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Gradient Estimation Using Stochastic Computation Graphs
John Schulman · Nicolas Heess · Theophane Weber · Pieter Abbeel

Wed Dec 09 04:00 PM -- 08:59 PM (PST) @ 210 C #55 #None

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external world. Estimating the gradient of this loss function, using samples, lies at the core of gradient-based learning algorithms for these problems. We introduce the formalism of stochastic computation graphs--directed acyclic graphs that include both deterministic functions and conditional probability distributions and describe how to easily and automatically derive an unbiased estimator of the loss function's gradient. The resulting algorithm for computing the gradient estimator is a simple modification of the standard backpropagation algorithm. The generic scheme we propose unifies estimators derived in variety of prior work, along with variance-reduction techniques therein. It could assist researchers in developing intricate models involving a combination of stochastic and deterministic operations, enabling, for example, attention, memory, and control actions.

Author Information

John Schulman (UC Berkeley / Google)
Nicolas Heess (Google DeepMind)
Theophane Weber (Google DeepMind)
Pieter Abbeel (UC Berkeley)

Pieter Abbeel is Professor and Director of the Robot Learning Lab at UC Berkeley [2008- ], Co-Director of the Berkeley AI Research (BAIR) Lab, Co-Founder of covariant.ai [2017- ], Co-Founder of Gradescope [2014- ], Advisor to OpenAI, Founding Faculty Partner AI@TheHouse venture fund, Advisor to many AI/Robotics start-ups. He works in machine learning and robotics. In particular his research focuses on making robots learn from people (apprenticeship learning), how to make robots learn through their own trial and error (reinforcement learning), and how to speed up skill acquisition through learning-to-learn (meta-learning). His robots have learned advanced helicopter aerobatics, knot-tying, basic assembly, organizing laundry, locomotion, and vision-based robotic manipulation. He has won numerous awards, including best paper awards at ICML, NIPS and ICRA, early career awards from NSF, Darpa, ONR, AFOSR, Sloan, TR35, IEEE, and the Presidential Early Career Award for Scientists and Engineers (PECASE). Pieter's work is frequently featured in the popular press, including New York Times, BBC, Bloomberg, Wall Street Journal, Wired, Forbes, Tech Review, NPR.

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