Machine Learning, Variational Inference, Bayesian Statistics, Artificial Intelligence.
measure such as the Kullback-Leibler (KL) divergence: Although the KL divergence is asymmetric (DKL(Q||P) =/= DKL(P||Q)), it helps to quantify the difference between Q and P. “But we don’t have a closed form solution for P(z|x)!” I hear you exclaiming correctly. That’s why we compute something