Machine Learning, Variational Inference, Bayesian Statistics, Artificial Intelligence.
called the Evidence Lower Bound (ELBO) instead: ELBO(λ) = log( P(x) ) −DKL(Q(z | λ)||P(z | x)). This can be rearranged as ELBO(λ) = E​[log P(x, z)]−E​[log Q(z∣λ)] helps us avoid that pesky intractable marginal integral. Thus, maximizing ELBO is equivalent to minimizing the KL divergence, serves as