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VI-reparam.html
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<meta property="og:description" content="Reparameterization Trick¶Introduction¶In the previous post, we did our first practical variational algorithm in tensorflow. However, as briefly mentioned, using the Monte Carlo estimate of the ELBO relies on gradients working correctly across the sampling distribution. In this post we will discuss that point in detail. Why must sampling be differentiable?¶If we recall the lower bound;" />
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<meta name="twitter:description" content="Reparameterization Trick¶Introduction¶In the previous post, we did our first practical variational algorithm in tensorflow. However, as briefly mentioned, using the Monte Carlo estimate of the ELBO relies on gradients working correctly across the sampling distribution. In this post we will discuss that point in detail. Why must sampling be differentiable?¶If we recall the lower bound;">
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<h1><a href="https://chrisorm.github.io/VI-reparam.html"> Variational Inference - Reparameterisation Trick in detail. </a></h1>
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}
.cm-s-ipython span.cm-variable {
color: #000;
}
.cm-s-ipython span.cm-operator {
color: #AA22FF;
font-weight: bold;
}
.cm-s-ipython span.cm-variable-2 {
color: #1a1a1a;
}
.cm-s-ipython span.cm-variable-3 {
color: #333333;
}
.cm-s-ipython span.cm-comment {
color: #408080;
font-style: italic;
}
.cm-s-ipython span.cm-string {
color: #BA2121;
}
.cm-s-ipython span.cm-string-2 {
color: #f50;
}
.cm-s-ipython span.cm-meta {
color: #AA22FF;
}
.cm-s-ipython span.cm-qualifier {
color: #555;
}
.cm-s-ipython span.cm-builtin {
color: #008000;
}
.cm-s-ipython span.cm-bracket {
color: #997;
}
.cm-s-ipython span.cm-tag {
color: #170;
}
.cm-s-ipython span.cm-attribute {
color: #00c;
}
.cm-s-ipython span.cm-header {
color: blue;
}
.cm-s-ipython span.cm-quote {
color: #090;
}
.cm-s-ipython span.cm-link {
color: #00c;
}
.cm-s-ipython span.cm-error {
color: #f00;
}
.cm-s-ipython span.cm-tab {
background: url(data:image/png;base64,iVBORw0KGgoAAAANSUhEUgAAADAAAAAMCAYAAAAkuj5RAAAAAXNSR0IArs4c6QAAAGFJREFUSMft1LsRQFAQheHPowAKoACx3IgEKtaEHujDjORSgWTH/ZOdnZOcM/sgk/kFFWY0qV8foQwS4MKBCS3qR6ixBJvElOobYAtivseIE120FaowJPN75GMu8j/LfMwNjh4HUpwg4LUAAAAASUVORK5CYII=);
background-position: right;
background-repeat: no-repeat;
}
div.output_wrapper {
/* this position must be relative to enable descendents to be absolute within it */
position: relative;
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: vertical;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: vertical;
-moz-box-align: stretch;
display: box;
box-orient: vertical;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: column;
align-items: stretch;
z-index: 1;
}
/* class for the output area when it should be height-limited */
div.output_scroll {
/* ideally, this would be max-height, but FF barfs all over that */
height: 24em;
/* FF needs this *and the wrapper* to specify full width, or it will shrinkwrap */
width: 100%;
overflow: auto;
border-radius: 2px;
-webkit-box-shadow: inset 0 2px 8px rgba(0, 0, 0, 0.8);
box-shadow: inset 0 2px 8px rgba(0, 0, 0, 0.8);
display: block;
}
/* output div while it is collapsed */
div.output_collapsed {
margin: 0px;
padding: 0px;
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: vertical;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: vertical;
-moz-box-align: stretch;
display: box;
box-orient: vertical;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: column;
align-items: stretch;
}
div.out_prompt_overlay {
height: 100%;
padding: 0px 0.4em;
position: absolute;
border-radius: 2px;
}
div.out_prompt_overlay:hover {
/* use inner shadow to get border that is computed the same on WebKit/FF */
-webkit-box-shadow: inset 0 0 1px #000;
box-shadow: inset 0 0 1px #000;
background: rgba(240, 240, 240, 0.5);
}
div.output_prompt {
color: #D84315;
}
/* This class is the outer container of all output sections. */
div.output_area {
padding: 0px;
page-break-inside: avoid;
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: horizontal;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: horizontal;
-moz-box-align: stretch;
display: box;
box-orient: horizontal;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: row;
align-items: stretch;
