Estimating Gradients for Discrete Random Variables by Sampling without Replacement
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Abstract (arXiv)
We derive an unbiased estimator for expectations over discrete random variables based on sampling without replacement, which reduces variance as it avoids duplicate samples. We show that our estimator can be derived as the Rao-Blackwellization of three different estimators. Combining our estimator with REINFORCE, we obtain a policy gradient estimator and we reduce its variance using a built-in control variate which is obtained without additional model evaluations. The resulting estimator is closely related to other gradient estimators. Experiments with a toy problem, a categorical Variational Auto-Encoder and a structured prediction problem show that our estimator is the only estimator that is consistently among the best estimators in both high and low entropy settings.
Key facts. Cited by 29 papers in the map (data through 7 Oct 2026). First posted on arXiv 14 Feb 2020.
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Citing papers per year: 2021: 8; 2022: 9; 2023: 3; 2024: 1; 2025: 4; 2026: 4.
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- 2021Implicit MLE: Backpropagating Through Discrete Exponential Family Distributionscited by 97
- 2021A Review of the Gumbel-max Trick and its Extensions for Discrete Stochasticity in Machine Learningcited by 82
- 2024Self-Improvement for Neural Combinatorial Optimization: Sample without Replacement, but Improvementcited by 32
- 2025KL-Regularized Reinforcement Learning is Designed to Mode Collapsecited by 29
- 2022Gradient Estimation with Discrete Stein Operatorscited by 22
- 2022Sparse Graph Learning from Spatiotemporal Time Seriescited by 22
- 2023Differentiable Sampling of Categorical Distributions Using the CatLog-Derivative Trickcited by 13
- 2022Adaptive Perturbation-Based Gradient Estimation for Discrete Latent Variable Modelscited by 12
- 2021Storchastic: A Framework for General Stochastic Automatic Differentiationcited by 11
- 2021Conditional Poisson Stochastic Beam Searchcited by 11
- 2021Coupled Gradient Estimators for Discrete Latent Variablescited by 9
- 2022Bayesian Nonparametrics for Offline Skill Discoverycited by 5
17 more
- 2022Learning Group Importance using the Differentiable Hypergeometric Distributioncited by 5
- 2022Calibrate and Debias Layer-wise Sampling for Graph Convolutional Networkscited by 5
- 2021CARMS: Categorical-Antithetic-REINFORCE Multi-Sample Gradient Estimatorcited by 4
- 2026Asymmetric Prompt Weighting for Reinforcement Learning with Verifiable Rewardscited by 3
- 2021Scaling Structured Inference with Randomizationcited by 2
- 2022Learning Discrete Structured Variational Auto-Encoder using Natural Evolution Strategiescited by 2
- 2022Unbiased and Efficient Sampling of Dependency Treescited by 2
- 2023Revisiting the Gumbel-Softmax in MADDPGcited by 2
- 2021An Efficient Combinatorial Optimization Model Using Learning-to-Rank Distillationcited by 1
- 2022On Many-Actions Policy Gradientcited by 1
- 2025Rao-Blackwellised Reparameterisation Gradientscited by 1
- 2025Replacing thinking with tool usage enables reasoning in small language modelscited by 1
- 2023DBsurf: A Discrepancy Based Method for Discrete Stochastic Gradient Estimationcited by 0
- 2025Beyond Softmax: A Natural Parameterization for Categorical Random Variablescited by 0
- 2026Scaling GraphLLM with Bilevel-Optimized Sparse Queryingcited by 0
- 2026Scoring Is Not Enough: Addressing Gaps in Utility-fairness Trade-offs for Rankingcited by 0
- 2026Rank-Conditioned Sample Reuse for the Plackett--Luce Best-of-K Objectivecited by 0
- 2026Rank-Conditioned Sample Reuse for the Plackett--Luce Best-of-K Objective13 Jul 2026
- 2026Scoring Is Not Enough: Addressing Gaps in Utility-fairness Trade-offs for Ranking24 Jun 2026
- 2026Asymmetric Prompt Weighting for Reinforcement Learning with Verifiable Rewards11 Feb 2026
- 2026Scaling GraphLLM with Bilevel-Optimized Sparse Querying30 Jan 2026
- 2025KL-Regularized Reinforcement Learning is Designed to Mode Collapse23 Oct 2025
- 2025Beyond Softmax: A Natural Parameterization for Categorical Random Variables29 Sep 2025
