Beyond ReinMax: Low-Variance Gradient Estimators for Discrete Latent Variables

Fuente: arXiv
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Autores principales: Wang, Daniel, Bui, Thang D.
Formato: Preprint
Publicado: 2026
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author Wang, Daniel
Bui, Thang D.
author_facet Wang, Daniel
Bui, Thang D.
contents Machine learning models involving discrete latent variables require gradient estimators to facilitate backpropagation in a computationally efficient manner. The most recent addition to the Straight-Through family of estimators, ReinMax, can be viewed from a numerical ODE perspective as incorporating an approximation via Heun's method to reduce bias, but at the cost of high variance. In this work, we introduce the ReinMax-Rao and ReinMax-CV estimators which incorporate Rao-Blackwellisation and control variate techniques into ReinMax to reduce its variance. Our estimators demonstrate superior performance on training variational autoencoders with discrete latent spaces. Furthermore, we investigate the possibility of leveraging alternative numerical methods for constructing more accurate gradient approximations and present an alternative view of ReinMax from a simpler numerical integration perspective.
format Preprint
id arxiv_https___arxiv_org_abs_2603_08257
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Beyond ReinMax: Low-Variance Gradient Estimators for Discrete Latent Variables
Wang, Daniel
Bui, Thang D.
Machine Learning
Machine learning models involving discrete latent variables require gradient estimators to facilitate backpropagation in a computationally efficient manner. The most recent addition to the Straight-Through family of estimators, ReinMax, can be viewed from a numerical ODE perspective as incorporating an approximation via Heun's method to reduce bias, but at the cost of high variance. In this work, we introduce the ReinMax-Rao and ReinMax-CV estimators which incorporate Rao-Blackwellisation and control variate techniques into ReinMax to reduce its variance. Our estimators demonstrate superior performance on training variational autoencoders with discrete latent spaces. Furthermore, we investigate the possibility of leveraging alternative numerical methods for constructing more accurate gradient approximations and present an alternative view of ReinMax from a simpler numerical integration perspective.
title Beyond ReinMax: Low-Variance Gradient Estimators for Discrete Latent Variables
topic Machine Learning
url https://arxiv.org/abs/2603.08257