Assume we have potential "causes" $z\in Z$, which produce "events" $w$ with known probabilities $β(w|z)$. We observe $w_1,w_2,...,w_n$, what can we say about the distribution of the causes? A Bayesian estimate will assume a prior on distributions on $Z$ (we assume a Dirichlet prior) and calculate a posterior. An average over that posterior then gives a distribution on $Z$, which estimates how much each cause $z$ contributed to our observations. This is the setting of Latent Dirichlet Allocation, which can be applied e.g. to topics "producing" words in a document. In this setting usually the number of observed words is large, but the number of potential topics is small. We are here interested in applications with many potential "causes" (e.g. locations on the globe), but only a few observations. We show that the exact Bayesian estimate can be computed in linear time (and constant space) in $|Z|$ for a given upper bound on $n$ with a surprisingly simple formula. We generalize this algorithm to the case of sparse probabilities $β(w|z)$, in which we only need to assume that the tree width of an "interaction graph" on the observations is limited. On the other hand we also show that without such limitation the problem is NP-hard.
Latent Dirichlet Allocation (LDA) is a probabilistic model used to uncover latent topics in a corpus of documents. Inference is often performed using variational Bayes (VB) algorithms, which calculate a lower bound to the posterior distribution over the parameters. Deriving the variational update equations for new models requires considerable manual effort; variational message passing (VMP) has emerged as a "black-box" tool to expedite the process of variational inference. But applying VMP in practice still presents subtle challenges, and the existing literature does not contain the steps that…
Chalmers University of Technology(查尔姆斯理工大学);University of Gothenburg(哥德堡大学)
Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in probability theory in general and in machine learning in particular. A Markov chain is devised so that its stationary distribution is some probability distribution of interest. Then one samples from the given distribution by running the Markov chain for a "long time" until it appears to be stationary and then collects the sample. However these chains are often very complex and there are no theoretical guarantees that stationarity is actually reached. In this paper we study the Gibbs sampler of the posterior distribution of a very sim…
The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success of the model in practical large scale applications. In this article, we introduce a blocking scheme to the collapsed Gibbs sampler for the LDA model which can, with a theoretical guarantee, improve chain mixing efficiency. We develop two procedures, an O(K)-step backward simulatio…
Mixed-membership (MM) models such as Latent Dirichlet Allocation (LDA) have been applied to microbiome compositional data to identify latent subcommunities of microbial species. These subcommunities are informative for understanding the biological interplay of microbes and for predicting health outcomes. However, microbiome compositions typically display substantial cross-sample heterogeneities in subcommunity compositions -- that is, the variability in the proportions of microbes in shared subcommunities across samples -- which is not accounted for in prior analyses. As a result, LDA can prod…
Dust particles recovered from the soles of shoes may be indicative of the sites recently visited by an individual, and, in particular, of the presence of an individual at a particular site of interest, e.g., the scene of a crime. By describing the dust profile of a given site by a multinomial distribution over a fixed number of dust particle types, we can define the probability distribution of the mixture of dust recovered from the sole of a shoe via Latent Dirichlet Allocation. We use Variational Bayesian Inference to study the parameters of the model, and use their resulting posterior distri…
University of Washington(华盛顿大学);Massachusetts Institute of Technology(麻省理工学院)
We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating cluster parameters. The second approach marginalizes out several cluster parameters by taking advantage of approximations to the conditional posteriors. We empirically demonstrate (1) the effectiveness of this approximation for improving convergence, (2) the benefits of the Dirichlet process model over alternative clustering techniques for ranked data, and (3) t…
University of Massachusetts(马萨诸塞大学);Princeton University(普林斯顿大学)
Recent advances in topic models have explored complicated structured distributions to represent topic correlation. For example, the pachinko allocation model (PAM) captures arbitrary, nested, and possibly sparse correlations between topics using a directed acyclic graph (DAG). While PAM provides more flexibility and greater expressive power than previous models like latent Dirichlet allocation (LDA), it is also more difficult to determine the appropriate topic structure for a specific dataset. In this paper, we propose a nonparametric Bayesian prior for PAM based on a variant of the hierarchic…
We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent Dirichlet allocation (sLDA) model. We evaluate our method on two real-world classification problems and two real-world regression problems. Bayesian nonparametric regression models based on the Dirichlet process, such as the Dirichlet process-generalised linear models (DP-GLM) h…
We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to a cluster is generated via the same Hawkes process with specific parameters, and different clusters correspond to different Hawkes processes. The prior distribution of the Hawkes processes is controlled via a Dirichlet distribution. We learn the model via a maximum likelihood estimator (MLE) and propose an effective variational Bayesian inference algorithm.…
In this article we propose an improvement on the sequential updating and greedy search (SUGS) algorithm Wang and Dunson for fast fitting of Dirichlet process mixture models. The SUGS algorithm provides a means for very fast approximate Bayesian inference for mixture data which is particularly of use when data sets are so large that many standard Markov chain Monte Carlo (MCMC) algorithms cannot be applied efficiently, or take a prohibitively long time to converge. In particular, these ideas are used to initially interrogate the data, and to refine models such that one can potentially apply exa…
University of Bath(巴斯大学);University of Bristol(布里斯托尔大学)
We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and interchangeable Dirichlet process priors to learn the structure. The introduction of the Dirichlet process as a specific structural prior allows our model to circumvent issues associated with previous Gaussian process latent variable models. Inference is performed by deriving an efficient variational bound on the marginal log-likelihood on the model.
