SLIDE 19 Variational Auto-Encoders in General
Desi sign ch choice ces
rior r on th the late tent t vari riable
− Continuous, Discrete, Gaussian, Bernoulli, Mixture
Likel elihood function
− iid (static), sequential, temporal, spatial
Approximating posterior
− distribution, sequential, spatial
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F(q) = Eqφ(z)[log pθ(x|z)] KL[qφ(z|x)kp(z)]
Variational Auto-encoder (VAE) Amortised variational inference for latent variable models
Data x
Inference Network q(z |x) z ~ q(z | x) Model p(x |z) x ~ p(x | z) z
For sca scalability and ease se of implementation
- Stochastic gradient descent (and variants),
- Stochastic gradient estimation