A geometric view of conjugate priors

  • Authors:
  • Arvind Agarwal;Hal Daumé, III

  • Affiliations:
  • Department of Computer Science, University of Maryland, College Park, Maryland;Department of Computer Science, University of Maryland, College Park, Maryland

  • Venue:
  • IJCAI'11 Proceedings of the Twenty-Second international joint conference on Artificial Intelligence - Volume Volume Three
  • Year:
  • 2011

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Abstract

In Bayesian machine learning, conjugate priors are popular, mostly due to mathematical convenience. In this paper, we show that there are deeper reasons for choosing a conjugate prior. Specifically, we formulate the conjugate prior in the form of Bregman divergence and show that it is the inherent geometry of conjugate priors that makes them appropriate and intuitive. This geometric interpretation allows one to view the hyperparameters of conjugate priors as the effective sample points, thus providing additional intuition. We use this geometric understanding of conjugate priors to derive the hyperparameters and expression of the prior used to couple the generative and discriminative components of a hybrid model for semi-supervised learning.