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Monte Carlo Gradient Estimation in Machine Learning


Jun 26 2019 Shakir Mohamed

Exited to share our new paper: 'Monte Carlo Gradient Estimation in Machine Learning', with @elaClaudia @mfigurnov @AndriyMnih. It reviews of all the things we know about computing gradients of probabilistic functions. 🐾Thread👇🏾
11 replies, 1063 likes

Jul 19 2019 Shimon Whiteson

I highly recommend this excellent survey paper on gradient estimation.
1 replies, 212 likes

Jul 06 2019 Been Kim

Gradients are important for interpretability! This is a very accessible, high quality review/tutorial on how to estimate them, with code!
1 replies, 206 likes

Jun 26 2019 Statistics Papers

Monte Carlo Gradient Estimation in Machine Learning.
0 replies, 124 likes

Jun 26 2019 Joey Bose

Wow this is perhaps the best review of stochastic gradient estimators I've ever seen. Definitely, a must read for all people in doing VI, RL, and other cool ML stuff.
0 replies, 80 likes

Nov 22 2019 Mihaela Rosca

The code reproducing the experiments is this paper is now available at:
0 replies, 77 likes

Jun 26 2019 Mihaela Rosca

I really enjoyed working on this review paper with my amazing co workers! So much to learn!
1 replies, 59 likes

Jul 23 2019 Shakir Mohamed

After a short delay, the code in a notebook to reproduce the graphs in section 3 of our paper ( is online. More to be come soon. See thread above👆🏾. 👩🏾‍💻
0 replies, 52 likes

Nov 30 2019 Pietro Lesci

As the ML field is moving VERY quickly, review papers are a true need and great opportunity to learn and get new insights. Recommended!
0 replies, 34 likes

Jul 05 2019 Debasish (দেবাশিস্) Ghosh 🇮🇳

a wonderful survey of stochastic gradient estimators by @shakir_za and team Very neat derivations using simple probabilistic tricks and clear explanations. Summary in this twitter thread
0 replies, 34 likes

Jun 26 2019 ML Review

Monte Carlo Gradient Estimation in Machine Learning [59pp] By @shakir_za @elaClaudia @mfigurnov Survey of methods for Monte Carlo gradient estimation: the pathwise, score function, and measure-valued gradient estimators.
0 replies, 29 likes

Dec 30 2019 Shakir Mohamed

#WritingReflections✍️🏾: The paper I looked forward to most was our paper on Monte Carlo Gradient Estimation. Took 1 yr to write, with the aim to uplift our readers; to summarise 50yrs of broad research. Still prob the best paper i've written 🐾
1 replies, 24 likes

Mar 08 2020 Bo Chang

It is based on the great survey paper "Monte Carlo Gradient Estimation in Machine Learning" by @shakir_za, @MihaelaCRosca, @mfigurnov, and @AndriyMnih:
0 replies, 23 likes

Jul 19 2019 Sourav Mishra

“One paper to review them all” Very exhaustive survey of Gradient Estimation!
0 replies, 13 likes

Jun 27 2019 Jiaxin Shi

Cool survey of Monte Carlo gradient estimation. Also thanks for including our log density gradient estimators! @shakir_za
0 replies, 12 likes

Jan 01 2020 Jacky Liang

@zacharylipton @jachiam0 found this to be a very useful review/overview - "Monte Carlo Gradient Estimation in Machine Learning" by @shakir_za
0 replies, 11 likes

Jun 26 2019 Emtiyaz Khan

I thank @shakir_za and colleagues to write this wonderful paper about gradient estimators. Difficulty of estimating these is one of the main reasons behind the difficulties in many fields such as Bayesian inference, RL etc.
0 replies, 6 likes

Jun 26 2019 Matias Quiroz

This goes to the top of my to-read-list!
1 replies, 5 likes

Jun 27 2019 Colin Carroll

Love when papers come with threads like this, especially the photo-tour of highlights!
0 replies, 4 likes

Dec 10 2019 Thanos Papaoikonomou

"Monte Carlo Gradient Estimation in Machine Learning" by @shakir_za @elaClaudia @mfigurnov @AndriyMnih
0 replies, 4 likes

Jul 14 2019 Rory Quinn

A survey of methods for Monte Carlo gradient estimation #machinelearning
0 replies, 1 likes