Today we will be deriving the loss function for the Variational AutoEncoder! In the next video we will be using this loss function, but I wanted to make sure we knew where this came from to begin with!
If you also want to learn more about Jensens Inequality, there is a great video here! https://www.youtube.com/watch?v=10xgmpG_uTs
Timestamps
00:00:00 Introduction
00:03:10 Review: Gaussian Distributions
00:05:50 AutoEncoder to Variational AutoEncoder
00:11:00 Review: KL Divergence
00:21:50 What is Variational Inference?
00:29:00 Deriving the ELBO Loss
00:47:20 KL Divergence for Standard Normal
01:11:15 Little Intuition for MSE
01:15:00 Recap
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