Browsing by Subject "latent variable models"

Latent variable models are widely used in applications ranging from

natural language processing to recommender systems. Exact inference

using maximum likelihood for these models is generally NP-hard, and

computationally prohibitive on big and/or high-dimensional data. This

has motivated the development of approximate inference methods that

balance between computational complexity and statistical

efficiency. Understanding the computational and statistical tradeoff

is important for analyzing approximate inference approaches as well

as designing new ones. Towards this goal, this dissertation presents a

study of new approximate inference algorithms with provable guarantees

for three classes of inference tasks.

The first class is based on the method of moments. The inference in

this setting is typically reduced to a tensor decomposition problem

which requires decomposing a $p$-by-$p$-by-$p$ estimator tensor for

$p$ variables. We divide-and-conquer the tensor method to instead

decompose $O\left(p/k\right)$ sub-tensors each of size

$O\left(k^3\right)$, achieving significant reduction in computational

complexity when the number of latent variables $k$ is small. Our

approach can also enforce the nonnegativity of estimates for inferring

nonnegative models parameters. Theoretical analysis gives sufficient

conditions for ensuring robustness of the divide-and-conquer method,

as well as proof of linear convergence for the nonnegative

factorization.

In the second class, we further consider mixed-effect models in which

the variance of latent variables also needs to be inferred. We present

approximate estimators which have closed-form analytical

expressions. Fast computational techniques based on the subsampled

randomized Hadamard transform are also developed achieving sublinear

complexity in the dimension. This makes our approach useful for

high-dimensional applications like genome-wide association

studies. Moreover, we provide theoretical analysis that states

provable error guarantees for the approximation.

The last class is more general inference in an infinite-dimensional

function space specified by a Gaussian process (GP) prior. We provide

a dual formulation of GPs using random functions in a reproducing

kernel Hilbert space (RKHS) where the function representation is

specified as latent variables. We show that the dual GP can realize an

expanded class of functions, and can also be well-approximated by a

low-dimensional sufficient dimension reduction subspace of the RKHS. A

fast learning algorithm for the dual GP is developed which improves

upon the state-of-the-art computational complexity of GPs.