We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a three-level hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, in turn, modeled as an infinite mixture over an underlying set of topic probabilities. In the context of text modeling, the topic probabilities provide an explicit representation of a document. We present efficient approximate inference techniques based on variational methods and an EM algorithm for empirical Bayes parameter estimation. We report results in document modeling, text classification, and collaborative filtering, comparing to a mixture of unigrams model and the probabilistic LSI model.

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Latent dirichlet allocation

We propose a generative model for text and other collections of discrete data that generalizes or improves on several previous models including naive Bayes/unigram, mixture of unigrams [6], and Hof-mann's aspect model, also known as probabilistic latent semantic indexing (pLSI) [3]. In the context of text modeling, our model posits that each document is generated as a mixture of topics, where the continuous-valued mixture proportions are distributed as a latent Dirichlet random variable. Inference and learning are carried out efficiently via variational algorithms. We present empirical results on applications of this model to problems in text modeling, collaborative filtering, and text classification.

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Latent Dirichlet Allocation

Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Machine Learning : A Probabilistic Perspective

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Convex Analysisの二,三の進展について

This paper presents a novel practical framework for Bayesian model averaging and model selection in probabilistic graphical models. Our approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner. These posteriors fall out of a free-form optimization procedure, which naturally incorporates conjugate priors. Unlike in large sample approximations, the posteriors are generally non-Gaussian and no Hessian needs to be computed. Predictive quantities are obtained analytically. The resulting algorithm generalizes the standard Expectation Maximization algorithm, and its convergence is guaranteed. We demonstrate that this approach can be applied to a large class of models in several domains, including mixture models and source separation.

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A Variational Baysian Framework for Graphical Models

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. This approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner without resorting to sampling methods. Unlike in the Laplace approximation, these posteriors are generally non-Gaussian and no Hessian needs to be computed. The resulting algorithm generalizes the standard Expectation Maximization algorithm, and its convergence is guaranteed. I demonstrate that this algorithm can be applied to a large class of models in several domains, including unsupervised clustering and blind source separation.

Inferring parameters and structure of latent variable models by variational bayes

We introduce the independent factor analysis (IFA) method for recovering independent hidden sources from their observed mixtures. IFA generalizes and unifies ordinary factor analysis (FA), principal component analysis (PCA), and independent component analysis (ICA), and can handle not only square noiseless mixing but also the general case where the number of mixtures differs from the number of sources and the data are noisy. IFA is a two-step procedure. In the first step, the source densities, mixing matrix, and noise covariance are estimated from the observed data by maximum likelihood. For this purpose we present an expectation-maximization (EM) algorithm, which performs unsupervised learning of an associated probabilistic model of the mixing situation. Each source in our model is described by a mixture of gaussians; thus, all the probabilistic calculations can be performed analytically. In the second step, the sources are reconstructed from the observed data by an optimal nonlinear estimator. A variational approximation of this algorithm is derived for cases with a large number of sources, where the exact algorithm becomes intractable. Our IFA algorithm reduces to the one for ordinary FA when the sources become gaussian, and to an EM algorithm for PCA in the zero-noise limit. We derive an additional EM algorithm specifically for noiseless IFA. This algorithm is shown to be superior to ICA since it can learn arbitrary source densities from the data. Beyond blind separation, IFA can be used for modeling multidimensional data by a highly constrained mixture of gaussians and as a tool for nonlinear signal encoding.

Independent factor analysis

Blind source separation (BSS) is a challenging problem in real-world environments where sources are time delayed and convolved. The problem becomes more difficult in very reverberant conditions, with an increasing number of sources, and geometric configurations of the sources such that finding directionality is not sufficient for source separation. In this paper, we propose a new algorithm that exploits higher order frequency dependencies of source signals in order to separate them when they are mixed. In the frequency domain, this formulation assumes that dependencies exist between frequency bins instead of defining independence for each frequency bin. In this manner, we can avoid the well-known frequency permutation problem. To derive the learning algorithm, we define a cost function, which is an extension of mutual information between multivariate random variables. By introducing a source prior that models the inherent frequency dependencies, we obtain a simple form of a multivariate score function. In experiments, we generate simulated data with various kinds of sources in various environments. We evaluate the performances and compare it with other well-known algorithms. The results show the proposed algorithm outperforms the others in most cases. The algorithm is also able to accurately recover six sources with six microphones. In this case, we can obtain about 16-dB signal-to-interference ratio (SIR) improvement. Similar performance is observed in real conference room recordings with three human speakers reading sentences and one loudspeaker playing music

Blind Source Separation Exploiting Higher-Order Frequency Dependencies

We present topic-regression multi-modal Latent Dirich-let Allocation (tr-mmLDA), a novel statistical topic model for the task of image and video annotation. At the heart of our new annotation model lies a novel latent variable regression approach to capture correlations between image or video features and annotation texts. Instead of sharing a set of latent topics between the 2 data modalities as in the formulation of correspondence LDA in [2], our approach introduces a regression module to correlate the 2 sets of topics, which captures more general forms of association and allows the number of topics in the 2 data modalities to be different. We demonstrate the power of tr-mmLDA on 2 standard annotation datasets: a 5000-image subset of COREL and a 2687-image LabelMe dataset. The proposed association model shows improved performance over correspondence LDA as measured by caption perplexity.

Hagai Attias

Papers

A Variational Baysian Framework for Graphical Models

Inferring parameters and structure of latent variable models by variational bayes

Independent factor analysis

Blind Source Separation Exploiting Higher-Order Frequency Dependencies

Topic regression multi-modal Latent Dirichlet Allocation for image annotation