Variational Inference: A Review for Programmers

This sequence of notebooks are intended as a resource aimed at programmers to learn the concepts behind variational methods and their implementation. Our presentation will usually outline some concept and will complement it with an illustrative example. As I have been learning the ideas behind VI, I found that the code resources for it are scarce and obscure, so it was born out of my own experience learning this.

TODOs

• Upload first foundations notebook.
  • Add Forward KL in examples.
  • Add mixture of Gaussians example.
• The ELBO and Mean-field variational inference.
• VAE.
• Black-box and ADVI VI.
• Amortized VI.
• Forward Amortized VI.
• Wake-sleep algorithm.
• Add references.