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隐变量学习
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隐变量学习
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贝叶斯学习
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latent variable model
隐变量学习
在统计学和机器学习领域中,隐变量模型(latent variable model)指的是含有隐变量的概率模型。隐变量是没有被直接观测到的变量,可以是客观存在的,也可以是人为构造的。隐变量模型在所涉及的观测变量和隐变量上定义一个联合概率分布,从而可以根据观测变量对隐变量进行推断。将联合分布边缘化,可以得到一个只涉及观测变量的联合分布,这使得可以度量模型与数据的拟合程度,从而进行参数学习和模型选择。
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