Collapsed variational inference for HDP

A wide variety of Dirichlet-multinomial 'topic' models have found interesting applications in recent years. While Gibbs sampling remains an important method of inference in such models, variational techniques have certain advantages such as easy assessment of convergence, easy optimization...

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Main Authors: Teh, Y, Kurihara, K, Welling, M
Format: Journal article
Language:English
Published: 2009
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author Teh, Y
Kurihara, K
Welling, M
author_facet Teh, Y
Kurihara, K
Welling, M
author_sort Teh, Y
collection OXFORD
description A wide variety of Dirichlet-multinomial 'topic' models have found interesting applications in recent years. While Gibbs sampling remains an important method of inference in such models, variational techniques have certain advantages such as easy assessment of convergence, easy optimization without the need to maintain detailed balance, a bound on the marginal likelihood, and side-stepping of issues with topic-identifiability. The most accurate variational technique thus far, namely collapsed variational latent Dirichlet allocation, did not deal with model selection nor did it include inference for hyperparameters. We address both issues by generalizing the technique, obtaining the first variational algorithm to deal with the hierarchical Dirichlet process and to deal with hyperparameters of Dirichlet variables. Experiments show a significant improvement in accuracy.
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spelling oxford-uuid:ac3f313c-1899-43a3-9d70-777c1f0cd6802022-03-27T03:27:36ZCollapsed variational inference for HDPJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:ac3f313c-1899-43a3-9d70-777c1f0cd680EnglishSymplectic Elements at Oxford2009Teh, YKurihara, KWelling, MA wide variety of Dirichlet-multinomial 'topic' models have found interesting applications in recent years. While Gibbs sampling remains an important method of inference in such models, variational techniques have certain advantages such as easy assessment of convergence, easy optimization without the need to maintain detailed balance, a bound on the marginal likelihood, and side-stepping of issues with topic-identifiability. The most accurate variational technique thus far, namely collapsed variational latent Dirichlet allocation, did not deal with model selection nor did it include inference for hyperparameters. We address both issues by generalizing the technique, obtaining the first variational algorithm to deal with the hierarchical Dirichlet process and to deal with hyperparameters of Dirichlet variables. Experiments show a significant improvement in accuracy.
spellingShingle Teh, Y
Kurihara, K
Welling, M
Collapsed variational inference for HDP
title Collapsed variational inference for HDP
title_full Collapsed variational inference for HDP
title_fullStr Collapsed variational inference for HDP
title_full_unstemmed Collapsed variational inference for HDP
title_short Collapsed variational inference for HDP
title_sort collapsed variational inference for hdp
work_keys_str_mv AT tehy collapsedvariationalinferenceforhdp
AT kuriharak collapsedvariationalinferenceforhdp
AT wellingm collapsedvariationalinferenceforhdp