Reparameterizable Subset Sampling via Continuous Relaxations
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Abstract (arXiv)
Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with respect to the parameters of the underlying distribution. However, stochastic optimization involving subset sampling is typically not reparameterizable. To overcome this limitation, we define a continuous relaxation of subset sampling that provides reparameterization gradients by generalizing the Gumbel-max trick. We use this approach to sample subsets of features in an instance-wise feature selection task for model interpretability, subsets of neighbors to implement a deep stochastic k-nearest neighbors model, and sub-sequences of neighbors to implement parametric t-SNE by directly comparing the identities of local neighbors. We improve performance in all these tasks by incorporating subset sampling in end-to-end training.
Key facts. Cited by 69 papers in the map (data through 7 Oct 2026). First posted on arXiv 29 Jan 2019.
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Citing papers per year: 2021: 10; 2022: 12; 2023: 16; 2024: 8; 2025: 12; 2026: 11.
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- 2026GraIP: A Benchmarking Framework For Neural Graph Inverse Problems26 Jan 2026
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