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Categorical Variational Auto-Encoders and the Gumbel Trick

In the third article of my series on variational auto-encoders, I want to discuss categorical variational auto-encoders. This variant allows to learn a latent space of discrete (e.g. categorical or Bernoulli) latent variables. Compared to regular variational auto-encoders, the main challenge lies in deriving a working reparameterization trick for discrete latent variables — the so-called Gumbel trick.

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