|
Variance reduced stochastic variational inference algorithm for topic modeling of large-scale data
LIU Zhanghu, CHENG Chunling
Journal of Computer Applications
2018, 38 (6):
1675-1681.
DOI: 10.11772/j.issn.1001-9081.2017112786
Stochastic Variational Inference (SVI) has been successfully applied to many types of models including topic models. Although it is extended to deal with large-scale data set with mapping the problem of reasoning to the optimization problems involving random gradient, the inherent noise of the stochastic gradient in SVI algorithm makes it produce large variance, which hinders fast convergence. In order to solve the problem, an improved Variance Reduced SVI (VR-SVI) was proposed. Firstly, the sliding window method was used to recalculate the noise term in the stochastic gradient, a new stochastic gradient was constructed, and the influence of noise on the stochastic gradient was reduced. Then, it was proved that the proposed algorithm could reduce the variance of random gradient on the basis of SVI. Finally, the influence of window size on the algorithm was discussed, and the convergence of algorithm was analyzed. The experimental results show that, the proposed VR-SVI algorithm can not only reduce the variance of stochastic gradient, but also save the computation time and achieve fast convergence.
Reference |
Related Articles |
Metrics
|
|