I have a more “formal” question this time.
By reading the tutorials on SVI, I was convinced that score function estimators can be used also in presence of discrete latent variables
z. Is it right?
However, by looking in more detail at the derivation of the estimator, I noticed that it requires that the variational distribution q_\phi(z) must be differentiable w.r.t. to its parameters \phi. Thus, I’m wondering (sorry for my lack of knowledge) if a discrete distribution can be differentiated w.r.t. its parameters. Is it possible? And if yes, what happens when q_\phi(z) is a categorical distribution? Can I use this kind of estimator when the variational distribution has this form?
Thank you so much.