The simplest way to understand Variational Inference

Overview: Generally speaking, Variational Inference(VI) is a specific Statistical inference method that attempts to find the best tractable distribution to replace the intractable distribution when the unknown density function is intractable. In this way, a typical inference problem can be converted to a typical optimization problem. The best tractable distribution we look for is theContinue reading “The simplest way to understand Variational Inference”

My new paper: Anomaly Detection based on LDA, Autoencoder and GMM

Recently my team has finished a paper about Anomaly Detection. We proposed a novel unsupervised Anomaly Detection model (LAG) based on LDA, Autoencoder, and GMM. Our model can be used on both structured and unstructured data and provides a comprehensive solution for various Anomaly Detection tasks in different industries. Particularly, we provide a way toContinue reading “My new paper: Anomaly Detection based on LDA, Autoencoder and GMM”

The simplest way to understand SVM

Recently, many friends asked me how to understand SVM intuitively. They were confused by the complicated mathematical formulas. Today I will thoroughly explain what is SVM through eight questions. For those who need to know the mathematical proofs, please refer to the appendix below. Q1: How to understand SVM most intuitively´╝č Ans1: Firstly, take aContinue reading “The simplest way to understand SVM”