Well, Gumbel Distribution is magical. Basically, given a sequence of K logits, i.e., "\log a_1, \log a_2, ..., \log a_K" and K independent gumbel random variables, i.e., "g_1, g_2, ..., g_K". We have

\argmax_i \log a_i + g_i ~ Categorical({a_i / sum(a)})

This gives you a very simple way to sampl

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