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Oct, 2020
关于无偏Alpha散度最小化的困难
On the Difficulty of Unbiased Alpha Divergence Minimization
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Tomas Geffner, Justin Domke
TL;DR
本文探讨信号噪声比的方法用于最小化近似分布和目标分布之间的alpha-divergence,结果发现在高维的情况下,实现这种方法的可行性存在质疑。
Abstract
Several
approximate inference
algorithms have been proposed to minimize an
alpha-divergence
between an approximating distribution and a target distribution. Many of these algorithms introduce bias, the magnitude
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