Master Class: Tensor Decompositions for Learning Latent Variable Models (Part 1)
|Affiliation||Microsoft Research, New England|
|Date||Monday, 03 Nov 2014|
|Time||11:30 - 12:30|
|Location||1.03, Malet Place Engineering Building|
|Event series||Master Class: Sham Kakade (3-5 November 2014)|
In many applications, we face the challenge of modeling the interactions between multiple observations. A popular and successful approach in machine learning and AI is to hypothesize the existence of certain latent (or hidden) causes which help to explain the correlations in the observed data. The (unsupervised) learning problem is to accurately estimate a model with only samples of the observed variables. For example, in document modeling, we may wish to characterize the correlational structure of the "bag of words" in documents. Here, a standard model is to posit that documents are about a few topics (the hidden variables) and that each active topic determines the occurrence of words in the document. The learning problem is, using only the observed words in the documents (and not the hidden topics), to estimate the topic probability vectors (i.e. discover the strength by which words tend to appear under different topcis). In practice, a broad class of latent variable models is most often fit with either local search heuristics (such as the EM algorithm) or sampling based approaches.