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Importance Sampling in Generator #25

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cdgiv opened this issue Jun 28, 2018 · 2 comments
Open

Importance Sampling in Generator #25

cdgiv opened this issue Jun 28, 2018 · 2 comments

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@cdgiv
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cdgiv commented Jun 28, 2018

Can you elaborate on this part of the code?
https://github.com/geek-ai/irgan/blob/master/ltr-gan/ltr-gan-pointwise/ltr_gan_d_nn_g_nn.py#L125-L129

I am trying to understand where the importance sampling came from - I do not see it mentioned anywhere in the papers for IRGAN, REINFORCE, GANs, RankNet, etc.

Is this just from Monte Carlo sampling? If so, can you provide a good reference?

Thanks!

@SongFGH
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SongFGH commented Nov 11, 2018

I also have this question

@huangtinglin
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It's a trick widely used in RL. You can search for the keyword: off-policy, importance sampling. Hope it can help you!

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