no code implementations • 4 Apr 2022 • Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuang Huang, Henry Lam, Bo Li, Ding Zhao
In this work, we present Deep Importance Sampling (Deep IS) framework that utilizes a deep neural network to obtain an efficient IS that is on par with the state-of-the-art, capable of reducing the required sample size 43 times smaller than the naive sampling method to achieve 10% relative error and while producing an estimate that is much less conservative.