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Variational Inference in Nonconjugate Models (1209.4360v4)

Published 19 Sep 2012 in stat.ML

Abstract: Mean-field variational methods are widely used for approximate posterior inference in many probabilistic models. In a typical application, mean-field methods approximately compute the posterior with a coordinate-ascent optimization algorithm. When the model is conditionally conjugate, the coordinate updates are easily derived and in closed form. However, many models of interest---like the correlated topic model and Bayesian logistic regression---are nonconjuate. In these models, mean-field methods cannot be directly applied and practitioners have had to develop variational algorithms on a case-by-case basis. In this paper, we develop two generic methods for nonconjugate models, Laplace variational inference and delta method variational inference. Our methods have several advantages: they allow for easily derived variational algorithms with a wide class of nonconjugate models; they extend and unify some of the existing algorithms that have been derived for specific models; and they work well on real-world datasets. We studied our methods on the correlated topic model, Bayesian logistic regression, and hierarchical Bayesian logistic regression.

Citations (223)

Summary

  • The paper introduces novel Laplace and delta variational inference methods to approximate posterior distributions in nonconjugate models.
  • It leverages coordinate ascent and Taylor expansion techniques to simplify inference in complex models such as Bayesian logistic regression and correlated topic models.
  • Empirical evaluations demonstrate enhanced accuracy, speed, and predictive quality compared to traditional, model-specific inference approaches.

Variational Inference in Nonconjugate Models: A New Approach

Variational inference is a pivotal tool in approximating posterior distributions for complex probabilistic models. While mean-field variational inference has proven effective for conditionally conjugate models, it often hits a roadblock when dealing with nonconjugate models. The paper by Wang and Blei addresses this by introducing two new methods that expand variational inference's applicability to a broader class of probabilistic models without the necessity of conjugate priors—specifically, Laplace variational inference and delta method variational inference.

Significance of the Work

The work presented in the paper is crucial for extending variational inference's reach. Many practical models such as Bayesian logistic regression and the correlated topic model do not inherently follow the conjugate prior condition, complicating inference. The proposed methods simplify this process by developing a generic approach that allows for effective inference across a wide array of nonconjugate models. This generic methodology significantly reduces the complexity and need for custom algorithm development tailored to each specific model.

Methodology Overview

Laplace Variational Inference hinges on applying Laplace approximations within the variational inference framework. It uses a Gaussian distribution to approximate the posterior by implementing a second-order Taylor expansion around the mode of a function derived from model specifics. This approach is computationally efficient and offers performance improvements over existing model-specific methods.

Delta Method Variational Inference uses a Taylor expansion to approximate the variational objective function directly. This method provides an alternative perspective to the Laplace approximation, enabling it to engage with nonconjugate models through a multivariate Taylor approximation technique. Both methods use coordinate ascent updates, iteratively refining the approximations of nonconjugate distributions.

Empirical Results and Implications

The authors evaluate their methods on three model types: the correlated topic model, Bayesian logistic regression, and hierarchical Bayesian logistic regression. Through empirical studies, they demonstrate that nonconjugate variational inference offers more accurate results than existing specialized techniques while retaining ease of application across diverse data sets. Moreover, the comparison shows that Laplace inference is often preferable due to its speed and predictive quality.

The authors also highlight the theoretical implications of their research. Without being constrained by the conjugate-prior requirement, practitioners can apply variational inference more broadly, fostering advanced model development in areas like topic modeling and logistic regression without crafting model-specific inference algorithms.

Future Directions

This paper opens up new avenues for future research and practical applications. As models grow increasingly complex in their structure and applications, the demand for flexible and efficient inference strategies will continue to rise. Future developments might explore the integration of these methodologies with other approximate inference techniques, pushing towards a more unified framework that can handle large-scale data and more intricate models. Moreover, further empirical validation and exploration in varied domains would reinforce the robustness and adaptability of these methods.

In conclusion, the contributions of this paper represent a significant step forward in the capabilities of variational inference techniques, enhancing both theoretical research possibilities and practical deployment across numerous domains.