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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).
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