Augment and Reduce: Stochastic Inference for Large Categorical Distributions
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Proceedings of the 35th International Conference on Machine Learning, PMLR 80:44034412, 2018.
Abstract
Categorical distributions are ubiquitous in machine learning, e.g., in classification, language models, and recommendation systems. However, when the number of possible outcomes is very large, using categorical distributions becomes computationally expensive, as the complexity scales linearly with the number of outcomes. To address this problem, we propose augment and reduce (A&R), a method to alleviate the computational complexity. A&R uses two ideas: latent variable augmentation and stochastic variational inference. It maximizes a lower bound on the marginal likelihood of the data. Unlike existing methods which are specific to softmax, A&R is more general and is amenable to other categorical models, such as multinomial probit. On several largescale classification problems, we show that A&R provides a tighter bound on the marginal likelihood and has better predictive performance than existing approaches.
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