A trust-region method for stochastic variational inference with applications to streaming data

Stochastic variational inference allows for fast posterior inference in complex Bayesian models. However, the algorithm is prone to local optima which can make the quality of the posterior approximation sensitive to the choice of hyperparameters and initialization. We address this problem by replacing the natural gradient step of stochastic varitional inference with a trust-region update. We show that this leads to generally better results and reduced sensitivity to hyperparameters. We also describe a new strategy for variational inference on streaming data and show that here our trust-region method is crucial for getting good performance.Comment: in Proceedings of the 32nd International Conference on Machine Learning, 201

A Generative Product-of-Filters Model of Audio

We propose the product-of-filters (PoF) model, a generative model that decomposes audio spectra as sparse linear combinations of "filters" in the log-spectral domain. PoF makes similar assumptions to those used in the classic homomorphic filtering approach to signal processing, but replaces hand-designed decompositions built of basic signal processing operations with a learned decomposition based on statistical inference. This paper formulates the PoF model and derives a mean-field method for posterior inference and a variational EM algorithm to estimate the model's free parameters. We demonstrate PoF's potential for audio processing on a bandwidth expansion task, and show that PoF can serve as an effective unsupervised feature extractor for a speaker identification task.Comment: ICLR 2014 conference-track submission. Added link to the source cod