[Topic-models] Topic-models Digest, Vol 49, Issue 7

Wray Buntine wray.buntine at nicta.com.au
Thu Aug 19 19:26:09 EDT 2010


Gregor Heinrich wrote:
> Dear list experts --
>
> I was wondering whether someone has used or published a Monte-Carlo
> approach for the parameter of the exchangeable Dirichlet distribution
> (LDA's scalar alpha).
>
>
I'm pretty sure the distribution of these is log-concave so you can use
adaptive rejection sampling methods.

We take an entirely different approach, however for this when a full
Dirichlet is used, so for non-symmetric alpha.   You can replace the
Dirichlet by a Dirichlet Process or Pitman-Yor Process and then use an
efficient collapsed Gibbs
sampler.  Lan Du (ANU&NICTA) gets great results using this
(at another spot on the LDA) and its published in ECML-PKDD 2010, this year.
This collapsed Gibbs sampler is about 20 times faster than previous methods
for sampling with a DP or PYP.

Wray Buntine



--
Wray Buntine
Principal Researcher
Statistical Machine Learning

NICTA | Locked Bag 8001 | Canberra ACT 2601
T +61 2 6267 6323 | F +61 2 6267 6230
www.nicta.com.au | wray.buntine at nicta.com.au

>From imagination to impact.


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