Tag: Approximate

Tl;dr Approximate Inference methods made easy

A closed-form solution to a machine learning model is one that can be written down on a sheet of paper using a finite number of standard mathematical operations. For example, linear models have closed-form solutions IF the design covariance matrix is invertible, otherwise we obtain a solution using ...

Tl;dr Approximate Inference methods made easy

“MCMC vs VI” is no longer a discussion about your favourite Roman numeral. If you share my trepidation for model performance in the face of data sparsity, or you simply suffer from anxiety uncertainty, you might be tempted into the Bayesian world. Years later at the precipice of your car...