English

An Instability in Variational Inference for Topic Models

Machine Learning 2018-02-05 v1

Abstract

Topic models are Bayesian models that are frequently used to capture the latent structure of certain corpora of documents or images. Each data element in such a corpus (for instance each item in a collection of scientific articles) is regarded as a convex combination of a small number of vectors corresponding to `topics' or `components'. The weights are assumed to have a Dirichlet prior distribution. The standard approach towards approximating the posterior is to use variational inference algorithms, and in particular a mean field approximation. We show that this approach suffers from an instability that can produce misleading conclusions. Namely, for certain regimes of the model parameters, variational inference outputs a non-trivial decomposition into topics. However --for the same parameter values-- the data contain no actual information about the true decomposition, and hence the output of the algorithm is uncorrelated with the true topic decomposition. Among other consequences, the estimated posterior mean is significantly wrong, and estimated Bayesian credible regions do not achieve the nominal coverage. We discuss how this instability is remedied by more accurate mean field approximations.

Keywords

Cite

@article{arxiv.1802.00568,
  title  = {An Instability in Variational Inference for Topic Models},
  author = {Behrooz Ghorbani and Hamid Javadi and Andrea Montanari},
  journal= {arXiv preprint arXiv:1802.00568},
  year   = {2018}
}

Comments

69 pages; 18 pdf figures

R2 v1 2026-06-23T00:08:22.699Z