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VAE's are a mix between VI and Auto Encoders NN. They are used mainly for generating new data. In this video we will outline the theory behind the original paper, including looking at regular Auto Encoders, Variational Inference, and how they mix together to create VAE. Original Paper (Kingma & Welling 2014): https://arxiv.org/pdf/1312.6114 The first and only Variational Inference (VI) course on-line! Become a member and get full access to this online course: https://meerkatstatistics.com/courses... ** 🎉 Special YouTube 60% Discount on Yearly Plan – valid for the 1st 100 subscribers; Voucher code: First100 🎉 ** “VI in R” Course Outline: Administration Administration Intro Intuition – what is VI? Notebook – Intuition Origin, Outline, Context KL Divergence KL Introduction KL – Extra Intuition Notebook – KL – Exercises Notebook – KL – Additional Topics KL vs. Other Metrics VI vs. ML VI (using KL) vs. Maximum Likelihood ELBO & “Mean Field” ELBO “Mean Field” Approximation Coordinate Ascent VI (CAVI) Coordinate Ascent VI (CAVI) Functional Derivative & Euler-Lagrange Equation CAVI – Toy Example CAVI – Bayesian GMM Example Notebook – Normal-Gamma Conjugate Prior Notebook – Bayesian GMM – Unknown Precision Notebook – Image Denoising (Ising Model) Exponential Family CAVI for the Exponential Family Conjugacy in the Exponential Family Notebook – Latent Dirichlet Allocations Example VI vs. EM VI vs. EM Stochastic VI / Advanced VI SVI – Review SVI for Exponential Family Automatic Differentiation VI (ADVI) Notebook – ADVI Example (using STAN) Black Box VI (BBVI) Notebook – BBVI Example Expectation Propagation Forward vs. Reverse KL Expectation Propagation Variational Auto Encoder Why become a member? All video content Extra material (notebooks) Access to code and notes Community Discussion No Ads Support the Creator ❤️ VI (restricted) playlist: https://bit.ly/389QSm1 If you’re looking for statistical consultation, someone to work on interesting projects, or give training workshops, visit my website https://meerkatstatistics.com/ or contact me directly at [email protected] ~~~~~ SUPPORT ~~~~~ Paypal me: https://paypal.me/MeerkatStatistics ~~~~~~~~~~~~~~~~~ Intro/Outro Music: Dreamer - by Johny Grimes • Johny Grimes - Dreamer