Sparse Stochastic Inference for Latent Dirichlet allocation

06/27/2012

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by   David Mimno, et al.

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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.