O Limite Inferior da Evidência (ELBO) é um conceito fundamental no campo de modelagem probabilística and variational inference. It serves as a crucial função objetivo that helps in approximating complex posterior distributions, which are often intractable to compute directly.
The ELBO is defined as the logarithm of the evidence (or marginal likelihood) of the observed data, lower-bounded by the Divergência de Kullback-Leibler between the approximate posterior distribution and the true posterior distribution. Mathematically, it can be expressed as:
ELBO = E_q[log(p(x|z))] – KL(q(z|x) || p(z))
Nesta equação:
- E_q[log(p(x|z))] represents the expected log-likelihood of the observed data given the latent variables, weighted by the approximate posterior distribution.
- KL(q(z|x) || p(z)) is the Kullback-Leibler divergence that measures the difference between the approximate posterior q(z|x) and the prior distribution p(z).
The purpose of maximizing the ELBO is to improve the quality of the variational approximation, making it closer to the true posterior distribution. This is essential in many machine learning applications, particularly in aprendizado profundo bayesiano e modelos generativos como Variational Autoencoders (VAEs).
By effectively optimizing the ELBO, practitioners can leverage variational inference to make efficient inferences about hidden variables in complex models, leading to better desempenho do modelo e previsões mais precisas.