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”