- 2025Replacing thinking with tool usage enables reasoning in small language models7 Jul 2025
- 2025Rao-Blackwellised Reparameterisation Gradients9 Jun 2025
- 2024Self-Improvement for Neural Combinatorial Optimization: Sample without Replacement, but Improvement22 Mar 2024
- 2023Differentiable Sampling of Categorical Distributions Using the CatLog-Derivative Trick21 Nov 2023
- 2023DBsurf: A Discrepancy Based Method for Discrete Stochastic Gradient Estimation7 Sep 2023
- 2023Revisiting the Gumbel-Softmax in MADDPG23 Feb 2023
17 more
- 2022On Many-Actions Policy Gradient24 Oct 2022
- 2022Adaptive Perturbation-Based Gradient Estimation for Discrete Latent Variable Models11 Sep 2022
- 2022Calibrate and Debias Layer-wise Sampling for Graph Convolutional Networks1 Jun 2022
- 2022Sparse Graph Learning from Spatiotemporal Time Series26 May 2022
- 2022Unbiased and Efficient Sampling of Dependency Trees25 May 2022
- 2022Learning Discrete Structured Variational Auto-Encoder using Natural Evolution Strategies3 May 2022
- 2022Learning Group Importance using the Differentiable Hypergeometric Distribution3 Mar 2022
- 2022Gradient Estimation with Discrete Stein Operators19 Feb 2022
- 2022Bayesian Nonparametrics for Offline Skill Discovery9 Feb 2022
- 2021An Efficient Combinatorial Optimization Model Using Learning-to-Rank Distillation24 Dec 2021
- 2021Scaling Structured Inference with Randomization7 Dec 2021
- 2021CARMS: Categorical-Antithetic-REINFORCE Multi-Sample Gradient Estimator26 Oct 2021
- 2021A Review of the Gumbel-max Trick and its Extensions for Discrete Stochasticity in Machine Learning4 Oct 2021
- 2021Conditional Poisson Stochastic Beam Search22 Sep 2021
- 2021Coupled Gradient Estimators for Discrete Latent Variables15 Jun 2021
- 2021Implicit MLE: Backpropagating Through Discrete Exponential Family Distributions3 Jun 2021
- 2021Storchastic: A Framework for General Stochastic Automatic Differentiation1 Apr 2021
- 2022Bayesian Nonparametrics for Offline Skill Discoverycited by 5
- 2022Bayesian Nonparametrics for Offline Skill Discovery9 Feb 2022
- 2021Implicit MLE: Backpropagating Through Discrete Exponential Family Distributionscited by 97
- 2021A Review of the Gumbel-max Trick and its Extensions for Discrete Stochasticity in Machine Learningcited by 82
- 2024Self-Improvement for Neural Combinatorial Optimization: Sample without Replacement, but Improvementcited by 32
- 2025KL-Regularized Reinforcement Learning is Designed to Mode Collapsecited by 29
- 2022Gradient Estimation with Discrete Stein Operatorscited by 22
- 2022Sparse Graph Learning from Spatiotemporal Time Seriescited by 22
- 2023Differentiable Sampling of Categorical Distributions Using the CatLog-Derivative Trickcited by 13
- 2022Adaptive Perturbation-Based Gradient Estimation for Discrete Latent Variable Modelscited by 12
- 2021Storchastic: A Framework for General Stochastic Automatic Differentiationcited by 11
- 2021Conditional Poisson Stochastic Beam Searchcited by 11
- 2021Coupled Gradient Estimators for Discrete Latent Variablescited by 9
- 2022Learning Group Importance using the Differentiable Hypergeometric Distributioncited by 5
12 most cited of 26 All 26 (JSON)
- 2026Rank-Conditioned Sample Reuse for the Plackett--Luce Best-of-K Objective13 Jul 2026
- 2026Scoring Is Not Enough: Addressing Gaps in Utility-fairness Trade-offs for Ranking24 Jun 2026
- 2026Scaling GraphLLM with Bilevel-Optimized Sparse Querying30 Jan 2026
- 2025KL-Regularized Reinforcement Learning is Designed to Mode Collapse23 Oct 2025
- 2025Beyond Softmax: A Natural Parameterization for Categorical Random Variables29 Sep 2025
- 2025Rao-Blackwellised Reparameterisation Gradients9 Jun 2025
- 2024Self-Improvement for Neural Combinatorial Optimization: Sample without Replacement, but Improvement22 Mar 2024
- 2023Differentiable Sampling of Categorical Distributions Using the CatLog-Derivative Trick21 Nov 2023
- 2023DBsurf: A Discrepancy Based Method for Discrete Stochastic Gradient Estimation7 Sep 2023
- 2023Revisiting the Gumbel-Softmax in MADDPG23 Feb 2023
- 2022On Many-Actions Policy Gradient24 Oct 2022
- 2022Adaptive Perturbation-Based Gradient Estimation for Discrete Latent Variable Models11 Sep 2022
12 newest of 26 All 26 (JSON)