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Implement RelaxedOneHotCategoricalStraightThrough #559

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rtbs-dev opened this issue Mar 13, 2020 · 3 comments
Open

Implement RelaxedOneHotCategoricalStraightThrough #559

rtbs-dev opened this issue Mar 13, 2020 · 3 comments
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enhancement New feature or request

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@rtbs-dev
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Following #548 discussion, and while we wait for discrete latent variables, it would be nice to have a Gumbel-Softmax categorical approximation as featured in Pyro. Didn't realize this was the name given to Gumbel-Softmax in Pyro, but hopefully replication might be straight-forward?

numpyro (i.e. Jax) seems uniquely suited for problems involving large discrete structures (e.g. networks), so an ability to recover latent discrete variables (or their approximations) would be fantastic!

@rtbs-dev
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Pyro link for the original implementation.

@daydreamt
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If no one else commits this until then (and no hard feelings if they do), I will give this a stab starting next weekend.

@neerajprad neerajprad added the enhancement New feature or request label Mar 23, 2020
@neerajprad
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@daydreamt - Please go ahead, you will be assured a thorough and timely review. If you have any questions around the codebase, please let us know.

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