{"id":3848,"date":"2023-09-15T15:36:29","date_gmt":"2023-09-15T06:36:29","guid":{"rendered":"https:\/\/julialang.kr\/?p=3848"},"modified":"2023-09-15T15:36:32","modified_gmt":"2023-09-15T06:36:32","slug":"julia-turing-mcmc%ec%99%80-vi%eb%b3%80%eb%b6%84%ec%b6%94%eb%a1%a0-%ec%9e%a5%eb%8b%a8%ec%a0%90-%ea%b7%b8%eb%a6%ac%ea%b3%a0-%eb%91%98-%ec%a4%91-%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9%ec%97%90","status":"publish","type":"post","link":"https:\/\/julialang.kr\/?p=3848","title":{"rendered":"[Julia, Turing] MCMC\uc640 VI(\ubcc0\ubd84\ucd94\ub860) \uc7a5\ub2e8\uc810 \uadf8\ub9ac\uace0 \ub458 \uc911 \ud2b8\ub808\uc774\ub529\uc5d0 \uc801\ud569\ud55c\uac83\uc740 ?"},"content":{"rendered":"\n<p>ChatGPT4 \ub2f5\ubcc0<\/p>\n\n\n\n<p>\ubca0\uc774\uc988 \ucd94\ub860\uc5d0\uc11c MCMC (Markov Chain Monte Carlo)\uc640 \ubcc0\ubd84 \ucd94\ub860 (Variational Inference, VI)\ub294 \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \ucd94\uc815\ud558\ub294 \ub450 \uac00\uc9c0 \uc8fc\uc694 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uac01 \ubc29\ubc95\uc758 \ud2b9\uc9d5 \ubc0f \uc7a5\ub2e8\uc810\uc744 \ub2e4\uc74c\uacfc \uac19\uc774 \uc694\uc57d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">MCMC (Markov Chain Monte Carlo):<\/h3>\n\n\n\n<p><strong>\uc7a5\uc810<\/strong>:<\/p>\n\n\n\n<ol>\n<li><strong>\uc815\ud655\uc131<\/strong>: MCMC\ub294 \uc8fc\uc5b4\uc9c4 \ucda9\ubd84\ud55c \uc0d8\ud50c\ub9c1 \uc2dc\uac04\uacfc \uc801\uc808\ud55c \uc870\uc815 \ud6c4\uc5d0 \uc2e4\uc81c \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \uc815\ud655\ud558\uac8c \uadfc\uc0ac\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ubcf4\ud3b8\uc131<\/strong>: MCMC\ub294 \ubcf5\uc7a1\ud55c \ubaa8\ub378\uacfc \uc0ac\ud6c4 \ubd84\ud3ec\uc5d0\ub3c4 \uc801\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d \uc6a9\uc774\uc131<\/strong>: \uc0d8\ud50c\ub9c1\ub41c \uac12\ub4e4\uc740 \uc9c1\uc811\uc801\uc778 \ud574\uc11d\uc774 \uac00\ub2a5\ud558\uba70, \ub2e4\uc591\ud55c \ud1b5\uacc4\uc801 \uc9c4\ub2e8\uc744 \ud1b5\ud574 \uc218\ub834\uc131\uacfc \uac19\uc740 \ud2b9\uc131\uc744 \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<p><strong>\ub2e8\uc810<\/strong>:<\/p>\n\n\n\n<ol>\n<li><strong>\uacc4\uc0b0 \ube44\uc6a9<\/strong>: MCMC\ub294 \uc885\uc885 \ub9ce\uc740 \uc0d8\ud50c\ub9c1 \ubc18\ubcf5\uc774 \ud544\uc694\ud558\uba70, \ud2b9\ud788 \uace0\ucc28\uc6d0 \ubb38\uc81c\uc5d0\uc11c\ub294 \uc218\ub834\ud558\uae30\uae4c\uc9c0 \ub9ce\uc740 \uc2dc\uac04\uc774 \uc18c\uc694\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc218\ub834\uc131<\/strong>: MCMC \uc54c\uace0\ub9ac\uc998\uc758 \uc218\ub834\uc744 \ud3c9\uac00\ud558\uace0 \ud655\uc778\ud558\ub294 \uac83\uc740 \uc911\uc694\ud558\uc9c0\ub9cc \ub54c\ub85c\ub294 \uc5b4\ub824\uc6b8 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc790\uae30 \uc0c1\uad00<\/strong>: \uc5f0\uc18d\ub41c \uc0d8\ud50c\ub4e4 \uc0ac\uc774\uc5d0 \uc790\uae30 \uc0c1\uad00\uc774 \uc788\uc744 \uc218 \uc788\uc5b4, \ud6a8\uacfc\uc801\uc778 \ub3c5\ub9bd \uc0d8\ud50c \ud06c\uae30\ub97c \uc5bb\uae30 \uc704\ud574 \ub9ce\uc740 \uc0d8\ud50c\uc774 \ud544\uc694\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\ubcc0\ubd84 \ucd94\ub860 (Variational Inference, VI):<\/h3>\n\n\n\n<p><strong>\uc7a5\uc810<\/strong>:<\/p>\n\n\n\n<ol>\n<li><strong>\uc18d\ub3c4<\/strong>: VI\ub294 MCMC\ubcf4\ub2e4 \uc885\uc885 \ub354 \ube60\ub974\uac8c \uc218\ub834\ud569\ub2c8\ub2e4. \ub300\uaddc\ubaa8 \ub370\uc774\ud130\uc14b\uc774\ub098 \ubcf5\uc7a1\ud55c \ubaa8\ub378\uc5d0\uc11c \ud6a8\uacfc\uc801\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud655\uc7a5\uc131<\/strong>: \ubbf8\ub2c8\ubc30\uce58 \ubc29\ubc95\uacfc \ud568\uaed8 \uc0ac\uc6a9\ub420 \ub54c, VI\ub294 \ub300\uaddc\ubaa8 \ub370\uc774\ud130\uc14b\uc5d0 \ub300\ud55c \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc744 \ud655\uc7a5\ud558\ub294 \ub370 \uc720\uc6a9\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uacb0\uc815\ub860\uc801 \uc811\uadfc<\/strong>: VI\ub294 \uacb0\uc815\ub860\uc801 \ucd5c\uc801\ud654 \ubb38\uc81c\ub85c \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \uadfc\uc0ac\ud558\ubbc0\ub85c, \uac19\uc740 \ucd08\uae30 \uc870\uac74\uc5d0\uc11c \ub3d9\uc77c\ud55c \uacb0\uacfc\ub97c \uc81c\uacf5\ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<p><strong>\ub2e8\uc810<\/strong>:<\/p>\n\n\n\n<ol>\n<li><strong>\uadfc\uc0ac \uc624\ub958<\/strong>: VI\ub294 \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \uadfc\uc0ac\ud558\ub294 \ubc29\ubc95\uc774\ubbc0\ub85c, \uc2e4\uc81c \uc0ac\ud6c4 \ubd84\ud3ec\uc640\uc758 \ucc28\uc774\uac00 \uc788\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc81c\ud55c\ub41c \uadfc\uc0ac \ud074\ub798\uc2a4<\/strong>: \uc77c\ubc18\uc801\uc73c\ub85c VI\ub294 \ud2b9\uc815 \uadfc\uc0ac \ud074\ub798\uc2a4 (\uc608: \ud3c9\uade0 \ud544\ub4dc \uadfc\uc0ac) \ub0b4\uc5d0\uc11c \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \uadfc\uc0ac\ud569\ub2c8\ub2e4. \uc774\ub7ec\ud55c \uc81c\ud55c \ub54c\ubb38\uc5d0 \uc77c\ubd80 \ubcf5\uc7a1\ud55c \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \uc815\ud655\ud558\uac8c \uadfc\uc0ac\ud558\uae30 \uc5b4\ub824\uc6b8 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \uc120\ud0dd<\/strong>: VI\ub294 \uc885\uc885 \ub2e4\uc591\ud55c \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130\uc758 \uc120\ud0dd\uc5d0 \ubbfc\uac10\ud558\uba70, \ucd5c\uc801\uc758 \uc131\ub2a5\uc744 \uc704\ud574 \uc870\uc815\uc774 \ud544\uc694\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<p>\uacb0\ub860\uc801\uc73c\ub85c, MCMC\uc640 VI\ub294 \uac01\uac01\uc758 \uc7a5\ub2e8\uc810\uc744 \uac00\uc9c0\uace0 \uc788\uc73c\uba70, \ud2b9\uc815 \ubb38\uc81c\ub098 \uc751\uc6a9 \ubd84\uc57c\uc5d0 \ub530\ub77c \uc801\uc808\ud55c \ubc29\ubc95\uc744 \uc120\ud0dd\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-medium-font-size\"><strong>\ud2b8\ub808\uc774\ub529\uc5d0 \uc801\ud569\ud55c\uac83<strong>\uc740<\/strong><\/strong>?<\/p>\n\n\n\n<p>\ub9cc\uc57d \uc81c\uac00 \ud2b8\ub808\uc774\ub354\ub77c\uba74,  \ud2b8\ub808\uc774\ub529 \uc2dc\uc7a5\uc758 \uc608\uce21\uc740 \ub9e4\uc6b0 \uc911\uc694\ud55c \uacb0\uc815\uc744 \ub0b4\ub9ac\ub294 \ub370 \ud070 \uc601\ud5a5\uc744 \ubbf8\uce60 \uac83\uc785\ub2c8\ub2e4. \ub530\ub77c\uc11c \uc608\uce21 \ubaa8\ub378\uc758 \uc120\ud0dd\uc740 \ub370\uc774\ud130\uc758 \ud2b9\uc131, \uc608\uce21\uc758 \ubaa9\uc801, \uadf8\ub9ac\uace0 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc5d0 \ub530\ub77c \uacb0\uc815\ub420 \uac83\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<p>MCMC\uc640 \ubcc0\ubd84 \ucd94\ub860(VI) \uc911 \ud558\ub098\ub97c \uc120\ud0dd\ud574\uc57c \ud55c\ub2e4\uba74, \uc800\ub294 <strong>\ubcc0\ubd84 \ucd94\ub860(VI)<\/strong>\uc744 \uc120\ud0dd\ud560 \uac83\uc785\ub2c8\ub2e4. \uadf8 \uc774\uc720\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n<ol>\n<li><strong>\ube60\ub978 \uc751\ub2f5\uc131<\/strong>: \ud2b8\ub808\uc774\ub529 \ud658\uacbd\uc740 \ube60\ub974\uac8c \ubcc0\ud558\uba70, \uc2e4\uc2dc\uac04\uc73c\ub85c \ub370\uc774\ud130\uac00 \uc5c5\ub370\uc774\ud2b8\ub429\ub2c8\ub2e4. VI\ub294 \ube60\ub978 \uadfc\uc0ac\ub97c \uc81c\uacf5\ud558\ubbc0\ub85c, \uc0c8\ub85c\uc6b4 \ub370\uc774\ud130\uc5d0 \ub300\ud55c \ube60\ub978 \uc751\ub2f5\uc774 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc628\ub77c\uc778 \uc5c5\ub370\uc774\ud2b8<\/strong>: \uc8fc\uc2dd \uc2dc\uc7a5\uc758 \ub370\uc774\ud130\ub294 \uc9c0\uc18d\uc801\uc73c\ub85c \uc5c5\ub370\uc774\ud2b8\ub418\uae30 \ub54c\ubb38\uc5d0, \ubaa8\ub378\uc744 \uc2e4\uc2dc\uac04\uc73c\ub85c \uc5c5\ub370\uc774\ud2b8\ud558\ub294 \ub2a5\ub825\uc740 \uc911\uc694\ud569\ub2c8\ub2e4. VI\ub294 \uc0c8\ub85c\uc6b4 \ub370\uc774\ud130\uac00 \ub3c4\ucc29\ud560 \ub54c\ub9c8\ub2e4 \ubaa8\ub378\uc744 \ube60\ub974\uac8c \uc5c5\ub370\uc774\ud2b8\ud558\ub294 \ub370 \uc801\ud569\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uadfc\uc0ac\uc801 \ubc29\ubc95\uc758 \ud6a8\uc728\uc131<\/strong>: \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \uc808\ub300\uc801\uc778 \uc815\ud655\ub3c4\ubcf4\ub2e4\ub294 \uc804\ubc18\uc801\uc778 \uc2dc\uc7a5\uc758 \ucd94\uc138\ub098 \ud328\ud134\uc744 \ud30c\uc545\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4. VI\uc758 \uadfc\uc0ac\uc801 \ud2b9\uc131\uc740 \uc774\ub7ec\ud55c \ud2b8\ub808\uc774\ub529 \ud658\uacbd\uc5d0 \uc801\ud569\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud655\uc7a5\uc131<\/strong>: VI\ub294 \ubcf5\uc7a1\ud55c \ubaa8\ub378\uc5d0\ub3c4 \uc801\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uba74, \ub525 \ub7ec\ub2dd\uacfc \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc744 \uacb0\ud569\ud558\ub294 \ubaa8\ub378\uc740 \uc8fc\uc2dd \uc2dc\uc7a5\uc758 \ub2e4\uc591\ud55c \ud2b9\uc131\uacfc \ud328\ud134\uc744 \ud3ec\ucc29\ud558\ub294 \ub370 \ub3c4\uc6c0\uc774 \ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<p>\uadf8\ub7ec\ub098, \uc774\ub7ec\ud55c \uc120\ud0dd\uc740 \ud2b8\ub808\uc774\ub354\uc758 \uc804\ub7b5, \ub9ac\uc2a4\ud06c \ud5c8\uc6a9 \ubc94\uc704, \uadf8\ub9ac\uace0 \uc0ac\uc6a9\ud560 \uc218 \uc788\ub294 \ub370\uc774\ud130\uc640 \uacc4\uc0b0 \uc790\uc6d0 \ub4f1 \uc5ec\ub7ec \uc694\uc778\uc744 \uace0\ub824\ud558\uc5ec \ub0b4\ub9b4 \uac83\uc785\ub2c8\ub2e4. MCMC\ub294 \ubcf5\uc7a1\ud55c \uc2dc\uc7a5 \uad6c\uc870\ub97c \ub354 \uc815\ud655\ud558\uac8c \ubaa8\ub378\ub9c1\ud558\ub294 \ub370 \uc720\uc6a9\ud560 \uc218 \uc788\uc9c0\ub9cc, \uc2e4\uc2dc\uac04 \ud2b8\ub808\uc774\ub529 \ud658\uacbd\uc5d0\uc11c\ub294 \uacc4\uc0b0 \ube44\uc6a9\uc774 \ub354 \ub192\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c, \ud2b9\uc815 \uc0c1\ud669\uacfc \uc694\uad6c \uc0ac\ud56d\uc5d0 \ub530\ub77c \ucd5c\uc801\uc758 \ubc29\ubc95\uc744 \uc120\ud0dd\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>ChatGPT4 \ub2f5\ubcc0 \ubca0\uc774\uc988 \ucd94\ub860\uc5d0\uc11c MCMC (Markov Chain Monte Carlo)\uc640 \ubcc0\ubd84 \ucd94\ub860 (Variational Inference, VI)\ub294 \uc0ac\ud6c4 \ubd84\ud3ec\ub97c \ucd94\uc815\ud558\ub294 \ub450 \uac00\uc9c0 \uc8fc\uc694 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uac01 \ubc29\ubc95\uc758 \ud2b9\uc9d5 \ubc0f \uc7a5\ub2e8\uc810\uc744 \ub2e4\uc74c\uacfc \uac19\uc774 \uc694\uc57d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4: MCMC (Markov Chain Monte Carlo): \uc7a5\uc810: \ub2e8\uc810: \ubcc0\ubd84 \ucd94\ub860 (Variational Inference, VI): \uc7a5\uc810: \ub2e8\uc810: \uacb0\ub860\uc801\uc73c\ub85c, MCMC\uc640 VI\ub294 \uac01\uac01\uc758 \uc7a5\ub2e8\uc810\uc744 \uac00\uc9c0\uace0 \uc788\uc73c\uba70, \ud2b9\uc815 \ubb38\uc81c\ub098 \uc751\uc6a9 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center 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