Lecture : Variational Inference - GitHub Pages · VI turns inference into optimization. Posit a...
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Lecture : Variational Inference Riashat Islam Slides courtesy of David Blei Reasoning and Learning Lab McGill University 31st October 2018
Transcript of Lecture : Variational Inference - GitHub Pages · VI turns inference into optimization. Posit a...
Lecture : Variational Inference
Riashat IslamSlides courtesy of David Blei
Reasoning and Learning LabMcGill University
31st October 2018
Probabilistic Machine Learning
Approximate Inference
Computational Challenge
Probabilistic Model
Variational Inference
Variational Bound
Variational Bound
Motivation : Topic Modelling
Example : Latent Dirichlet Allocation
Example : Latent Dirichlet Allocation
Example : Latent Dirichlet Allocation
LDA as Graphical Model
Posterior Inference in LDA
The Evidence Lower Bound (ELBO)
Stochastic Gradients of ELBO
Variational Inference Recipe
Variational Inference Recipe
Variational Inference Recipe
Variational Inference Recipe
Variational Inference Recipe
Variational Inference Recipe
Variational Inference Recipe
Black Box Variational Inference
Problem of Classical VI
New VI Recipe
Computing Gradients of Expectations
Score Function Gradients of ELBO
Score Function Estimator
Noisy Unbiased Gradients
Black Box Variational Inference
Pathwise Gradients of ELBO
Pathwise Estimator
Pathwise Estimator
Score Function vs Pathwise Estimator
