Related papers: Streaming Variational Bayes
We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…
Variational Bayes is a popular method for approximate inference but its derivation can be cumbersome. To simplify the process, we give a 3-step recipe to identify the posterior form by explicitly looking for linearity with respect to…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…
We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…
Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…
Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…
In many real-world scenarios, distribution shifts exist in the streaming data across time steps. Many complex sequential data can be effectively divided into distinct regimes that exhibit persistent dynamics. Discovering the shifted…
Recent advances have made it feasible to apply the stochastic variational paradigm to a collapsed representation of latent Dirichlet allocation (LDA). While the stochastic variational paradigm has successfully been applied to an uncollapsed…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…
Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…
We develop a data driven approach to perform clustering and end-to-end feature learning simultaneously for streaming data that can adaptively detect novel clusters in emerging data. Our approach, Adaptive Nonparametric Variational…
Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…
Latent Dirichlet Allocation (LDA) is a foundational model for discovering latent thematic structure in discrete data, but its Dirichlet prior cannot represent the rich correlations and hierarchical relationships often present among topics.…
Data collection at a massive scale is becoming ubiquitous in a wide variety of settings, from vast offline databases to streaming real-time information. Learning algorithms deployed in such contexts must rely on single-pass inference, where…
Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…
Stratified random sampling (SRS) is a fundamental sampling technique that provides accurate estimates for aggregate queries using a small size sample, and has been used widely for approximate query processing. A key question in SRS is how…
Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…
Variational Bayes (VB) applied to latent Dirichlet allocation (LDA) has become the most popular algorithm for aspect modeling. While sufficiently successful in text topic extraction from large corpora, VB is less successful in identifying…