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Poster
Small-Variance Asymptotics for Exponential Family Dirichlet Process Mixture Models
Ke Jiang · Brian Kulis · Michael Jordan

Tue Dec 04 07:00 PM -- 12:00 AM (PST) @ Harrah’s Special Events Center 2nd Floor #None

Links between probabilistic and non-probabilistic learning algorithms can arise by performing small-variance asymptotics, i.e., letting the variance of particular distributions in a graphical model go to zero. For instance, in the context of clustering, such an approach yields precise connections between the k-means and EM algorithms. In this paper, we explore small-variance asymptotics for exponential family Dirichlet process (DP) and hierarchical Dirichlet process (HDP) mixture models. Utilizing connections between exponential family distributions and Bregman divergences, we derive novel clustering algorithms from the asymptotic limit of the DP and HDP mixtures that feature the scalability of existing hard clustering methods as well as the flexibility of Bayesian nonparametric models. We focus on special cases of our analysis for discrete-data problems, including topic modeling, and we demonstrate the utility of our results by applying variants of our algorithms to problems arising in vision and document analysis.

Author Information

Ke Jiang (Ohio State University)
Brian Kulis (Boston University)
Michael Jordan (UC Berkeley)

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