Learn Before
Concept
Continuous Latent Variables in Variational Inference and Learning
When continuous latent variables are present in our graphical model, one can still use variational inference and learning by maximizing L, where L or L (v, θ, q) represents the evidence lower bound (ELBO) ; however, unlike with discrete latent variables we must now use calculus of variations.
When dealing with continuous latent variables the Mean Field Approximation: is fixed at for all j =/= i making the optimal is obtained by normalizing the following unnormalized distribution: as long as p does not assign 0 probability to any joint configuration of variables.
0
1
Updated 2021-07-22
Tags
Data Science