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Hierarchical Dirichlet Processes AMS 241, Fall 2010 Vadim von - PowerPoint PPT Presentation

Hierarchical Dirichlet Processes AMS 241, Fall 2010 Vadim von Brzeski vvonbrze@ucsc.edu Reference Hierarchical Dirichlet Processes , Y. Teh, M. Jordan, M. Beal, D. Blei, Technical Report 653, Statistics, UC Berkeley, 2004. Also


  1. Hierarchical Dirichlet Processes AMS 241, Fall 2010 Vadim von Brzeski vvonbrze@ucsc.edu

  2. Reference • Hierarchical Dirichlet Processes , Y. Teh, M. Jordan, M. Beal, D. Blei, Technical Report 653, Statistics, UC Berkeley, 2004. – Also published in NIPS 2004 : Sharing Clusters among Related Groups: Hierarchical Dirichlet Processes • Some figures and equations shown here are directly taken from the above references (indicated if so) 2

  3. ✄ ✑ ✑ ✟ ✄ ✜ ☎ ✕ ✟ ☎ ✠ ✑ ✛ ✘ ☎ ✙ ✚ ☎ ✠ ✖ ✠ ✢ ✠ ✝ ✝ ✞ ✟ ✡ ✞ ✠ ☛ ✏ ✍✎ ☎ ✏ ✠ ✟ Source: Teh, 2004. 3 ✒✔✓ The HDP Prior ✡✗✖ ✄✆☎ ✄✆☎ �✂✁ �✌☞

  4. ✔ ✢ ✕ ✖ ✠ ✗ ✠ ✘ ✒ ✙ ✓ ✚ ✛ ✖ ✠ ✗ ✠ ✘ ✒ � ✒ ✜ ✁ ✆ ✠✡ ✆ ☞ ☛ ☛ ✏ ✁ ✞ ✑ ✄ ✁ ✂ ✍ ✂☎✄ ✝✟✞ ✂☎☛ ✌✎✍ Going back to original definition of DP, we can derive relationship between and : 4 Source: Teh, 2004.

  5. ✄ � ✄ ✂ ✁ ✂ ✁ � ✂ ✁ ✆ ☎ ✂ ✁ � ✄ ✄ ✂ ✁ ✁ ✂ ✄ ✄ ✁ ✂ � ✁ ✂ ✄ ✄ 5 ☎✝✆ ☎✝✆ ☎✞✆

  6. � ✁ ✆ ✝✞ ✟✠ ✌ ✍ 6 ✡☞☛ ✂☎✄ G 0 G j

  7. � ✌ ☞ ✍ ✔ ✄ ✓ ✎ ✒ ✍ ✌ ☞ ✎ ✌ ✑ ✁ ✌ ☞ ✌ ☞ ☛ ✡ ✠ ✞✟ ✝ ✄ ✕✗✖ ✍✏✎ ✍✏✎ ✂✄✆☎ G 0

  8. � ✁ ✂ ✠ ☞ ✌ ✍ ✞ ✎ ✏ Prior and Data Model ✄✆☎ ✝✟✞ �☛✡ 8 Source: Teh, 2004.

  9. ✌ ✥ ★ ✥ ✫ ✜ ✦ ✜ ✩✪ ★ ✦✧ ✜ ✣ ✥ ✤ ✣ ✢ ✜ ✛ ✒ ✓ ✩✪ ✜ ✑ ✜ ✭ ✮✯ ✬✭ ✫ ✜ ✦ ✥ ✦ ✦ ✢ ✭ ✮✯ ✬✭ ✧ ✦ ✣ ✥ ✤ ✣ ✦ ✘ ✜ ✠✍ ✓ ✠✒ ✌ ✑ ✏ ✆ ✌ ✎ ✌ ✔ ✄ ☛☞ ✆ ✡ ✠ ✥ ✆ ☎ ✄ ✒ ✒ ✠ ✁ ✆ ✞ ✚ ✙ ✓ ✓ ✒ ✘ ✞ ✓ � ✗ ✕ ✠ ✆ ✞ ✖ ✆ ✕ ✦ Source: Teh, 2004. 9 ✝✟✞ �✂✁

  10. Application : Topic Modeling • Topic = (multinomial) distribution over words – Fixed size vocabulary; p(word | topic) – F : Multinomial kernel, H : Dirichlet() • Document = mixture of one or more topics • Goal = recover latent topics; use topics for clustering, finding related documents, etc. 10

  11. ✖ ✠ ✁ ✖ ✗ ✄ ✠ ✁ ✂ ✕ ✓ � ✌✔ ✓ ✠ ✌✏ ✎ ✠ ☛ � ✁ ✂ ✌ ☞ ✍ ✄✆☎ ✄✡✠ ☛✡✖ ✝✟✞ ✑✟✒ 3 TRUE TOPICS J = 6 docs (80 – 100 words / doc) p = [0.4, 0.3, 0.3] 2 – 3 mix components / doc Σ V (vocabulary size) = 10 11

  12. Inference via Gibbs Sampling 1. 2. 3. 12 Source: Teh, 2004.

  13. � � � � � � � TRUTH : ESTIMATE : For each x ji whose true component was k, we have B MCMC draws: { (1) , (2) ,….., (B) } ji ji ji 1 (B) = (b) ji ji Σ B b 1 k = (B) Σ 13 ji n k

  14. � ✁ Truth vs. Posterior Point and 10/90 Interval Estimates for E[ j | data ] 14 True Estimate j

  15. � ✁ Simulated Data Histograms vs. Est. Posterior Predictive : E[ j0 | data ] (b) via CRP config @ state b. For each doc j : avg (over states b = 1..B) draws of j0 15 Data Est Post. Predictive

  16. Simulated Data Distributions vs. Est. Posterior Predictive for New Observation x j0 Data histogram Data density est. Predictive x 0 16

  17. R Code Available • Works, but SLOOOOOOOOOW…. http://www.numberjack.net/download/classes/ams241/project/R 17

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