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arXiv 1708.03052cs.LGcs.CLcs.IRstat.ML
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无通信的并行监督主题模型

Communication-Free Parallel Supervised Topic Models

AQR Capital Management LLC(AQR资本管理有限责任公司);University of Texas at Austin(德克萨斯大学奥斯汀分校)

Lee Gao, Ronghuo Zheng

摘要:

令人尴尬的是(无通信)并行马尔可夫链蒙特卡罗(MCMC)方法通常用于学习图形模型。然而,MCMC不能直接应用于主题模型的学习,因为主题的多峰分布引起的准遍历性问题。在本文中,我们开发了一个并行MCMC算法的sLDA。我们的算法通过切换sLDA中的采样主题组合和标签变量预测的顺序来工作,其中它克服了准遍历性问题,因为遵循多峰分布的高维主题被投影到遵循单峰分布的一维文档标签中。我们的实证实验证实,使用我们的并行算法的样本外预测性能与非并行sLDA相当,而计算时间显着减少。

英文摘要:

Embarrassingly (communication-free) parallel Markov chain Monte Carlo (MCMC) methods are commonly used in learning graphical models. However, MCMC cannot be directly applied in learning topic models because of the quasi-ergodicity problem caused by multimodal distribution of topics. In this paper, we develop an embarrassingly parallel MCMC algorithm for sLDA. Our algorithm works by switching the order of sampled topics combination and labeling variable prediction in sLDA, in which it overcomes the quasi-ergodicity problem because high-dimension topics that follow a multimodal distribution are projected into one-dimension document labels that follow a unimodal distribution. Our empirical experiments confirm that the out-of-sample prediction performance using our embarrassingly parallel algorithm is comparable to non-parallel sLDA while the computation time is significantly reduced.

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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