Online Bayesian Passive-Aggressive Learning


Tianlin Shi, Jun Zhu ;
Proceedings of the 31st International Conference on Machine Learning, PMLR 32(1):378-386, 2014.


Online Passive-Aggressive (PA) learning is an effective framework for performing max-margin online learning. But the deterministic formulation and estimated single large-margin model could limit its capability in discovering descriptive structures underlying complex data. This paper presents online Bayesian Passive-Aggressive (BayesPA) learning, which subsumes the online PA and extends naturally to incorporate latent variables and perform nonparametric Bayesian inference, thus providing great flexibility for explorative analysis. We apply BayesPA to topic modeling and derive efficient online learning algorithms for max-margin topic models. We further develop nonparametric methods to resolve the number of topics. Experimental results on real datasets show that our approaches significantly improve time efficiency while maintaining comparable results with the batch counterparts.

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