REBAR: Low-variance, unbiased gradient estimates for discrete latent variable models
This addresses a key bottleneck in training generative models with discrete variables, offering an incremental improvement over existing methods.
The paper tackles the problem of high variance gradient estimators in discrete latent variable models by introducing a novel control variate that produces low-variance, unbiased gradient estimates, and shows state-of-the-art variance reduction leading to faster convergence and better final log-likelihood on benchmark tasks.
Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al. 2016, Maddison et al. 2016) has taken a different approach, introducing a continuous relaxation of discrete variables to produce low-variance, but biased, gradient estimates. In this work, we combine the two approaches through a novel control variate that produces low-variance, \emph{unbiased} gradient estimates. Then, we introduce a modification to the continuous relaxation and show that the tightness of the relaxation can be adapted online, removing it as a hyperparameter. We show state-of-the-art variance reduction on several benchmark generative modeling tasks, generally leading to faster convergence to a better final log-likelihood.