log P θ ( x ) = log ∫ P θ ( z , x ) d z = log ∫ q ϕ ( z ∣ x ) p θ ( z , x ) q ϕ ( z ∣ x ) d z ≥ E q ϕ ( z ∣ x ) log p θ ( z , x ) q ϕ ( z ∣ x ) = L \log P_\theta(x)=\log\int P_\theta(z,x)dz\\ =\log\int q_\phi(z|x)\frac{p_\theta(z,x)}{q_\phi(z|x)}dz\\ \ge\mathbb{E}_q\phi(z|x)\log\frac{p_\theta(z,x)}{q_\phi(z|x)}=L logPθ(x)=log∫Pθ(z,x)dz=log∫qϕ(z∣x)qϕ(z∣x)pθ(z,x)dz≥Eqϕ(z∣x)logqϕ(z∣x)pθ(z,x)=L
L = E log p θ ( x ∣ z ) p θ ( z ) q ϕ ( z ∣ x ) = E q ϕ ( z ∣ x ) log P θ ( x ∣ z ) + E q ϕ ( z ∣ x ) log p θ ( z ) q ϕ ( z ∣ x ) = E q ϕ ( z ∣ x ) log P θ ( x ∣ z ) − K L ( q ϕ ( z ∣ x ) ∣ ∣ p θ ( z ) ) L=\mathbb{E}\log\frac{p\theta(x|z)p_\theta(z)}{q\phi(z|x)}\\ =\mathbb{E}_q\phi(z|x)\log P_\theta(x|z)+\mathbb{E}_q\phi(z|x)\log\frac{p_\theta(z)}{q_\phi(z|x)}\\ =\mathbb{E}_q\phi(z|x)\log P_\theta(x|z)-KL(q_\phi(z|x)||p_\theta(z)) L=Elogqϕ(z∣x)pθ(x∣z)pθ(z)=Eqϕ(z∣x)logPθ(x∣z)+Eqϕ(z∣x)logqϕ(z∣x)pθ(z)=Eqϕ(z∣x)logPθ(x∣z)−KL(qϕ(z∣x)∣∣pθ(z))