ELBO — What & Why | Yunfan’s Blog
ELBO (evidence lower bound) is a key concept in Variational Bayesian Methods. It transforms inference problems, which are always intractable, into optimization problems that can be solved with, for example, gradient-based methods.
ELBO (evidence lower bound) is a key concept in Variational Bayesian Methods. It transforms inference problems, which are always intractable, into optimization problems that can be solved with, for example, gradient-based methods. Updates • May 26, 2021 I rewrote the entire story, added more figures, but left derivations unchanged. Wish that the second version could better help you :). • April 16, 2021 An extensional derivation for the case of temporal sequences has been updated here. Introduction In this post, I’ll introduce an important concept in Variational Bayesian (VB) Methods —…
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