The Intuitive VAE

Variational Autoencoder, also known as VAE, is an elegant algorithm in machine learning. This post summarizes my attempt to teach the math behind VAE in an intuitive way. Maximum Likelihood Estimation (MLE) A common problem (arguably the central problem) in machine learning is learning the underlying distribution of a dataset $X_{\text{Data}}$. This dataset contains $n$ samples: $$ X_{\text{Data}}…