1.LDA Theme Model
Given a priori probability parameter αβ, the subject mixed parameter θ, set subject z, the joint distribution of the set word w is
(1)
2.variational Inference
1>variational distribution
Variational Inference algorithm Introduction to the variational distribution:
(3)
is substituted as a posteriori probability p (θ, z, w |α,β). The parameters γ and φ of the variational distribution are obtained by solving the optimization process.
2> a log likelihood function of document, using Jensen inequality
(4)
Thus we see this Jensen ' s inequality provides us with a lower bound on the log likelihood for an arbitrary variational dis Tribution Q (θ,z |γ,φ)
The right end of the formula is represented by L (γ,φ;α,β), which introduces the γ,φ parameter, the vairitional distribution and the true posterior distribution deviation,
Is KL divergence:
(5)
Maximizes the lower bound of L (γ,φ;α,β), which is equivalent to the KL divergence that minimizes the posterior probability of a variable and the true posterior probability. Substituting (4) (1) (3) to obtain
(6)
Γ,α,β all parameters are obtained by using the log likelihood function to obtain the partial derivative
Reference: David Blei
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LDA variational inference Note, LDA parametric solution