Last updated: 2021-10-15
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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 think borrowing information across topics to estimate \(F\) (e.g. background model) benefits those less important words the most, whereas for the important words, MLE probably suffices (in a usual dataset not crazily sparse)
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
My experiments using jupyter notebook can be seen here
So far I can say this type of method is very fast, but can give very bad results compared to MLE.
The bottleneck step for estimation is recoverS step: here. In this step quality for estimation of the entire \(\bar{C}\) matrix is important, and we can’t obtain estimates good enough in many practical problems, without truncating dictionary. In the example and example, we can see how the estimation error for \(\bar{C}\) affects the geometry and thus leads to wrongly selected anchor words; I also show how we can improve the estimate using sinkhorn + truncated SVD idea. I explore this further in this experiment
Another modeling choice is to use the first moment directly (instead of forming the word-word co-occurrence matrix). I experimented here. Directly using counts for anchor words to represent loading is very bad; can be improved by sinkhorn + truncated SVD. Still it’s much worse than MLE.