Ayman Boustati

VarGrad: A Low-Variance Gradient Estimator for Variational Inference

2020 · Refubium (Universitätsbibliothek der Freien Universität Berlin)

We analyse the properties of an unbiased gradient estimator of the evidence lower bound (ELBO) for variational inference, based on the score function method with leave-one-out control variates. We show that this gradient estimator can …