Last updated: 2021-07-27
Checks: 2 0
Knit directory: ebpmf_data_analysis/
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Modified: script/fit_kos_NMF_F.R
Modified: topicView-app/app.R
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Welcome to my research website.
The goal is to find situations where our EB approach can imporve upon MLE (or Bayesian approaches like LDA). Some datsets used are: sla …
On simulated data1 (and more) & simulated data2 We can see our EB approach has the potential to beat MLE in terms of “False Discoveries” of important words & documents. However the requires initialization from close to the truth. So I hope that we can find applications where PMF fit is basically right but can be refined much better with EB approach, like in simulated data1
I first did fastTopics_on_sla. I find estimating \(F\) seems easier than estimating \(L\). Then on simulated data from sla: I compared MLE vs ebpmf-wbg and find EB gives much better estimate of \(\hat{L}\).
About asymmetry of \(L, F\): fastTopics_on_sla2, fastTopics_on_droplet
On real data (in development);
There are several interesting variants of LDA: Correlated Topic Model, sparse additive generative models of text (SAGE), Structural Topic Model. Here are my notes. The “sparsity” assumption of SAGE is basically the same as in ours, but imposed using different priors.
Our current optimization approach is VBEM (EB), which is slow to converge and can get stuck at bad local optimal. Some attempted alternatives. One key problem is compute gradient for \(E_q log(X | L, F)\) and Monte Carlo Gradient Estimation in Machine Learning suggests some methods applicable here.
(the Frobenius norm case is the same as convex-NMF):
First, I found that our regular PMF solution is basically inside \(\text{cone}(X)\) where each column of \(X\) is a sample: cone_pmf1
Then I derived and implemented the cone NMF for Frobeneus norm: cone_nmf_l2 . I note that fitted \(B, W^T\) are almost identical. I fitted on real data to see if it’s still the case: cone on kos data
I find an example where cone NMF can improve the PMF fit: cone_NMF_l2_2
I also investigated direct estimates of word-word covariance matrix: multinom_sampling
mmultinomI consider the subproblem in the estimation of \(F\): mmultinom1
I find paper & paper gives a clear probabilistic framework for anchor-word based topic models, and they have the rather recent implementations. I wrote a study note & study note based on the two papers and the seminal paper & seminal paper
I find the algorithm can recover \(F\) really well (\(A\) is not as good though), even though the identified “anchor words” do not satisfy the anchor-word assumptions in the small experiment. The reason is that the rows of the identified “anchor words” are very similar to the rows of the true “anchor words” in here
In this small experiment we can see reducing dictionary size can improve the estimate a lot. The main issue with high dimension is identifying correct anchor rows.
The weakness of anchor-word based methods is that they are not very robust:it requires estimatation of the word co-occurence probability matrix \(C_{ij} = P(X_1 = w_i, X_2 = w_j)\), which is high dimensional and built from very sparse dataset; results crucially depend on only \(K\) rows of \(C\). In practice the we often find the wrong anchor rows with poor estimates for \(C_{s_k, k}\). Why? We have different confidence levels for estimates of rows of \(C\), but after normalizing rows of \(C\) we don’t use the different confidence levels when doing vertex hunting.
Possible improvements: we have \(p\) points \(\hat{C}_i\) in the \(p\)-simplex, each is an observation of a point in the \(p\)-simplex, \(C_i\). The anchor word assumption says there are \(K\) rows of \(C_i\) whose convex space is the same as convex space of \(C\). Can we jointly estimate \(C, S, F, A\)?