Variational EM replaces the exact E-step with maximization over a tractable family $q \in \mathcal Q$ of the ELBO $\mathcal L(q, \theta) = \mathbb{E}_q[\log p(x, z; \theta)] - \mathbb{E}_q[\log q(z)]$. How does this change the M-step guarantee?

EM Algorithm Variants

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Variational EM replaces the exact E-step with maximization over a tractable family q \in Q of the ELBO L (q, θ) = E_{q} [lo g p (x, z; θ)] - E_{q} [lo g q (z)] . How does this change the M-step guarantee?