Accelerated sampling for the Indian Buffet Process

  • Authors:
  • Finale Doshi-Velez;Zoubin Ghahramani

  • Affiliations:
  • Cambridge University, Cambridge, UK;Cambridge University, Cambridge, UK

  • Venue:
  • ICML '09 Proceedings of the 26th Annual International Conference on Machine Learning
  • Year:
  • 2009

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Abstract

We often seek to identify co-occurring hidden features in a set of observations. The Indian Buffet Process (IBP) provides a non-parametric prior on the features present in each observation, but current inference techniques for the IBP often scale poorly. The collapsed Gibbs sampler for the IBP has a running time cubic in the number of observations, and the uncollapsed Gibbs sampler, while linear, is often slow to mix. We present a new linear-time collapsed Gibbs sampler for conjugate likelihood models and demonstrate its efficacy on large real-world datasets.