For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of our adaptive batch-size Gibbs sampler by comparing it against the collapsed Gibbs sampler for Bayesian Lasso, Dirichlet Process Mixture Models (DPMM) and Latent Dirichlet Allocation (LDA) graphical models.
Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have been investigated in a Bayesian nonparametric approach to species sampling problems as alternatives to the Dirichlet and the Pitman-Yor process priors. Here we derive marginals of conditional and unconditional multivariate distributions arising from exchangeable Gibbs partitions to obtain explicit formulas for joint falling factorial moments of corresponding c…
Inference in Bayesian statistics involves the evaluation of marginal likelihood integrals. We present algebraic algorithms for computing such integrals exactly for discrete data of small sample size. Our methods apply to both uniform priors and Dirichlet priors. The underlying statistical models are mixtures of independent distributions, or, in geometric language, secant varieties of Segre-Veronese varieties.
We present a hybrid algorithm for Bayesian topic models that combines the efficiency of sparse Gibbs sampling with the scalability of online stochastic inference. We used our algorithm to analyze a corpus of 1.2 million books (33 billion words) with thousands of topics. Our approach reduces the bias of variational inference and generalizes to many Bayesian hidden-variable models.
In this technical report, we present jLDADMM---an easy-to-use Java toolkit for conventional topic models. jLDADMM is released to provide alternatives for topic modeling on normal or short texts. It provides implementations of the Latent Dirichlet Allocation topic model and the one-topic-per-document Dirichlet Multinomial Mixture model (i.e. mixture of unigrams), using collapsed Gibbs sampling. In addition, jLDADMM supplies a document clustering evaluation to compare topic models. jLDADMM is open-source and available to download at: https://github.com/datquocnguyen/jLDADMM
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be considered. Dependence is induced via a set of latent processes and exploit the conjugacy property between the Dirichlet and the multinomial processes to ensure that the marginal law for each element of the set is a Dirichlet process. Dependence is characterised through the correlation between any two elements. Posterior distributions are obtained when we us…
Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop population variational Bayes, a new approach for using Bayesian modeling to analyze streams of data. It approximates a new type of distribution, the population posterior, which combines the notion of a population distribution of the data with Bayesian inference in a probabilistic model. We study our method with latent Dirichlet allocation and Dirichlet process mixtur…
In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it with LDA. In this variable selection model for LDA (vsLDA), topics are multinomial distributions over a subset of the vocabulary, and by excluding words that are not informative for finding the latent topic structure of the corpus, vsLDA finds topics that are more robust and discri…
Privacy preserving networks can be modelled as decentralized networks (e.g., sensors, connected objects, smartphones), where communication between nodes of the network is not controlled by an all-knowing, central node. For this type of networks, the main issue is to gather/learn global information on the network (e.g., by optimizing a global cost function) while keeping the (sensitive) information at each node. In this work, we focus on text information that agents do not want to share (e.g., text messages, emails, confidential reports). We use recent advances on decentralized optimization and…
Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior model, a computationally efficient stochastic approximation version of the marginal likelihood is proposed and large-sample theory is presented. By restricting the support to a finite grid, a simulated annealing method is employed to maximize the marginal likelihood and estimate the support. Real and simulated data examples show that this novel stochastic appro…
Bayesian network structure learning is often performed in a Bayesian setting, by evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an objective function and return the maximum a posteriori network as the learned model. For discrete Bayesian networks, the canonical choice for a posterior score is the Bayesian Dirichlet equivalent uniform (BDeu) marginal likelihood with a uniform (U) graph prior (Heckerman et al., 1995). Its favourable theoretical properties descend from assuming a uniform pr…
Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet Processes (HDP), remain prohibitively slow. One promising path forward is to exploit the submodularity inherent in Indian Buffet Process (IBP) to derive near-optimal solutions in polynomial time. In this work, I will present a brief tutorial on Bayesian nonparametric methods, especially as they are applied to topic modeling. I will show a comparison between differ…
