• Mathematics, Computer Science
  • Published in J. Mach. Learn. Res. 2012

Stochastic variational inference

@article{Hoffman2012StochasticVI,
  title={Stochastic variational inference},
  author={Matthew D. Hoffman and David M. Blei and Chong Wang and John W. Paisley},
  journal={J. Mach. Learn. Res.},
  year={2012},
  volume={14},
  pages={1303-1347}
}
We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models, latent Dirichlet allocation and the hierarchical Dirichlet process topic model. Using stochastic variational inference, we analyze several large collections of documents: 300K articles from Nature, 1.8M articles from The New York Times, and 3.8M articles from… CONTINUE READING

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