Corpus ID: 195767445

The Thermodynamic Variational Objective

  title={The Thermodynamic Variational Objective},
  author={Vaden Masrani and T. Le and F. Wood},
  • Vaden Masrani, T. Le, F. Wood
  • Published in NeurIPS 2019
  • Computer Science, Mathematics
  • We introduce the thermodynamic variational objective (TVO) for learning in both continuous and discrete deep generative models. The TVO arises from a key connection between variational inference and thermodynamic integration that results in a tighter lower bound to the log marginal likelihood than the standard variational evidence lower bound (ELBO), while remaining as broadly applicable. We provide a computationally efficient gradient estimator for the TVO that applies to continuous, discrete… CONTINUE READING

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