Renyi Alpha Variational Inference - Part 1
Using the Renyi Alpha divergence in variational inference.
Using the Renyi Alpha divergence in variational inference.
Using the ELBO in practice, and an introduction to a few of the issues of Monte Carlo estimation for the ELBO.
Proving the unbiased nature of the Monte Carlo Approximation of the ELBO.
The Reparam. trick.
Using the ELBO in practice, and an introduction to a few of the issues of Monte Carlo estimation for the ELBO.
The theory of the ELBO, with intuition as to what role each part plays.
An introduction to Variational Inference, and why we need it.