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arXiv 0907.1812cs.LG
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Dirichlet过程混合模型的快速搜索

Fast search for Dirichlet process mixture models

School of Computing(计算学院);University of Utah(犹他大学)

Hal Daumé

摘要:

狄利克雷过程(DP)混合模型为密度估计提供了一个灵活的贝叶斯框架。不幸的是,它们的灵活性是有代价的:DP混合模型中的推理在计算上是昂贵的,即使使用共轭分布。在常见的情况下,当人们只寻求一个最大的后验分配的数据点集群,我们表明,搜索算法提供了一个实用的替代昂贵的MCMC和变分技术。当需要一个真实的后验样本时,通过搜索找到的解可以作为MCMC的一个很好的初始化器。实验结果表明,使用这些技术是可能的DP混合模型应用到非常大的数据集。

英文摘要:

Dirichlet process (DP) mixture models provide a flexible Bayesian framework for density estimation. Unfortunately, their flexibility comes at a cost: inference in DP mixture models is computationally expensive, even when conjugate distributions are used. In the common case when one seeks only a maximum a posteriori assignment of data points to clusters, we show that search algorithms provide a practical alternative to expensive MCMC and variational techniques. When a true posterior sample is desired, the solution found by search can serve as a good initializer for MCMC. Experimental results show that using these techniques is it possible to apply DP mixture models to very large data sets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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