In this video I will try to give the basic intuition of what VI is.
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“VI in R” Course Outline:
Administration
* Administration
Intro
* Intuition - what is VI?
* Notebook - Intuition
* Origin, Outline, Context
KL Divergence
* KL Introduction
* KL - Extra Intuition
* Notebook - KL - Exercises
* Notebook - KL - Additional Topics
* KL vs. Other Metrics
VI vs. ML
* VI (using KL) vs. Maximum Likelihood
ELBO & “Mean Field”
* ELBO
* “Mean Field” Approximation
Coordinate Ascent VI (CAVI)
* Coordinate Ascent VI (CAVI)
* Functional Derivative & Euler-Lagrange Equation
* CAVI - Toy Example
* CAVI - Bayesian GMM Example
* Notebook - Normal-Gamma Conjugate Prior
* Notebook - Bayesian GMM - Unknown Precision
* Notebook - Image Denoising (Ising Model)
Exponential Family
* CAVI for the Exponential Family
* Conjugacy in the Exponential Family
* Notebook - Latent Dirichlet Allocations Example
VI vs. EM
* VI vs. EM
Stochastic VI / Advanced VI
* SVI - Review
* SVI for Exponential Family
* Automatic Differentiation VI (ADVI)
* Notebook - ADVI Example (using STAN)
* Black Box VI (BBVI)
* Notebook - BBVI Example
Expectation Propagation
* Forward vs. Reverse KL
* Expectation Propagation
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* Access to code and notes
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VI (restricted) playlist: bit.ly/389QSm1
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Intro/Outro Music: Dreamer - by Johny Grimes
• Johny Grimes - Dreamer
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