stats:gumbel-max_trick
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Gumbel-max Trick
See Gumbel-max trick at Tim Vieira's blog, and this follow-up post on Weighted reservoir sampling.
The Gumbel-max trick is widely used in deep learning from this paper: Categorical Reparameterization with Gumbel-Softmax.
stats/gumbel-max_trick.1609837640.txt.gz · Last modified: 2023/06/15 07:36 (external edit)