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 Statistical Learning



DISCS: A Benchmark for Discrete Sampling

Neural Information Processing Systems

Sampling in discrete spaces, with critical applications in simulation and optimization, has recently been boosted by significant advances in gradient-based approaches that exploit modern accelerators like GPUs. However, two key challenges are hindering further advancement in research on discrete sampling.




Debiasing Conditional Stochastic Optimization Lie He

Neural Information Processing Systems

The sample-averaged gradient of the CSO objective is biased due to its nested structure, and therefore requires a high sample complexity for convergence. We introduce a general stochastic extrapolation technique that effectively reduces the bias.