Streaming Variational Inference for Dirichlet Process Mixtures

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Viet Huynh, Dinh Phung, Svetha Venkatesh ;
Asian Conference on Machine Learning, PMLR 45:237-252, 2016.

Abstract

Bayesian nonparametric models are theoretically suitable to learn streaming data due to their complexity relaxation to the volume of observed data. However, most of the existing variational inference algorithms are not applicable to streaming applications since they require truncation on variational distributions. In this paper, we present two truncation-free variational algorithms, one for mix-membership inference called TFVB (truncation-free variational Bayes), and the other for hard clustering inference called TFME (truncation-free maximization expectation). With these algorithms, we further developed a streaming learning framework for the popular Dirichlet process mixture (DPM) models. Our experiments demonstrate the usefulness of our framework in both synthetic and real-world data.

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