We investigate the class of $σ$-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular discrete RPMs used in Bayesian nonparametrics, such as the Dirichlet process, Pitman-Yor process, the normalized inverse Gaussian process and the normalized generalized Gamma process. We show how certain sampling properties and marginal characterizations of $σ$-stable Poisson-Kingman RPMs can be usefully exploited for devising a Markov chain Monte Carlo (MCMC) algorit…
University of Electronic Science and Technology of China(电子科技大学)
We study the problem of multimodal generative modelling of images based on generative adversarial networks (GANs). Despite the success of existing methods, they often ignore the underlying structure of vision data or its multimodal generation characteristics. To address this problem, we introduce the Dirichlet prior for multimodal image generation, which leads to a new Latent Dirichlet Allocation based GAN (LDAGAN). In detail, for the generative process modelling, LDAGAN defines a generative mode for each sample, determining which generative sub-process it belongs to. For the adversarial train…
We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental LDA can process massive document collections, does not require to set a learning rate, converges faster to a local optimum of the variational bound and enjoys the attractive property of monotonically increasing it. We study the performance of incremental LDA on large benchmark data sets. We further introduce a stochastic approximation of incremental variation…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in the additional unknown structural parameter. As an alternative to existing profile likelihood methods, we treat predictive recursion as a filter approximation to fitting a fully Bayes model, whereby an approximate marginal likelihood of the structural parameter emerges and can be used for inference. We call this the predictive recursion marginal likelihood.…
It is challenging to develop stochastic gradient based scalable inference for deep discrete latent variable models (LVMs), due to the difficulties in not only computing the gradients, but also adapting the step sizes to different latent factors and hidden layers. For the Poisson gamma belief network (PGBN), a recently proposed deep discrete LVM, we derive an alternative representation that is referred to as deep latent Dirichlet allocation (DLDA). Exploiting data augmentation and marginalization techniques, we derive a block-diagonal Fisher information matrix and its inverse for the simplex-co…
Unifund CCR, LLC(Unifund CCR有限责任公司);University of Cincinnati(辛辛那提大学)
A text mining approach is proposed based on latent Dirichlet allocation (LDA) to analyze the Consumer Financial Protection Bureau (CFPB) consumer complaints. The proposed approach aims to extract latent topics in the CFPB complaint narratives, and explores their associated trends over time. The time trends will then be used to evaluate the effectiveness of the CFPB regulations and expectations on financial institutions in creating a consumer oriented culture that treats consumers fairly and prioritizes consumer protection in their decision making processes. The proposed approach can be easily …
In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during model fitting. Posterior inference is carried out using a Markov chain Monte Carlo algorithm based on a marginalized version of the proposed model. The model is illustrated using simulated examples and two real datasets, namely the coal- mining disasters, that is a widely used dataset for illustrative purpose, and a dataset of indoor radon recordings. With …
Latent Dirichlet Allocation (LDA) is a popular topic modeling technique for discovery of hidden semantic architecture of text datasets, and plays a fundamental role in many machine learning applications. However, like many other machine learning algorithms, the process of training a LDA model may leak the sensitive information of the training datasets and bring significant privacy risks. To mitigate the privacy issues in LDA, we focus on studying privacy-preserving algorithms of LDA model training in this paper. In particular, we first develop a privacy monitoring algorithm to investigate the …
NTT DATA Mathematical Systems Inc.(NTT数据数学系统公司);Tokyo Institute of Technology(东京工业大学)
Latent Dirichlet allocation (LDA) obtains essential information from data by using Bayesian inference. It is applied to knowledge discovery via dimension reducing and clustering in many fields. However, its generalization error had not been yet clarified since it is a singular statistical model where there is no one-to-one mapping from parameters to probability distributions. In this paper, we give the exact asymptotic form of its generalization error and marginal likelihood, by theoretical analysis of its learning coefficient using algebraic geometry. The theoretical result shows that the Bay…
In this paper, we showed that the no-arbitrage condition holds if the market follows the mixture of the geometric Brownian motion (GBM). The mixture of GBM can incorporate heavy-tail behavior of the market. It automatically leads us to model the risk and return of multiple asset portfolios via the nonparametric Bayesian method. We present a Dirichlet Process (DP) prior via an urn-scheme for univariate modeling of the single asset return. This DP prior is presented in the spirit of dependent DP. We extend this approach to introduce a multivariate distribution to model the return on multiple ass…
