Variable Selection for Latent Dirichlet Allocation

In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it with LDA. In this variable selection model for LDA (vsLDA), topics are multinomial distributions over a subset of the vocabulary, and by excluding words that are not informative for finding the latent topic structure of the corpus, vsLDA finds topics that are more robust and discriminative. We compare three models, vsLDA, LDA with symmetric priors, and LDA with asymmetric priors, on heldout likelihood, MCMC chain consistency, and document classification. The performance of vsLDA is better than symmetric LDA for likelihood and classification, better than asymmetric LDA for consistency and classification, and about the same in the other comparisons

Prediction Focused Topic Models for Electronic Health Records

Electronic Health Record (EHR) data can be represented as discrete counts over a high dimensional set of possible procedures, diagnoses, and medications. Supervised topic models present an attractive option for incorporating EHR data as features into a prediction problem: given a patient's record, we estimate a set of latent factors that are predictive of the response variable. However, existing methods for supervised topic modeling struggle to balance prediction quality and coherence of the latent factors. We introduce a novel approach, the prediction-focused topic model, that uses the supervisory signal to retain only features that improve, or do not hinder, prediction performance. By removing features with irrelevant signal, the topic model is able to learn task-relevant, interpretable topics. We demonstrate on a EHR dataset and a movie review dataset that compared to existing approaches, prediction-focused topic models are able to learn much more coherent topics while maintaining competitive predictions.Comment: Machine Learning for Health (ML4H) at NeurIPS 2019 - Extended Abstract. arXiv admin note: substantial text overlap with arXiv:1910.0549

Prediction Focused Topic Models via Feature Selection

Supervised topic models are often sought to balance prediction quality and interpretability. However, when models are (inevitably) misspecified, standard approaches rarely deliver on both. We introduce a novel approach, the prediction-focused topic model, that uses the supervisory signal to retain only vocabulary terms that improve, or at least do not hinder, prediction performance. By removing terms with irrelevant signal, the topic model is able to learn task-relevant, coherent topics. We demonstrate on several data sets that compared to existing approaches, prediction-focused topic models learn much more coherent topics while maintaining competitive predictions.Comment: AISTATS 2020. arXiv admin note: substantial text overlap with arXiv:1911.0855