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Interactive 3D/Variational Inference
Target Posterior
Variational Family
Learning rate0.050
VI Metrics
ELBO -
μ_X, μ_Y -2.00, 2.00
σ_X, σ_Y 0.80, 0.80
Iterations 0
Variational Inference.
Find q(z;φ) ≈ p(z|x) by maximizing ELBO = E[log p] − KL(q‖p). The ellipse = 1σ and 2σ contours of q. Full covariance captures correlations.

Variational Inference - Interactive Visualization

Variational inference approximates intractable posteriors with a simpler distribution q(z;φ). We optimize φ to maximize the ELBO = E_q[log p(x,z)] - KL(q||p). The ELBO is tractable and acts as a lower bound on log p(x). This visualization shows q(z) (Gaussian) moving to approximate a complex target p(z|x), with ELBO increasing as KL decreases.

  • Watch Gaussian q(z) optimize toward a complex target distribution
  • See ELBO increasing over optimization iterations
  • Understand ELBO = reconstruction term - KL(q||p)
  • Compare diagonal Gaussian vs full covariance approximation quality
  • Foundation for VAEs, AEVB algorithm, and scalable Bayesian inference

Part of the EngineersOfAI Interactive 3D - free interactive visualizations covering every major concept in machine learning and AI engineering. Hover any element for a plain-English explanation. No code required.