学习不同维度的子空间

Learning Subspaces of Different Dimensions

Journal of Computational and Graphical Statistics · 2021
被引 4
ABS 3

中文导读

提出一个贝叶斯模型来推断不同维度的子空间混合,通过将子空间嵌入低维球面来设定先验,并给出高效采样算法,可用于主题建模等应用。

Abstract

We introduce a Bayesian model for inferring mixtures of subspaces of different dimensions. The model allows flexible and efficient learning of a density supported in an ambient space which in fact can concentrate around some lower-dimensional space. The key challenge in such a mixture model is specification of prior distributions over subspaces of different dimensions. We address this challenge by embedding subspaces or Grassmann manifolds into a sphere of relatively low dimension and specifying priors on the sphere. We provide an efficient sampling algorithm for the posterior distribution of the model parameters. We illustrate that a simple extension of our mixture of subspaces model can be applied to topic modeling. The utility of our approach is demonstrated with applications to real and simulated data.

贝叶斯统计机器学习降维主题建模