Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models

Topic models, and more specifically the class of Latent Dirichlet Allocation (LDA), are widely used for probabilistic modeling of text. MCMC sampling from the posterior distribution is typically performed using a collapsed Gibbs sampler. We propose a parallel sparse partially collapsed Gibbs sampler and compare its speed and efficiency to state-of-the-art samplers for topic models on five well-known text corpora of differing sizes and properties. In particular, we propose and compare two different strategies for sampling the parameter block with latent topic indicators. The experiments show that the increase in statistical inefficiency from only partial collapsing is smaller than commonly assumed, and can be more than compensated by the speedup from parallelization and sparsity on larger corpora. We also prove that the partially collapsed samplers scale well with the size of the corpus. The proposed algorithm is fast, efficient, exact, and can be used in more modeling situations than the ordinary collapsed sampler.Comment: Accepted for publication in Journal of Computational and Graphical Statistic

Learning Topic Models and Latent Bayesian Networks Under Expansion Constraints

Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including probabilistic topic models and latent linear Bayesian networks, using only second-order observed moments. The sufficient conditions for identifiability of these models are primarily based on weak expansion constraints on the topic-word matrix, for topic models, and on the directed acyclic graph, for Bayesian networks. Because no assumptions are made on the distribution among the latent variables, the approach can handle arbitrary correlations among the topics or latent factors. In addition, a tractable learning method via $\ell_1$ optimization is proposed and studied in numerical experiments.Comment: 38 pages, 6 figures, 2 tables, applications in topic models and Bayesian networks are studied. Simulation section is adde

Scalable Bayesian Non-Negative Tensor Factorization for Massive Count Data

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed counts as well as infer the rank of the decomposition. Moreover, leveraging a reparameterization of the Poisson distribution as a multinomial facilitates conjugacy in the model and enables simple and efficient Gibbs sampling and variational Bayes (VB) inference updates, with a computational cost that only depends on the number of nonzeros in the tensor. The model also provides a nice interpretability for the factors; in our model, each factor corresponds to a "topic". We develop a set of online inference algorithms that allow further scaling up the model to massive tensors, for which batch inference methods may be infeasible. We apply our framework on diverse real-world applications, such as \emph{multiway} topic modeling on a scientific publications database, analyzing a political science data set, and analyzing a massive household transactions data set.Comment: ECML PKDD 201

Multi-Task Learning for Email Search Ranking with Auxiliary Query Clustering

User information needs vary significantly across different tasks, and therefore their queries will also differ considerably in their expressiveness and semantics. Many studies have been proposed to model such query diversity by obtaining query types and building query-dependent ranking models. These studies typically require either a labeled query dataset or clicks from multiple users aggregated over the same document. These techniques, however, are not applicable when manual query labeling is not viable, and aggregated clicks are unavailable due to the private nature of the document collection, e.g., in email search scenarios. In this paper, we study how to obtain query type in an unsupervised fashion and how to incorporate this information into query-dependent ranking models. We first develop a hierarchical clustering algorithm based on truncated SVD and varimax rotation to obtain coarse-to-fine query types. Then, we study three query-dependent ranking models, including two neural models that leverage query type information as additional features, and one novel multi-task neural model that views query type as the label for the auxiliary query cluster prediction task. This multi-task model is trained to simultaneously rank documents and predict query types. Our experiments on tens of millions of real-world email search queries demonstrate that the proposed multi-task model can significantly outperform the baseline neural ranking models, which either do not incorporate query type information or just simply feed query type as an additional feature.Comment: CIKM 201