VAE推导过程


log ⁡ P θ ( x ) = log ⁡ ∫ P θ ( z , x ) d z = log ⁡ ∫ q ϕ ( z ∣ x ) P θ ( z , x ) q ϕ ( z ∣ x ) d z ≥ E q ϕ ( z ∣ x ) log ⁡ P θ ( z , x ) q ϕ ( z ∣ x ) = L \log P_\theta(x)=\log\int P_\theta(z,x)dz\\ =\log\int q_\phi(z|x)\frac{P_\theta(z,x)}{q_\phi(z|x)}dz\\ \ge\mathbb{E}_q\phi(z|x)\log\frac{P_\theta(z,x)}{q_\phi(z|x)}=L logPθ(x)=logPθ(z,x)dz=logqϕ(zx)qϕ(zx)Pθ(z,x)dzEqϕ(zx)logqϕ(zx)Pθ(z,x)=L
L = E log ⁡ P θ ( x ∣ z ) P θ ( z ) q ϕ ( z ∣ x ) = E q ϕ ( z ∣ x ) log ⁡ P θ ( x ∣ z ) + E q ϕ ( z ∣ x ) log ⁡ P θ ( z ) q ϕ ( z ∣ x ) = E q ϕ ( z ∣ x ) log ⁡ P θ ( x ∣ z ) − K L ( q ϕ ( z ∣ x ) ∣ ∣ P θ ( z ) ) L=\mathbb{E}\log\frac{P\theta(x|z)P_\theta(z)}{q\phi(z|x)}\\ =\mathbb{E}_q\phi(z|x)\log P_\theta(x|z)+\mathbb{E}_{q_\phi(z|x)}\log\frac{P_\theta(z)}{q_\phi(z|x)}\\ =\mathbb{E}_q\phi(z|x)\log P_\theta(x|z)-KL(q_\phi(z|x)||P_\theta(z)) L=Elogqϕ(zx)Pθ(xz)Pθ(z)=Eqϕ(zx)logPθ(xz)+Eqϕ(zx)logqϕ(zx)Pθ(z)=Eqϕ(zx)logPθ(xz)KL(qϕ(zx)Pθ(z))

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转载自blog.csdn.net/u010590593/article/details/121095189
VAE