关于变分推断的偏差和方差注解

Jun, 2019

Note on the bias and variance of variational inference

Chin-Wei Huang, Aaron Courville

TL;DR本文研究变分间隙与似然比方差之间的关系，结果显示，通过使似然比分布更加集中（例如通过平均和方差减小），可以减少变分推断的偏差。

Abstract

In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of →