Pathwise Derivatives Beyond the Reparameterization Trick

ICML 2018 Martin JankowiakFritz Obermeyer

We observe that gradients computed via the reparameterization trick are in direct correspondence with solutions of the transport equation in the formalism of optimal transport. We use this perspective to compute (approximate) pathwise gradients for probability distributions not directly amenable to the reparameterization trick: Gamma, Beta, and Dirichlet... (read more)

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