Easy Variational Inference for Categorical Models via an Independent Binary Approximation

1 code implementation • 31 May 2022 • Michael T. Wojnowicz, Shuchin Aeron, Eric L. Miller, Michael C. Hughes

This approximation makes inference straightforward and fast; using well-known auxiliary variables for probit or logistic regression, the product of binary models admits conjugate closed-form variational inference that is embarrassingly parallel across categories and invariant to category ordering.

Variational Inference