Variational Prediction
No official code found. Best implementation: cnexah/VA-DepthNet (112 stars, MIT, last commit 2023-04-28).
Abstract
Bayesian inference offers benefits over maximum likelihood, but it also comes with computational costs. Computing the posterior is typically intractable, as is marginalizing that posterior to form the posterior predictive distribution. In this paper, we present variational prediction, a technique for directly learning a variational approximation to the posterior predictive distribution using a variational bound. This approach can provide good predictive distributions without test time marginalization costs. We demonstrate Variational Prediction on an illustrative toy example.