Variational Inference (also known as Variational Bayes) is a method to find an approximation to a posterior distribution, by casting it as an optimization problem.
In this course, we will learn everything needed for understanding and do VI in R.
Curriculum
- 11 Sections
- 32 Lessons
- Lifetime
Expand all sectionsCollapse all sections
- Administration1
- Intro3
- KL Divergence5
- VI (using KL) vs. ML1
- ELBO & "Mean Field"2
- Coordinate Ascent VI (CAVI)7
- Exponential Family3
- VI vs. EM1
- Stochastic VI / Advanced VI6
- Expectation Propagation2
- Variational Auto-Encoder1
Requirements
- Linear Algebra
- Calculus
- Intro to Probability
- Intro to Statistics
- Bayesian Inference
- R Programming Language