We present SampleRank, an alternative to contrastive divergence (CD) for estimating parameters in complex graphical models. SampleRank harnesses a user-provided loss function to distribute stochastic gradients across an MCMC chain. As a result, parameter updates can be computed between arbitrary MCMC states. SampleRank is not only faster than CD, but also achieves better accuracy in practice (up to 23% error reduction on noun-phrase coreference).


  author = {Michael Wick and Khashayar Rohanimanesh and Kedar Bellare and Aron Culotta and Andrew McCallum},
  title = {SampleRank: Training factor graphs with atomic gradients},
  booktitle = {Proceedings of the International Conference on Machine Learning (ICML)},
  shortbooktitle = {ICML},
  year = {2011},