Web: https://www.reddit.com/r/MachineLearning/comments/uo6q8n/d_marginal_likelihood_and_its_intractability/

May 12, 2022, 5:46 p.m. | /u/That-Mud3051

Machine Learning reddit.com

I have recently started learning about variational inference and had few confusions.

In case of VAE, it is said that the posterior distribution is intractable because the marginal likelihood is intractable.

My understanding as to why marginal likelihood is intractable:

https://preview.redd.it/ie59ia7913z81.png?width=480&format=png&auto=webp&s=d9817de9d6ac98260fd2a40c88daf43325d455f5

In the above integration case, latent variable z is continuous. So, if we are to marginalize over z, we will be considering all values of this continuous random variable z. Considering ALL values means that we will be considering …

inference machinelearning

Director, Applied Mathematics & Computational Research Division

@ Lawrence Berkeley National Lab | Berkeley, Ca

Business Data Analyst

@ MainStreet Family Care | Birmingham, AL

Assistant/Associate Professor of the Practice in Business Analytics

@ Georgetown University McDonough School of Business | Washington DC

Senior Data Science Writer

@ NannyML | Remote

Director of AI/ML Engineering

@ Armis Industries | Remote (US only), St. Louis, California

Digital Analytics Manager

@ Patagonia | Ventura, California