Monte Carlo Gradient Estimation in Machine Learning.
Shakir MohamedMihaela RoscaMichael FigurnovAndriy MnihPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- monte carlo
- gradient estimation
- variance reduction
- machine learning
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- quasi monte carlo
- learning algorithm
- decision trees
- monte carlo methods
- text classification
- markovian decision
- adaptive sampling
- particle filter
- feature selection
- active learning
- reinforcement learning
- game tree
- learning tasks
- text categorization
- conditional density estimation