Generative model Generative model is a model for generating all variables including outputs. I will give a very simple example with strong assumptions. Data $\boldsymbol{x^{(n)} } $ are generated by an unknown matrix, $\boldsymbol{G}$. $$ \boldsymbol{x} = \boldsymbol{G}~\boldsymbol{s} $$ The goal is to find the source variable $\boldsymbol{s}$. we assume that the number of sources is equal to the number of observations We assume that the latent variables are independently distributed, with marginal distributions We assume that the vector $\boldsymbol{x}$ is generated without noise for simplicity.

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Namshik Kim

physicist, data scientist

Data Scientist

Vancouver, BC, Canada.