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Title: Revisiting Reweighted Wake-Sleep

Paper content:
Discrete latent-variable models, while applicable in a variety of settings, can often be difficult to learn.
Sampling discrete latent variables can result in high-variance gradient estimators for two primary reasons:
1) branching on the samples within the model, and
2) the lack of a pathwise derivative for the samples.
While current state-of-the-art methods employ control-variate schemes for the former and continuous-relaxation methods for the latter, their utility is limited by the complexities of implementing and training effective control-variate schemes and the necessity of evaluating (potentially exponentially) many branch paths in the model.
Here, we revisit the Reweighted Wake Sleep (RWS; Bornschein and Bengio, 2015) algorithm, and through extensive evaluations, show that it circumvents both these issues, outperforming current state-of-the-art methods in learning discrete latent-variable models.
Moreover, we observe that, unlike the Importance-weighted Autoencoder, RWS learns better models and inference networks with increasing numbers of particles, and that its benefits extend to continuous latent-variable models as well.
Our results suggest that RWS is a competitive, often preferable, alternative for learning deep generative models.
Learning deep generative models with discrete latent variables opens up an avenue for solving a wide range of tasks including tracking and prediction BID28 , clustering BID31 , model structure learning BID0 , speech modeling BID16 , topic modeling BID1 , language modeling BID4 , and concept learning BID17 BID20 .
Furthermore, recent deep-learning approaches addressing counting BID6 , attention BID37 , adaptive computation time BID9 , and differentiable data structures BID9 BID11 , underscore the importance of models with conditional branching induced by discrete latent variables.Current state-of-the-art methods optimize the evidence lower bound (ELBO) based on the importance weighted autoencoder (IWAE) BID3 by using either reparameterization BID19 BID32 , continuous relaxations of the discrete latents BID15 or the REINFORCE method BID36 with control variates BID24 BID25 BID12 BID35 BID8 .Despite
the effective large-scale learning made possible by these methods, several challenges remain. First,
with increasing number of particles, the IWAE ELBO estimator adversely impacts inference-network quality, consequently impeding learning of the generative model . Second
, using continuous relaxations results in a biased gradient estimator, and in models with stochastic branching, forces evaluation of potentially exponential number of branching paths. For example
, a continuous relaxation of the cluster identity in a Gaussian mixture model (GMM) (Section 4.3) forces the evaluation of a weighted average of likelihood parameters over all clusters instead of selecting the parameters based on just one. Finally, while
control-variate methods may be employed to reduce variance, their practical efficacy can be somewhat limited as in some cases they involve designing and jointly optimizing a separate neural network which can be difficult to tune (Section 4.3).To address these
challenges, we revisit the reweighted wake-sleep (RWS) algorithm BID2 , comparing it extensively with state-of-the-art methods for learning discrete latent-variable models, and demonstrate its efficacy in learning better generative models and inference networks, and improving the variance of the gradient estimators, over a range of particle budgets.Going forward, we review the current state-of-the-art methods for learning deep generative models with discrete latent variables (Section 2), revisit RWS (Section 3), and present an extensive evaluation of these methods (Section 4) on (i) the Attend
, Infer
, Repeat (AIR) model BID6 to perceive and localise multiple MNIST digits, (ii) a continuous latent-variable
model on MNIST, and (iii) a pedagogical GMM example,
exposing a shortcoming of RWS that we fix using defensive importance sampling BID13 . Our experiments confirm that RWS
is a competitive, often preferable, alternative that unlike IWAE, learns better models and inference networks with increasing particle budgets.
Our experiments suggest that RWS learns both better generative models and inference networks in models that involve discrete latent variables, while performing just as well as state-of-the-art on continuous-variable models as well.
The AIR experiment (Section 4.1) shows that the trained inference networks are unusable when trained with high number of particles.
Moreover, the MNIST experiment (Section 4.2) suggests that RWS is competitive even on models with continuous latent variables, especially for high number of particles where IWAE ELBO starts suffering from worse inference networks.
The GMM experiment (Section 4.3) illustrates that this is at least at least in part due to a lower variance gradient estimator for the inference network and the fact that for RWSunlike the case of optimizing IWAE ELBO )-increasing number of particles actually improves the inference network.
In the low-particle regime, the GMM suffers from zeroforcing of the generative model and the inference network, which is ameliorated using defensive RWS.
Finally, all experiments show that, beyond a certain point, increasing the particle budget starts to affect the quality of the generative model for IWAE ELBO whereas this is not the case for RWS.
As a consequence of our findings, we recommend reconsidering using RWS for learning deep generative models, especially those containing discrete latent variables that induce branching.

assistant: text: Empirical analysis and explanation of particle-based gradient estimators for approximate inference with deep generative models.