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∑MathAdvanced

f-Divergences

An f-divergence measures how different two probability distributions P and Q are by averaging a convex function f of the density ratio p(x)/q(x) under Q.

#f-divergence#csiszar divergence#kullback–leibler+11
∑MathAdvanced

Evidence Lower Bound (ELBO)

The Evidence Lower Bound (ELBO) is a tractable lower bound on the log evidence log p(x) used to perform approximate Bayesian inference.

#elbo
Advanced
Filtering by:
#importance sampling
#variational inference
#vae
+12
📚TheoryAdvanced

Policy Gradient Theorem

The policy gradient theorem tells us how to push a stochastic policy’s parameters to increase expected return by following the gradient of expected rewards.

#policy gradient#reinforce#actor-critic+11
📚TheoryAdvanced

Measure Theory

Measure theory generalizes length, area, and probability to very flexible spaces while keeping countable additivity intact.

#measure theory#sigma-algebra#lebesgue integral+12