Variational PredictionDownload PDF

Published: 20 Jun 2023, Last Modified: 18 Jul 2023AABI 2023Readers: Everyone
Keywords: bayesian inference, variational bayes, prediction
TL;DR: a new variational technique for directly learning a Bayesian posterior predictive distribution
Abstract: Bayesian inference offers benefits over maximum likelihood, but it also comes with computational costs. Computing the posterior is typically intractable, as is marginalizing that posterior to form the posterior predictive distribution. In this paper, we present variational prediction, a technique for directly learning a variational approximation to the posterior predictive distribution using a variational bound. This approach can provide good predictive distributions without test time marginalization costs. We demonstrate Variational Prediction on an illustrative toy example.
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