In most introductory augments, posterior inference is deemed intractable in non-toy settings due to the integral involved in the marginal likelihood p(x) = \int p(x,z) dz.
But even with p(x) in hand, we can only evaluate the posterior p(z|x) = p(x, z) / p(x) pointwise.
@sp_monte_carlo Answering queries about unobserved variables requires integration.
Integration of a general probability measure is harder than local approximation (differentiation) because it involves the entire space, which in general has uncountable support.
From what I understand, successful inference typically means “we can now approximate expectations of functions of these unobserved variables z”.
This requires posterior samples. So p(x) is not really the obstacle to successful inference here.
@StatMLPapers I'll be presenting this work in NYC at the Annual ML Symposium on Oct. 18th. I'll be around for a few days before/afterward—feel free to reach out if you're in town and want to chat!
https://t.co/HchnceuXVJ
@NYASciences@gonchimateos@npparikh @dshieble @sirbayes@phanein
@StatMLPapers Proud of this work.
The Kumaraswamy has a key role to play in scalable latent variable modeling, but use has been limited by unstable implementations.
We stabilize it and introduce the Variational Bandit Encoder—a simple, scalable approach to contextual multi-armed bandits.
@npparikh I now think proper ordering (e.g. baby Rudin before Munkres), periodization (push one area hard at a time, maintain knowledge in others), and a supportive social context (being around people who value such endeavors) are key. Properly executing all 3 is hard.
@sp_monte_carlo Check out "Model-Based Deep Learning" https://t.co/sy4N5sovwQ
If pdf is needed, dm me.
I have a cool paper coming out on this topic. I link unrolling params to properties of the data, allowing for (interpretable) Bayesian modeling over them. You’ll enjoy it. ~2 weeks to arxiv.
@prof_g I never took your class. You met with me when I reached out to ask silly questions on learning math when I didn’t know up from down. Your kindness, approachability & eccentricity acted as motivation to give the ‘hard’ stuff a shot. And I’m still going!
@alfcnz@RPstrength SS stuff will focus on athletics, not changes in body composition (the, err, pear shape you’ve referred to).
SS isn’t bad, but doesn’t compare to RP for your goals.
RP does a good job making clear what does & doesn’t matters in a non-ideological, minimally overwhelming way.