X-Git-Url: https://www.fleuret.org/cgi-bin/gitweb/gitweb.cgi?p=tex.git;a=blobdiff_plain;f=elbo.tex;fp=elbo.tex;h=4c6cb24cc1dd7475f2f8c1a24054f5d0b3e707e8;hp=fe91565f8fa6d21c72fee5ef2b87de8006efc3b3;hb=4b8c58903baa9ff8c508bda798492e10dde9cb7f;hpb=05c0721d2f8b578a8a27ed2085dc9812d2249f88 diff --git a/elbo.tex b/elbo.tex index fe91565..4c6cb24 100644 --- a/elbo.tex +++ b/elbo.tex @@ -76,24 +76,25 @@ \setlength{\abovedisplayshortskip}{2ex} \setlength{\belowdisplayshortskip}{2ex} -\vspace*{-4ex} +\vspace*{-3ex} \begin{center} {\Large The Evidence Lower Bound} -\vspace*{1ex} +\vspace*{2ex} Fran\c cois Fleuret +%% \vspace*{2ex} + \today -\vspace*{-1ex} +%% \vspace*{-1ex} \end{center} -Given i.i.d training samples $x_1, \dots, x_N$ that follows an unknown -distribution $\mu_X$, we want to fit a model $p_\theta(x,z)$ to it, -maximizing +Given i.i.d training samples $x_1, \dots, x_N$ we want to fit a model +$p_\theta(x,z)$ to it, maximizing % \[ \sum_n \log \, p_\theta(x_n). @@ -134,6 +135,8 @@ since this maximization pushes that KL term down, it also aligns $p_\theta(z \mid x_n)$ and $q(z)$, and we may get a worse $p_\theta(x_n)$ to bring $p_\theta(z \mid x_n)$ closer to $q(z)$. +\medskip + However, all this analysis is still valid if $q$ is a parameterized function $q_\alpha(z \mid x_n)$ of $x_n$. In that case, if we optimize $\theta$ and $\alpha$ to maximize @@ -145,5 +148,4 @@ $\theta$ and $\alpha$ to maximize it maximizes $\log \, p_\theta(x_n)$ and brings $q_\alpha(z \mid x_n)$ close to $p_\theta(z \mid x_n)$. - \end{document}