Efficiently Computed Marginal Likelihoods for Multivariate Mixture Models
Laboratoire de Mathématiques Blaise Pascal, CNRS, Université Clermont Auvergne(布莱斯·帕斯卡数学实验室,法国国家科学研究中心,克莱蒙奥弗涅大学);CNRS, MAP5, Université Paris Cité(法国国家科学研究中心,MAP5,巴黎西岱大学);Departments of Statistics and Sociology, University of Washington(华盛顿大学统计与社会学系)
University of California, Irvine(加州大学欧文分校);University of Pennsylvania(宾夕法尼亚大学);Microsoft Research(微软研究院);National Institute of Standards and Technology(国家标准与技术研究院)
The problem of topic modeling can be seen as a generalization of the clustering problem, in that it posits that observations are generated due to multiple latent factors (e.g., the words in each document are generated as a mixture of several active topics, as opposed to just one). This increased representational power comes at the cost of a more challenging unsupervised learning problem of estimating the topic probability vectors (the distributions over words for each topic), when only the words are observed and the corresponding topics are hidden. We provide a simple and efficient learning pr…
We consider the question of Markov chain Monte Carlo sampling from a general stick-breaking Dirichlet process mixture model, with concentration parameter alpha. This paper introduces a Gibbs sampling algorithm that combines the slice sampling approach of Walker (2007) and the retrospective sampling approach of Papaspiliopoulos and Roberts (2008). Our general algorithm is implemented as efficient open source C++ software, available as an R package, and is based on a blocking strategy similar to that suggested by Papaspiliopoulos (2008) and implemented by Yau et al (2011). We discuss the difficu…
The use of non parametric hidden Markov models with finite state space is flourishing in practice while few theoretical guarantees are known in this framework. Here, we study asymptotic guarantees for these models in the Bayesian framework. We obtain posterior concentration rates with respect to the $L_1$-norm on joint marginal densities of consecutive observations in a general theorem. We apply this theorem to two cases and obtain minimax concentration rates. We consider discrete observations with emission distributions distributed from a Dirichlet process and continuous observations with emi…
University of Maryland(马里兰大学);UC Santa Barbara(加州大学圣巴巴拉分校)
We provide an end-to-end differentially private spectral algorithm for learning LDA, based on matrix/tensor decompositions, and establish theoretical guarantees on utility/consistency of the estimated model parameters. The spectral algorithm consists of multiple algorithmic steps, named as "{edges}", to which noise could be injected to obtain differential privacy. We identify \emph{subsets of edges}, named as "{configurations}", such that adding noise to all edges in such a subset guarantees differential privacy of the end-to-end spectral algorithm. We characterize the sensitivity of the edges…
Fraunhofer IAIS(弗劳恩霍夫智能分析与信息系统研究所);University of Bonn(波恩大学)
Understanding the adaptation process of plants to drought stress is essential in improving management practices, breeding strategies as well as engineering viable crops for a sustainable agriculture in the coming decades. Hyper-spectral imaging provides a particularly promising approach to gain such understanding since it allows to discover non-destructively spectral characteristics of plants governed primarily by scattering and absorption characteristics of the leaf internal structure and biochemical constituents. Several drought stress indices have been derived using hyper-spectral imaging. …
Graphical models are used to describe the conditional independence relations in multivariate data. They have been used for a variety of problems, including log-linear models (Liu and Massam, 2006), network analysis (Holland and Leinhardt, 1981; Strauss and Ikeda, 1990; Wasserman and Pattison, 1996; Pattison and Wasserman, 1999; Robins et al., 1999);, graphical Gaussian models (Roverato and Whittaker, 1998; Giudici and Green, 1999; Marrelec and Benali, 2006), and genetics (Dobra et al., 2004). A distribution that satisfies the conditional independence structure of a graph is Markov. A graphical…
University of Missouri(密苏里大学);Naval Surface Warfare Center(海军水面作战中心)
Topic models (e.g., pLSA, LDA, SLDA) have been widely used for segmenting imagery. These models are confined to crisp segmentation. Yet, there are many images in which some regions cannot be assigned a crisp label (e.g., transition regions between a foggy sky and the ground or between sand and water at a beach). In these cases, a visual word is best represented with partial memberships across multiple topics. To address this, we present a partial membership latent Dirichlet allocation (PM-LDA) model and associated parameter estimation algorithms. Experimental results on two natural image datas…
