Infinite Dirichlet mixture models learning via expectation propagation

Authors:
Wentao Fan;Nizar Bouguila
Affiliations:
Department of Electrical and Computer Engineering, Concordia University, Montreal, Canada;Concordia Institute for Information Systems Engineering (CIISE), Concordia University, Montreal, Canada
Venue:
Advances in Data Analysis and Classification
Year:
2013

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Abstract

In this article, we propose a novel Bayesian nonparametric clustering algorithm based on a Dirichlet process mixture of Dirichlet distributions which have been shown to be very flexible for modeling proportional data. The idea is to let the number of mixture components increases as new data to cluster arrive in such a manner that the model selection problem (i.e. determination of the number of clusters) can be answered without recourse to classic selection criteria. Thus, the proposed model can be considered as an infinite Dirichlet mixture model. An expectation propagation inference framework is developed to learn this model by obtaining a full posterior distribution on its parameters. Within this learning framework, the model complexity and all the involved parameters are evaluated simultaneously. To show the practical relevance and efficiency of our model, we perform a detailed analysis using extensive simulations based on both synthetic and real data. In particular, real data are generated from three challenging applications namely images categorization, anomaly intrusion detection and videos summarization.