}
div.output_area .MathJax_Display {
text-align: left !important;
}
div.output_area
div.output_area
div.output_area img,
div.output_area svg {
max-width: 100%;
height: auto;
}
div.output_area img.unconfined,
div.output_area svg.unconfined {
max-width: none;
}
/* This is needed to protect the pre formating from global settings such
as that of bootstrap */
.output {
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: vertical;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: vertical;
-moz-box-align: stretch;
display: box;
box-orient: vertical;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: column;
align-items: stretch;
}
@media (max-width: 540px) {
div.output_area {
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: vertical;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: vertical;
-moz-box-align: stretch;
display: box;
box-orient: vertical;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: column;
align-items: stretch;
}
}
div.output_area pre {
margin: 0;
padding: 0;
border: 0;
vertical-align: baseline;
color: black;
background-color: transparent;
border-radius: 0;
}
/* This class is for the output subarea inside the output_area and after
the prompt div. */
div.output_subarea {
overflow-x: auto;
padding: 0.4em;
/* Old browsers */
-webkit-box-flex: 1;
-moz-box-flex: 1;
box-flex: 1;
/* Modern browsers */
flex: 1;
max-width: calc(100% - 14ex);
}
div.output_scroll div.output_subarea {
overflow-x: visible;
}
/* The rest of the output_* classes are for special styling of the different
output types */
/* all text output has this class: */
div.output_text {
text-align: left;
color: #000;
/* This has to match that of the the CodeMirror class line-height below */
line-height: 1.21429em;
}
/* stdout/stderr are 'text' as well as 'stream', but execute_result/error are *not* streams */
div.output_stderr {
background: #fdd;
/* very light red background for stderr */
}
div.output_latex {
text-align: left;
}
/* Empty output_javascript divs should have no height */
div.output_javascript:empty {
padding: 0;
}
.js-error {
color: darkred;
}
/* raw_input styles */
div.raw_input_container {
line-height: 1.21429em;
padding-top: 5px;
}
pre.raw_input_prompt {
/* nothing needed here. */
}
input.raw_input {
font-family: monospace;
font-size: inherit;
color: inherit;
width: auto;
/* make sure input baseline aligns with prompt */
vertical-align: baseline;
/* padding + margin = 0.5em between prompt and cursor */
padding: 0em 0.25em;
margin: 0em 0.25em;
}
input.raw_input:focus {
box-shadow: none;
}
p.p-space {
margin-bottom: 10px;
}
div.output_unrecognized {
padding: 5px;
font-weight: bold;
color: red;
}
div.output_unrecognized a {
color: inherit;
text-decoration: none;
}
div.output_unrecognized a:hover {
color: inherit;
text-decoration: none;
}
.rendered_html {
color: #000;
/* any extras will just be numbers: */
}
.rendered_html :link {
text-decoration: underline;
}
.rendered_html :visited {
text-decoration: underline;
}
.rendered_html h1:first-child {
margin-top: 0.538em;
}
.rendered_html h2:first-child {
margin-top: 0.636em;
}
.rendered_html h3:first-child {
margin-top: 0.777em;
}
.rendered_html h4:first-child {
margin-top: 1em;
}
.rendered_html h5:first-child {
margin-top: 1em;
}
.rendered_html h6:first-child {
margin-top: 1em;
}
.rendered_html * + ul {
margin-top: 1em;
}
.rendered_html * + ol {
margin-top: 1em;
}
.rendered_html pre,
.rendered_html tr,
.rendered_html th,
.rendered_html td,
.rendered_html * + table {
margin-top: 1em;
}
.rendered_html * + p {
margin-top: 1em;
}
.rendered_html * + img {
margin-top: 1em;
}
.rendered_html img,
.rendered_html img.unconfined,
div.text_cell {
/* Old browsers */
display: -webkit-box;
-webkit-box-orient: horizontal;
-webkit-box-align: stretch;
display: -moz-box;
-moz-box-orient: horizontal;
-moz-box-align: stretch;
display: box;
box-orient: horizontal;
box-align: stretch;
/* Modern browsers */
display: flex;
flex-direction: row;
align-items: stretch;
}
@media (max-width: 540px) {
div.text_cell > div.prompt {
display: none;
}
}
div.text_cell_render {
/*font-family: "Helvetica Neue", Arial, Helvetica, Geneva, sans-serif;*/
outline: none;
resize: none;
width: inherit;
border-style: none;
padding: 0.5em 0.5em 0.5em 0.4em;
color: #000;
box-sizing: border-box;
-moz-box-sizing: border-box;
-webkit-box-sizing: border-box;
}
a.anchor-link:link {
text-decoration: none;
padding: 0px 20px;
visibility: hidden;