This project demonstrated a methodology to estimating cooperate credibility with a Natural Language Processing approach. As cooperate transparency impacts both the credibility and possible future earnings of the firm, it is an important factor to be considered by banks and investors on risk assessments of listed firms. This approach of estimating cooperate credibility can bypass human bias and inconsistency in the risk assessment, the use of large quantitative data and neural network models provides more accurate estimation in a more efficient manner compare to manual assessment. At the beginn…
Latent Dirichlet allocation (LDA) is widely used for unsupervised topic modelling on sets of documents. No temporal information is used in the model. However, there is often a relationship between the corresponding topics of consecutive tokens. In this paper, we present an extension to LDA that uses a Markov chain to model temporal information. We use this new model for acoustic unit discovery from speech. As input tokens, the model takes a discretised encoding of speech from a vector quantised (VQ) neural network with 512 codes. The goal is then to map these 512 VQ codes to 50 phone-like unit…
Developing efficient and scalable algorithms for Latent Dirichlet Allocation (LDA) is of wide interest for many applications. Previous work has developed an O(1) Metropolis-Hastings sampling method for each token. However, the performance is far from being optimal due to random accesses to the parameter matrices and frequent cache misses. In this paper, we first carefully analyze the memory access efficiency of existing algorithms for LDA by the scope of random access, which is the size of the memory region in which random accesses fall, within a short period of time. We then develop WarpLDA, …
Feature extraction has gained increasing attention in the field of machine learning, as in order to detect patterns, extract information, or predict future observations from big data, the urge of informative features is crucial. The process of extracting features is highly linked to dimensionality reduction as it implies the transformation of the data from a sparse high-dimensional space, to higher level meaningful abstractions. This dissertation employs Neural Networks for distributed paragraph representations, and Latent Dirichlet Allocation to capture higher level features of paragraph vect…
University of Missouri(密苏里大学);University of Florida(佛罗里达大学);Naval Surface Warfare Center(海军水面战中心)
Topic models (e.g., pLSA, LDA, sLDA) have been widely used for segmenting imagery. However, these models are confined to crisp segmentation, forcing a visual word (i.e., an image patch) to belong to one and only one topic. Yet, there are many images in which some regions cannot be assigned a crisp categorical label (e.g., transition regions between a foggy sky and the ground or between sand and water at a beach). In these cases, a visual word is best represented with partial memberships across multiple topics. To address this, we present a partial membership latent Dirichlet allocation (PM-LDA…
NTT DATA Mathematical Systems Inc.(NTT数据数学系统株式会社);Tokyo Institute of Technology(东京工业大学)
Latent Dirichlet allocation (LDA) is useful in document analysis, image processing, and many information systems; however, its generalization performance has been left unknown because it is a singular learning machine to which regular statistical theory can not be applied. Stochastic matrix factorization (SMF) is a restricted matrix factorization in which matrix factors are stochastic; the column of the matrix is in a simplex. SMF is being applied to image recognition and text mining. We can understand SMF as a statistical model by which a stochastic matrix of given data is represented by a pr…
Latent Dirichlet Allocation (LDA) is a topic model widely used in natural language processing and machine learning. Most approaches to training the model rely on iterative algorithms, which makes it difficult to run LDA on big corpora that are best analyzed in parallel and distributed computational environments. Indeed, current approaches to parallel inference either don't converge to the correct posterior or require storage of large dense matrices in memory. We present a novel sampler that overcomes both problems, and we show that this sampler is faster, both empirically and theoretically, th…
Topic modeling, a method for extracting the underlying themes from a collection of documents, is an increasingly important component of the design of intelligent systems enabling the sense-making of highly dynamic and diverse streams of text data. Traditional methods such as Dynamic Topic Modeling (DTM) do not lend themselves well to direct parallelization because of dependencies from one time step to another. In this paper, we introduce and empirically analyze Clustered Latent Dirichlet Allocation (CLDA), a method for extracting dynamic latent topics from a collection of documents. Our approa…
This article aims to combine factor investing and reinforcement learning (RL). The agent learns through sequential random allocations which rely on firms' characteristics. Using Dirichlet distributions as the driving policy, we derive closed forms for the policy gradients and analytical properties of the performance measure. This enables the implementation of REINFORCE methods, which we perform on a large dataset of US equities. Across a large range of parametric choices, our result indicates that RL-based portfolios are very close to the equally-weighted (1/N) allocation. This implies that th…