Variational Inference Evidence Lower Bound ELBO Intuition amp Visualization

YOUR LINK HERE:

http://youtube.com/watch?v=HxQ94L8n0vU

In real-world applications, the posterior over the latent variables Z given some data D is usually intractable. But we can use a surrogate that is close to it. How do we optimize for it? Here are the notes: https://raw.githubusercontent.com/Cey... • Here is the link to the interactive elbo plot: https://share.streamlit.io/ceyron/mac... • If you want to run the Python script yourself which requires you to have streamlit, plotly and TensorFlow Probability installed, you can find it here: https://github.com/Ceyron/machine-lea... • ------- • 📝 : Check out the GitHub Repository of the channel, where I upload all the handwritten notes and source-code files (contributions are very welcome): https://github.com/Ceyron/machine-lea... • 📢 : Follow me on LinkedIn or Twitter for updates on the channel and other cool Machine Learning Simulation stuff: / felix-koehler and / felix_m_koehler • 💸 : If you want to support my work on the channel, you can become a Patreon here: / mlsim • ------- • Timestamps: • 00:00 Introduction • 00:54 Problem of intractable posteriors • 02:10 Fixing the observables X • 02:29 The inference in variational inference • 03:29 The problem of the marginal • 05:06 Remedy: A Surrogate Posterior • 06:11 The variational in variational inference • 06:38 Optimizing the surrogate • 08:47 Recap: The KL divergence • 09:42 We still don't know the posterior • 10:35 Deriving the ELBO • 15:17 Discussing the ELBO • 17:59 Defining the ELBO explicitly • 18:24 When the ELBO equals the evidence • 18:56 Equivalent optimization problems • 20:38 Rearranging for the ELBO • 21:08 Plot: Intro • 22:32 Plot: Adjusting the Surrogate • 24:02 Summary Outro

#############################

New on site