Streaming Variational Bayes

07/25/2013 ∙ by Tamara Broderick, et al. ∙ 0

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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streaming_vb

This is code associated with the paper: Broderick, T, Boyd, N, Wibisono, A, Wilson, AC, and Jordan, MI. Streaming variational Bayes. Neural Information Processing Systems, 2013. papers.nips.cc/paper/4980-streaming-variational-bayes.pdf


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toolbox

This is the repository for the open source code in the amidst project.


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