[D] Marginal Likelihood and Its Intractability (Variational Inference Related)

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

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