Emergent Mind

Categorical Reparameterization with Gumbel-Softmax

(1611.01144)
Published Nov 3, 2016 in stat.ML and cs.LG

Abstract

Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we present an efficient gradient estimator that replaces the non-differentiable sample from a categorical distribution with a differentiable sample from a novel Gumbel-Softmax distribution. This distribution has the essential property that it can be smoothly annealed into a categorical distribution. We show that our Gumbel-Softmax estimator outperforms state-of-the-art gradient estimators on structured output prediction and unsupervised generative modeling tasks with categorical latent variables, and enables large speedups on semi-supervised classification.

Gumbel-Softmax distribution connects discrete and continuous categorical variables via temperature adjustment.

Overview

  • Introduces the Gumbel-Softmax distribution as a novel method for efficiently training stochastic networks with discrete variables, enhancing both speed and accuracy across various tasks.

  • Explores the theoretical underpinnings of the Gumbel-Softmax distribution, emphasizing its ability to maintain differentiability for backpropagation through the Gumbel-Max trick.

  • Details the implementation of the Gumbel-Softmax Estimator, including the introduction of a temperature parameter and a straight-through estimator for balancing accuracy and gradient variance.

  • Validates the Gumbel-Softmax distribution's superior performance in experimental settings, proving its efficiency in structured output prediction, variational training of generative models, and semi-supervised classification.

Categorical Reparameterization with Gumbel-Softmax

Introduction to Gumbel-Softmax

In addressing the challenge of efficiently training stochastic networks with discrete variables, this paper introduces the Gumbel-Softmax distribution, a novel approach enabling the backpropagation through non-differentiable samples by replacing them with differentiable ones from the Gumbel-Softmax distribution. This technique promises enhancements in both speed and accuracy over existing methods for structured output prediction, unsupervised generative modeling, and semi-supervised classification tasks involving categorical latent variables.

Theoretical Underpinnings

The paper explores in detail the properties and theoretical formulation of the Gumbel-Softmax distribution. Central to this is the Gumbel-Max trick, which facilitates drawing samples from a categorical distribution through the reparameterization capability provided by the Gumbel-Softmax. The essence of this approach is to maintain the differentiability of samples with respect to distribution parameters, thereby enabling the application of backpropagation in scenarios traditionally hindered by non-differentiability.

Implementation Details

  • Gumbel-Softmax Estimator: Presented as a more effective gradient estimator, it allows for backpropagation by using a differentiable approximation of categorical samples. This method demonstrated superior performance compared to prior estimators.
  • Temperature Parameter: The model introduces a temperature parameter that controls the "sharpness" of samples from the distribution. Through annealing strategies, it is possible to gradually shift from a smoother distribution to a more discrete one, balancing the trade-off between accurate representation and gradient variance.
  • Straight-Through Estimator: For scenarios necessitating discrete samples, the paper introduces a variant of the Gumbel-Softmax estimator that employs a continuous relaxation during the backward pass but discretizes outputs in the forward pass, promoting efficiency in gradient computation.

Experimental Validation

The Gumbel-Softmax distribution is subjected to rigorous experimentation, demonstrating superior performance across various tasks:

  • It outperformed existing single-sample gradient estimators in both Bernoulli and categorical variables on structured output prediction and variational training of generative models.
  • When applied to semi-supervised classification, it allowed for efficient training without the need for expensive marginalization over unobserved categorical latent variables, validating its effectiveness and efficiency.

Implications and Future Directions

The introduction of the Gumbel-Softmax distribution and its corresponding estimator positions this work as a cornerstone for future research in the domain of training stochastic neural networks with discrete variables. Not only does it open avenues for more efficient training of existing models, but it also lays the groundwork for exploring novel architectures and applications previously deemed impractical. Future research could explore the integration of the Gumbel-Softmax distribution in other frameworks and its potential in enhancing the training of complex, multi-modal networks involving discrete decision processes.

Concluding Remarks

This paper's findings underscore the pivotal role of reparameterization in advancing the capabilities of stochastic neural networks, particularly those employing discrete structures. By facilitating efficient gradient estimation and backpropagation through discrete variables, the Gumbel-Softmax distribution is poised to accelerate advancements in a wide array of AI disciplines, including generative modeling, reinforcement learning, and beyond.

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