为了世界和平,为了心知肚明,决定手算一次 Variational Inference for Bayesian GMMs

 

[Bayes] Variational Inference for Bayesian GMMs

[Bayes] Variational Inference for Bayesian GMMs

 

目的就是达到如下的智能效果,扔进去六个高斯,最后拟合结果成了两个高斯,当然,其余四个不是消失了,而是重叠在了一起。

是不是很神奇?!

[Bayes] Variational Inference for Bayesian GMMs

[Bayes] Variational Inference for Bayesian GMMs


 

写出联合分布,利用变分公式求近似。

[Bayes] Variational Inference for Bayesian GMMs

 

首先 q*(z) --> p(z|x)

[Bayes] Variational Inference for Bayesian GMMs

 

再瞧其他变量。

[Bayes] Variational Inference for Bayesian GMMs

变为乘积的两部分,变形后发现:又成为了我们熟悉的分布!

[Bayes] Variational Inference for Bayesian GMMs

 

这么折腾一圈,就是为了验证如下结论,找到近似各个变量的公式。 

[Bayes] Variational Inference for Bayesian GMMs

当然,是基于一个假设,也就是后验分布的iid形式:

 [Bayes] Variational Inference for Bayesian GMMs

 

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