}
h1:hover .anchor-link,
h2:hover .anchor-link,
h3:hover .anchor-link,
h4:hover .anchor-link,
h5:hover .anchor-link,
h6:hover .anchor-link {
visibility: visible;
}
.text_cell.rendered .input_area {
display: none;
}
.text_cell.rendered
.text_cell.unrendered .text_cell_render {
display: none;
}
.cm-header-1,
.cm-header-2,
.cm-header-3,
.cm-header-4,
.cm-header-5,
.cm-header-6 {
font-weight: bold;
font-family: "Helvetica Neue", Helvetica, Arial, sans-serif;
}
.cm-header-1 {
font-size: 185.7%;
}
.cm-header-2 {
font-size: 157.1%;
}
.cm-header-3 {
font-size: 128.6%;
}
.cm-header-4 {
font-size: 110%;
}
.cm-header-5 {
font-size: 100%;
font-style: italic;
}
.cm-header-6 {
font-size: 100%;
font-style: italic;
}
</style>
<style type="text/css">.highlight .hll { background-color: #ffffcc }
.highlight { background: #f8f8f8; }
.highlight .c { color: #408080; font-style: italic } /* Comment */
.highlight .err { border: 1px solid #FF0000 } /* Error */
.highlight .k { color: #008000; font-weight: bold } /* Keyword */
.highlight .o { color: #666666 } /* Operator */
.highlight .ch { color: #408080; font-style: italic } /* Comment.Hashbang */
.highlight .cm { color: #408080; font-style: italic } /* Comment.Multiline */
.highlight .cp { color: #BC7A00 } /* Comment.Preproc */
.highlight .cpf { color: #408080; font-style: italic } /* Comment.PreprocFile */
.highlight .c1 { color: #408080; font-style: italic } /* Comment.Single */
.highlight .cs { color: #408080; font-style: italic } /* Comment.Special */
.highlight .gd { color: #A00000 } /* Generic.Deleted */
.highlight .ge { font-style: italic } /* Generic.Emph */
.highlight .gr { color: #FF0000 } /* Generic.Error */
.highlight .gh { color: #000080; font-weight: bold } /* Generic.Heading */
.highlight .gi { color: #00A000 } /* Generic.Inserted */
.highlight .go { color: #888888 } /* Generic.Output */
.highlight .gp { color: #000080; font-weight: bold } /* Generic.Prompt */
.highlight .gs { font-weight: bold } /* Generic.Strong */
.highlight .gu { color: #800080; font-weight: bold } /* Generic.Subheading */
.highlight .gt { color: #0044DD } /* Generic.Traceback */
.highlight .kc { color: #008000; font-weight: bold } /* Keyword.Constant */
.highlight .kd { color: #008000; font-weight: bold } /* Keyword.Declaration */
.highlight .kn { color: #008000; font-weight: bold } /* Keyword.Namespace */
.highlight .kp { color: #008000 } /* Keyword.Pseudo */
.highlight .kr { color: #008000; font-weight: bold } /* Keyword.Reserved */
.highlight .kt { color: #B00040 } /* Keyword.Type */
.highlight .m { color: #666666 } /* Literal.Number */
.highlight .s { color: #BA2121 } /* Literal.String */
.highlight .na { color: #7D9029 } /* Name.Attribute */
.highlight .nb { color: #008000 } /* Name.Builtin */
.highlight .nc { color: #0000FF; font-weight: bold } /* Name.Class */
.highlight .no { color: #880000 } /* Name.Constant */
.highlight .nd { color: #AA22FF } /* Name.Decorator */
.highlight .ni { color: #999999; font-weight: bold } /* Name.Entity */
.highlight .ne { color: #D2413A; font-weight: bold } /* Name.Exception */
.highlight .nf { color: #0000FF } /* Name.Function */
.highlight .nl { color: #A0A000 } /* Name.Label */
.highlight .nn { color: #0000FF; font-weight: bold } /* Name.Namespace */
.highlight .nt { color: #008000; font-weight: bold } /* Name.Tag */
.highlight .nv { color: #19177C } /* Name.Variable */
.highlight .ow { color: #AA22FF; font-weight: bold } /* Operator.Word */
.highlight .w { color: #bbbbbb } /* Text.Whitespace */
.highlight .mb { color: #666666 } /* Literal.Number.Bin */
.highlight .mf { color: #666666 } /* Literal.Number.Float */
.highlight .mh { color: #666666 } /* Literal.Number.Hex */
.highlight .mi { color: #666666 } /* Literal.Number.Integer */
.highlight .mo { color: #666666 } /* Literal.Number.Oct */
.highlight .sb { color: #BA2121 } /* Literal.String.Backtick */
.highlight .sc { color: #BA2121 } /* Literal.String.Char */
.highlight .sd { color: #BA2121; font-style: italic } /* Literal.String.Doc */
.highlight .s2 { color: #BA2121 } /* Literal.String.Double */
.highlight .se { color: #BB6622; font-weight: bold } /* Literal.String.Escape */
.highlight .sh { color: #BA2121 } /* Literal.String.Heredoc */
.highlight .si { color: #BB6688; font-weight: bold } /* Literal.String.Interpol */
.highlight .sx { color: #008000 } /* Literal.String.Other */
.highlight .sr { color: #BB6688 } /* Literal.String.Regex */