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Open AccessProceedings Article

Streaming Variational Bayes

TLDR
SDA-Bayes is presented, a framework for streaming updates to the estimated posterior of a Bayesian posterior, with variational Bayes (VB) as the primitive, and the usefulness of the framework is demonstrated by fitting the latent Dirichlet allocation model to two large-scale document collections.
Abstract
We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data—a case where SVI may be applied—and in the streaming setting, where SVI does not apply.

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Rényi divergence variational inference

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References
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Journal ArticleDOI

Latent dirichlet allocation

TL;DR: This work proposes 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, and Hofmann's aspect model.
Book

Graphical Models, Exponential Families, and Variational Inference

TL;DR: The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.
Journal ArticleDOI

Stochastic variational inference

TL;DR: Stochastic variational inference lets us apply complex Bayesian models to massive data sets, and it is shown that the Bayesian nonparametric topic model outperforms its parametric counterpart.
Proceedings Article

Hogwild: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent

TL;DR: In this paper, the authors present an update scheme called HOGWILD!, which allows processors access to shared memory with the possibility of overwriting each other's work, which achieves a nearly optimal rate of convergence.
Proceedings Article

Online Learning for Latent Dirichlet Allocation

TL;DR: An online variational Bayes (VB) algorithm for Latent Dirichlet Allocation (LDA) based on online stochastic optimization with a natural gradient step is developed, which shows converges to a local optimum of the VB objective function.
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