Note on Variational Inference (Updating)
TOC {:toc} Philosophy The spirit of Variational Inference is to solve Bayesian inference problem with optimization.
In the scenario of latent factor
It’s not trying to use Bayes rule directly, but to fit this distribution within a class of distributions $q(z;\nu)$, by minimizing the KL-divergence between the 2 models.
Jul 27, 2020