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Exponential Family Embeddings
Maja Rudolph · Francisco Ruiz · Stephan Mandt · David Blei

Mon Dec 05 09:00 AM -- 12:30 PM (PST) @ Area 5+6+7+8 #39

Word embeddings are a powerful approach to capturing semantic similarity among terms in a vocabulary. In this paper, we develop exponential family embeddings, which extends the idea of word embeddings to other types of high-dimensional data. As examples, we studied several types of data: neural data with real-valued observations, count data from a market basket analysis, and ratings data from a movie recommendation system. The main idea is that each observation is modeled conditioned on a set of latent embeddings and other observations, called the context, where the way the context is defined depends on the problem. In language the context is the surrounding words; in neuroscience the context is close-by neurons; in market basket data the context is other items in the shopping cart. Each instance of an embedding defines the context, the exponential family of conditional distributions, and how the embedding vectors are shared across data. We infer the embeddings with stochastic gradient descent, with an algorithm that connects closely to generalized linear models. On all three of our applications—neural activity of zebrafish, users’ shopping behavior, and movie ratings—we found that exponential family embedding models are more effective than other dimension reduction methods. They better reconstruct held-out data and find interesting qualitative structure.

Author Information

Maja Rudolph (Columbia University)
Francisco Ruiz (Columbia University)
Stephan Mandt (Disney Research)
Stephan Mandt

Stephan Mandt is an Associate Professor of Computer Science and Statistics at the University of California, Irvine. From 2016 until 2018, he was a Senior Researcher and Head of the statistical machine learning group at Disney Research in Pittsburgh and Los Angeles. He held previous postdoctoral positions at Columbia University and Princeton University. Stephan holds a Ph.D. in Theoretical Physics from the University of Cologne, where he received the German National Merit Scholarship. He is furthermore a recipient of the NSF CAREER Award, the UCI ICS Mid-Career Excellence in Research Award, the German Research Foundation's Mercator Fellowship, a Kavli Fellow of the U.S. National Academy of Sciences, a member of the ELLIS Society, and a former visiting researcher at Google Brain. Stephan regularly serves as an Area Chair, Action Editor, or Editorial Board member for NeurIPS, ICML, AAAI, ICLR, TMLR, and JMLR. His research is currently supported by NSF, DARPA, DOE, Disney, Intel, and Qualcomm.

David Blei (Columbia University)

David Blei is a Professor of Statistics and Computer Science at Columbia University, and a member of the Columbia Data Science Institute. His research is in statistical machine learning, involving probabilistic topic models, Bayesian nonparametric methods, and approximate posterior inference algorithms for massive data. He works on a variety of applications, including text, images, music, social networks, user behavior, and scientific data. David has received several awards for his research, including a Sloan Fellowship (2010), Office of Naval Research Young Investigator Award (2011), Presidential Early Career Award for Scientists and Engineers (2011), Blavatnik Faculty Award (2013), and ACM-Infosys Foundation Award (2013). He is a fellow of the ACM.

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