another walkthrough of variational bayes
play

Another Walkthrough of Variational Bayes Bevan Jones ML for NLP - PowerPoint PPT Presentation

Another Walkthrough of Variational Bayes Bevan Jones ML for NLP Reading Group The University of Edinburgh 18 th of October, 2012 2 Variational Bayes? Bayes Bayes Theorem But the integral is intractable! Sampling Gibbs,


  1. Optimizing F • Apply Lagrange multipliers just like before • In this case, we have simply replaced z , x , and θ with vectors • The math is exactly the same • But we need to find the expectations we skipped before – Plug in the Dirichlet and multinomial distributions 84

  2. Optimal q(z, θ ) • Borrowed from the Mean Field Example • See slides 62-63 • All we need to do is apply the particulars of the mixture model 85

  3. Optimal q θ ( θ ) • Factorize q θ ( θ ) To get 86

  4. Optimal q φ ( φ ) : The Expectation 87

  5. Optimal q φ ( φ ) : The Expectation 88

  6. Dirichlet Distribution • Notable for being the conjugate prior of the multinomial 89

  7. Optimal q φ ( φ ) : The Numerator 90

  8. Optimal q φ ( φ ) : The Numerator Def. of Dirichlet 91

  9. Optimal q φ ( φ ) : The Numerator Previous slide 92

  10. Optimal q φ ( φ ) : The Numerator 93

  11. Optimal q φ ( φ ) : The Numerator 94

  12. Optimal q φ ( φ ) : The Numerator 95

  13. Optimal q φ ( φ ): The Normalization 96

  14. Optimal q φ ( φ ): The Normalization from previous slide 97

  15. Optimal q φ ( φ ): The Normalization 98

  16. Optimal q φ ( φ ): The Normalization Def. of Dirichlet 99

  17. Optimal q φ ( φ ): The Normalization 100

  18. Optimal q φ ( φ ) : Conjugacy Helps 101

Download Presentation
Download Policy: The content available on the website is offered to you 'AS IS' for your personal information and use only. It cannot be commercialized, licensed, or distributed on other websites without prior consent from the author. To download a presentation, simply click this link. If you encounter any difficulties during the download process, it's possible that the publisher has removed the file from their server.

Recommend


More recommend