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Monte Carlo Gradient Estimation in Machine Learning


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, 1073 likes

Shimon Whiteson: I highly recommend this excellent survey paper on gradient estimation.

1 replies, 212 likes

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

Statistics Papers: Monte Carlo Gradient Estimation in Machine Learning.

0 replies, 124 likes

Shakir Mohamed: Following the outpouring of support for #JMLR🤩, excited to see our paper on Monte Carlo Gradient Estimation on the JMLR site 🥳 Still lots to learn in this space and grateful for all the ongoing recommendations and feedback from everyone. 🐝

1 replies, 109 likes

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

Mihaela Rosca: The code reproducing the experiments is this paper is now available at:

0 replies, 77 likes

Mathias Niepert: Monte-Carlo gradient estimation article has been super enlightening and fun to read. After studying it we improved section on gradient estimation of our ICML paper on jointly learning graph structures and GNNs. @shakir_za @MihaelaCRosca @AndriyMnih

6 replies, 62 likes

Mihaela Rosca: I really enjoyed working on this review paper with my amazing co workers! So much to learn!

1 replies, 59 likes

Adji Bousso Dieng: @yoavgo Some of my favorite review papers (recent): MC gradient estimation in ML by @shakir_za et al. Normalizing flows by @gpapamak et al. Variational inference (pre-amortization) by Blei et al. (@blei_lab)

2 replies, 54 likes

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

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

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

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

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

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

Sourav Mishra: “One paper to review them all” Very exhaustive survey of Gradient Estimation!

0 replies, 13 likes

Jiaxin Shi: Cool survey of Monte Carlo gradient estimation. Also thanks for including our log density gradient estimators! @shakir_za

0 replies, 12 likes

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

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

Matias Quiroz: This goes to the top of my to-read-list!

1 replies, 5 likes

Colin Carroll: Love when papers come with threads like this, especially the photo-tour of highlights!

0 replies, 4 likes

Thanos Papaoikonomou: "Monte Carlo Gradient Estimation in Machine Learning" by @shakir_za @elaClaudia @mfigurnov @AndriyMnih

0 replies, 4 likes

Thanos Papaoikonomou: @DeepMind That's great work! I love the fact that it includes stochastic gradient estimators based on . Thanks for releasing these awesome tools :)

0 replies, 4 likes

Rory Quinn: A survey of methods for Monte Carlo gradient estimation #machinelearning

0 replies, 1 likes


Found on Jun 26 2019 at

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