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Category: Variational Free Energy

Seven Statistical Mechanics / Bayesian Equations That You Need to Know

Seven Statistical Mechanics / Bayesian Equations That You Need to Know

Essential Statistical Mechanics for Deep Learning   If you’re self-studying machine learning, and feel that statistical mechanics is suddenly showing up more than it used to, you’re not alone. Within the past couple of years, statistical mechanics (statistical thermodynamics) has become a more integral topic, along with the Kullback-Leibler divergence measure and several inference methods for machine learning, including the expectation maximization (EM) algorithm along with variational Bayes.     Statistical mechanics has always played a strong role in machine…

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How to Read Karl Friston (in the Original Greek)

How to Read Karl Friston (in the Original Greek)

Karl Friston, whom we all admire, has written some lovely papers that are both enticing and obscure. Cutting to the chase, what we really want to understand is this equation: In a Research Digest article, Peter Freed writes: … And today, Karl Friston is not explaining [the free energy principle] in a way that makes it usable to your average psychiatrist/psychotherapist on the street – which is frustrating. I am not alone in my confusion, and if you read the…

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Approximate Bayesian Inference

Approximate Bayesian Inference

Variational Free Energy I spent some time trying to figure out the derivation for the variational free energy, as expressed in some of Friston’s papers (see citations below). While I made an intuitive justification, I just found this derivation (Kokkinos; see the reference and link below): Other discussions about variational free energy: Whereas maximum a posteriori methods optimize a point estimate of the parameters, in ensemble learning an ensemble is optimized, so that it approximates the entire posterior probability distribution…

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