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variational lowerbound
The variational lower bound, also known as the evidence lower bound, is a mathematical objective function used in probabilistic machine learning and Bayesian inference to approximate the intractable marginal likelihood of observed data. Derived through variational principles and Jensen inequality, it establishes a computable lower threshold on the true log-likelihood of data under a latent variable model. The objective generally comprises two key components: an expected reconstruction term that evaluates how accurately the model reconstructs observed data from latent representations, and a regularization term that penalizes the statistical divergence between the approximate posterior distribution and a prior distribution. By maximizing this bound during optimization, probabilistic models can simultaneously learn generative parameters and bring the approximate posterior closer to the true posterior distribution.
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