Optimal Variance Control of the Score-Function Gradient Estimator for Importance-Weighted Bounds.
Valentin LiévinAndrea DittadiAnders ChristensenOle WintherPublished in: NeurIPS (2020)
Keyphrases
- score function
- conditional expectation
- variance reduction
- variance estimator
- optimal control
- worst case
- lower bound
- dynamic programming
- upper bound
- interval valued
- estimation error
- optimal solution
- control system
- artificial intelligence
- unbiased estimator
- control strategy
- real valued
- sequential patterns
- multi objective
- evolutionary algorithm
- knowledge base
- neural network