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Wouter Kool

3 accepted papers

2020

Estimating Gradients for Discrete Random Variables by Sampling without Replacement

ICLR 2020spotlight

We derive an unbiased estimator for expectations over discrete random variables based on sampling without replacement, which reduces variance as it avoids duplicate samples. We show that our estimator can be derived as the Rao-Blackwellization of three different estimators. Combining our estimator w…

Cited by 60SourcecodeScholar
2019

Stochastic Beams and Where To Find Them: The Gumbel-Top-k Trick for Sampling Sequences Without Replacement

ICML 2019oral

The well-known Gumbel-Max trick for sampling from a categorical distribution can be extended to sample $k$ elements without replacement. We show how to implicitly apply this ’Gumbel-Top-$k$’ trick on a factorized distribution over sequences, allowing to draw exact samples without replacement using a…