The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables

WHY?

Reparameterization trick is a useful technique for estimating gradient for loss function with stochastic variables. While score function extimators suffer from great variance, RT enable the gradient to be estimated with pathwise derivatives. Even though reparameterization trick can be applied to various kinds of random variables enabling backpropagation, it has not been applicable to discrete random variables.

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