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Errata in Figure 10.2 #23
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First, please note that Figure 10.2 compares variational Bayes vs. expectation propagation (moment matching) or minimizing KL(q||p) vs. KL(p||q), and that the solutions have different properties as shown in the figure (see also Figure 10.3). |
I can understand your point and you are right. Thank you for your good comments. :-) |
Hi Yousuke As you commented, I can understand \Lambda_{11} = \Lambda_{22} and the solution has Thank you. |
In the 10.1.2, with minimizing KL(q||p), we can found that the unique solution
q(z) = q_1^{}(z_1) * q_2^{}(z_2) = N(z_1| \mu_1, \Lambda_11^{-1}) * N(z_2| \mu_2, \Lambda_22^{-1})
as author showed in Exercise 10.2.
We also have same solution as above by minimizing KL(p||q) in (10.17) and (2.98).
So, the solution q(z) is ,in general, not the spherical Gaussian and can not be looked similar
to Figure 10.2.
The correct contour plot of the solution looks like in the following figure in (a) with purpled colored lines.
https://drive.google.com/file/d/1cSnMA-_hheAmnCBLKrp551BcszI15vpq/view?usp=sharing
I think that Figure 10.2 is originated from Mackay, 2003(https://www.inference.org.uk/itprnn/book.pdf)
at page 436 and the related problem is exercise 33.5 (p.434) and in this problem, the solution is
restricted to spherical Gaussian.
If my understanding is correct, Figure 10.2 is not relevant to the contexts in 10.1.2.
Please check my opinion and let me know your comments.
Thank you.
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