha mix) instead of GR-MCnonlinear VAE · bias-variance tradeoff, C16 V16 epoch 10bias and varianceNo clear effect
Increase GR-MC MC samples from 10 to 100 at t=0.1 (ablation)Gumbel-Rao in nonlinear VAE · MNIST-B C16 V48negative ELBO: 81.0 to 80.5Helped

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