Factorized Asymptotic Bayesian Inference for Latent Feature Models
Kohei Hayashi · Ryohei Fujimaki

Sun Dec 8th 02:00 -- 06:00 PM @ Harrah's Special Events Center, 2nd Floor #None

This paper extends factorized asymptotic Bayesian (FAB) inference for latent feature models~(LFMs). FAB inference has not been applicable to models, including LFMs, without a specific condition on the Hesqsian matrix of a complete log-likelihood, which is required to derive a "factorized information criterion''~(FIC). Our asymptotic analysis of the Hessian matrix of LFMs shows that FIC of LFMs has the same form as those of mixture models. FAB/LFMs have several desirable properties (e.g., automatic hidden states selection and parameter identifiability) and empirically perform better than state-of-the-art Indian Buffet processes in terms of model selection, prediction, and computational efficiency.

Author Information

Kohei Hayashi (Preferred Networks)
Ryohei Fujimaki (NEC Data Science Research Laboratories)

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