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My name is Artem, I'm a graduate student at NYU Center for Neural Science and researcher at Flatiron Institute. In this video, we explore Variational Inference and ELBO (Evidence lower bound) – foundational mathematical concepts that allow intelligent systems to model probability distributions in a tractable manner.

Related videos:
Probability fundamentals: https://youtu.be/KHVR587oW8I?si=BPuH-2eap5BdNBbo
Free Energy Principle: https://youtu.be/iPj9D9LgK2A?si=l7VWRAosZzhpCFMu
Backpropagation: https://youtu.be/SmZmBKc7Lrs?si=qduaq9hRYIymFOiL

Outline:
00:00 Introduction
01:19 Setting up the problem
03:38 Latent Variable formalism
05:14 Parametrizing Distributions
09:36 Training Objective
15:52 Shortform
16:57 Importance Sampling
20:26 Variational Distribution
23:26 ELBO: Evidence lower bound
30:22 Conclusion

Icons by Freepik and Biorender
Music by Artlist
This video was sponsored by Shortform