Abstract
We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent Dirichlet allocation (sLDA) model. We evaluate our method on two real-world classification problems and two real-world regression problems. Bayesian nonparametric regression models based on the Dirichlet process, such as the Dirichlet process-generalised linear models (DP-GLM) have previously been explored; these models allow flexibility in modelling nonlinear relationships. However, until now, hierarchical Dirichlet process (HDP) mixtures have not seen significant use in supervised problems with grouped data since a straightforward application of the HDP on the grouped data results in learnt clusters that are not predictive of the responses. The sHDP solves this problem by allowing for clusters to be learnt jointly from the group structure and from the label assigned to each group.
Original language | English |
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Pages (from-to) | 243-255 |
Number of pages | 13 |
Journal | IEEE Transactions on Pattern Analysis and Machine Intelligence |
Volume | 37 |
Issue number | 2 |
DOIs | |
Publication status | Published - Feb 2015 |
Keywords / Materials (for Non-textual outputs)
- Bayesian nonparametrics
- hierarchical Dirichlet process
- latent Dirichlet allocation
- topic modelling
- NONPARAMETRIC PROBLEMS
- PROCESS MIXTURES
- MODELS
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Amos Storkey
- School of Informatics - Personal Chair of Machine Learning & Artificial Intelligence
- Institute for Adaptive and Neural Computation
- Data Science and Artificial Intelligence
Person: Academic: Research Active