AI RESEARCH
Learning with Importance Weighted Variational Inference
arXiv CS.LG
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ArXi:2410.12035v2 Announce Type: replace-cross Several variational bounds involving importance weighting ideas generalize the Evidence Lower BOund (ELBO) for marginal likelihood optimization, such as the Importance-weighted Auto-Encoder (IWAE), Variational R\'enyi (VR) and VR-IWAE bounds. Yet, it remains unclear how the joint choice of bound and gradient estimator impacts the behavior of the resulting variational inference (VI) algorithms.