DOLDA: a regularized supervised topic model for high-dimensional multi-class regression

DOI10.1007/S00180-019-00891-1zbMATH Open1505.62266arXiv1602.00260OpenAlexW2963414291MaRDI QIDQ2184404FDOQ2184404

Authors: Leif Jonsson, Mattias Villani, Måns Magnusson 

Publication date: 28 May 2020

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: Generating user interpretable multi-class predictions in data rich environments with many classes and explanatory covariates is a daunting task. We introduce Diagonal Orthant Latent Dirichlet Allocation (DOLDA), a supervised topic model for multi-class classification that can handle both many classes as well as many covariates. To handle many classes we use the recently proposed Diagonal Orthant (DO) probit model (Johndrow et al., 2013) together with an efficient Horseshoe prior for variable selection/shrinkage (Carvalho et al., 2010). We propose a computationally efficient parallel Gibbs sampler for the new model. An important advantage of DOLDA is that learned topics are directly connected to individual classes without the need for a reference class. We evaluate the model's predictive accuracy on two datasets and demonstrate DOLDA's advantage in interpreting the generated predictions.

Full work available at URL: https://arxiv.org/abs/1602.00260

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zbMATH Keywords

horseshoe priorinterpretable modelstext classificationlatent Dirichlet allocationdiagonal orthant probit model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• Tree ensembles with rule structured horseshoe regularization
• The horseshoe estimator for sparse signals
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• 10.1162/jmlr.2003.3.4-5.993
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Bayesian linear regression with sparse priors
• Statistical topic models for multi-label document classification
• Distributed algorithms for topic models
• MedLDA: maximum margin supervised topic models
• Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models

Cited In (3)

• Lasso meets horseshoe: a survey
• MedLDA: maximum margin supervised topic models
• Robust supervised topic models under label noise

Uses Software

• Medlda
• tokenizers
• horserule

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