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”

# Category Archives: Math

## 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？ Ans1: Firstly, take aContinue reading “The simplest way to understand SVM”