What is the purpose of the Evidence Lower Bound (ELBO) in variational inference?

Machine Learning Hard

Machine Learning — Hard

What is the purpose of the Evidence Lower Bound (ELBO) in variational inference?

Key points

  • ELBO maximization enhances data likelihood and minimizes KL divergence
  • Enables Bayesian inference without complex calculations
  • Balances approximation of true posterior with model likelihood

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