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Aug, 2018
无偏的隐式变分推断
Unbiased Implicit Variational Inference
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Michalis K. Titsias, Francisco J. R. Ruiz
TL;DR
本文提出一种无偏隐式变分推断 (UIVI) 方法，通过定义具有表现力的变分族扩展变分推断的适用性，并直接优化证据下界 (ELBO)，通过简单可重参数化分布和任意灵活的深度神经网络，获得多项式逻辑回归和变分自编码器等多个模型的更紧 ELBO 和更好的预测性能。
Abstract
We develop
unbiased implicit variational inference
(UIVI), a method that expands the applicability of variational inference by defining an expressive
variational family
. UIVI considers an implicit variational dis
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