1,090 research outputs found
Quantifying Aspect Bias in Ordinal Ratings using a Bayesian Approach
User opinions expressed in the form of ratings can influence an individual's
view of an item. However, the true quality of an item is often obfuscated by
user biases, and it is not obvious from the observed ratings the importance
different users place on different aspects of an item. We propose a
probabilistic modeling of the observed aspect ratings to infer (i) each user's
aspect bias and (ii) latent intrinsic quality of an item. We model multi-aspect
ratings as ordered discrete data and encode the dependency between different
aspects by using a latent Gaussian structure. We handle the
Gaussian-Categorical non-conjugacy using a stick-breaking formulation coupled
with P\'{o}lya-Gamma auxiliary variable augmentation for a simple, fully
Bayesian inference. On two real world datasets, we demonstrate the predictive
ability of our model and its effectiveness in learning explainable user biases
to provide insights towards a more reliable product quality estimation.Comment: Accepted for publication in IJCAI 201
Reparameterizing the Birkhoff Polytope for Variational Permutation Inference
Many matching, tracking, sorting, and ranking problems require probabilistic
reasoning about possible permutations, a set that grows factorially with
dimension. Combinatorial optimization algorithms may enable efficient point
estimation, but fully Bayesian inference poses a severe challenge in this
high-dimensional, discrete space. To surmount this challenge, we start with the
usual step of relaxing a discrete set (here, of permutation matrices) to its
convex hull, which here is the Birkhoff polytope: the set of all
doubly-stochastic matrices. We then introduce two novel transformations: first,
an invertible and differentiable stick-breaking procedure that maps
unconstrained space to the Birkhoff polytope; second, a map that rounds points
toward the vertices of the polytope. Both transformations include a temperature
parameter that, in the limit, concentrates the densities on permutation
matrices. We then exploit these transformations and reparameterization
gradients to introduce variational inference over permutation matrices, and we
demonstrate its utility in a series of experiments
From here to infinity - sparse finite versus Dirichlet process mixtures in model-based clustering
In model-based-clustering mixture models are used to group data points into
clusters. A useful concept introduced for Gaussian mixtures by Malsiner Walli
et al (2016) are sparse finite mixtures, where the prior distribution on the
weight distribution of a mixture with components is chosen in such a way
that a priori the number of clusters in the data is random and is allowed to be
smaller than with high probability. The number of cluster is then inferred
a posteriori from the data.
The present paper makes the following contributions in the context of sparse
finite mixture modelling. First, it is illustrated that the concept of sparse
finite mixture is very generic and easily extended to cluster various types of
non-Gaussian data, in particular discrete data and continuous multivariate data
arising from non-Gaussian clusters. Second, sparse finite mixtures are compared
to Dirichlet process mixtures with respect to their ability to identify the
number of clusters. For both model classes, a random hyper prior is considered
for the parameters determining the weight distribution. By suitable matching of
these priors, it is shown that the choice of this hyper prior is far more
influential on the cluster solution than whether a sparse finite mixture or a
Dirichlet process mixture is taken into consideration.Comment: Accepted versio
Bayesian learning of joint distributions of objects
There is increasing interest in broad application areas in defining flexible
joint models for data having a variety of measurement scales, while also
allowing data of complex types, such as functions, images and documents. We
consider a general framework for nonparametric Bayes joint modeling through
mixture models that incorporate dependence across data types through a joint
mixing measure. The mixing measure is assigned a novel infinite tensor
factorization (ITF) prior that allows flexible dependence in cluster allocation
across data types. The ITF prior is formulated as a tensor product of
stick-breaking processes. Focusing on a convenient special case corresponding
to a Parafac factorization, we provide basic theory justifying the flexibility
of the proposed prior and resulting asymptotic properties. Focusing on ITF
mixtures of product kernels, we develop a new Gibbs sampling algorithm for
routine implementation relying on slice sampling. The methods are compared with
alternative joint mixture models based on Dirichlet processes and related
approaches through simulations and real data applications.Comment: Appearing in Proceedings of the 16th International Conference on
Artificial Intelligence and Statistics (AISTATS) 2013, Scottsdale, AZ, US
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