Seonglae ChoEvidence of Lower BOund
Variational lower bound shows ELBO is lower bound of marginal likelihood i.e. marginal log likelihood. If we maximize ELBO, we can approximately maximize marginal likelihood .
We cannot minimize the KL exactly in most cases, but we can minimize a function that mimics its behaviors. Thisis the evidence of lower bound.
좌항과 우항으로 나뉘는데, 좌항으로 kl을 최소화하여 분포사이 거리를 좁히고 우항은 z|x 상황에서 x|z log likelihood를 최대화해서 reconstruction 가능하게 한다
That is,
