Variational Inference (VI) - 1.1 - Intro - Intuition

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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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* Extra material (notebooks)
* Access to code and notes
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Intro/Outro Music: Dreamer - by Johny Grimes
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Full course is now available on my private website. Become a member and get full access:
* 🎉 Special YouTube 60% Discount on Yearly Plan – valid for the 1st 100 subscribers; Voucher code: First100 🎉 *

“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


Why become a member?
* All video content
* Extra material (notebooks)
* Access to code and notes
* Community Discussion
* No Ads
* Support the Creator ❤

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