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title:(Optimal AND Variance AND Control AND of AND the AND Score AND Function AND Gradient AND Estimator AND for AND Importance AND Weighted AND Bounds)

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1 Preprint article

Optimal Variance Control of the Score Function Gradient Estimator for Importance Weighted Bounds

This paper introduces novel results for the score function gradient estimator of the importance weighted variational bound (IWAE). We prove that in the limit of large $K$ (number of importance samples) one can choose the control variate such that the Signal-to-Noise ratio (SNR) of the estimator

Year: 2020

Language: Undetermined

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2 Conference paper

Optimal Variance Control of the Score Function Gradient Estimator for Importance Weighted Bounds

This paper introduces novel results for the score function gradient estimator of the importance weighted variational bound (IWAE). We prove that in the limit of large K (number of importance samples) one can choose the control variate such that the Signal-to-Noise ratio (SNR) of the estimator grows

Year: 2020

Language: English

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