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调整随机变分推理的学习速率

Tuning the Learning Rate for Stochastic Variational Inference

  • 摘要: 随机变分推理(Stochastic variational inference, SVI)算法可以针对大文本集推理学习主题模型。给定一个递减的学习速率,它结合随机自然梯度算法优化变分目标函数。SVI算法对于学习速率十分敏感,然而在实际应用中学习速率通常是手动设定的。为了解决此问题,本文提出了一种自适应调整SVI算法学习速率的算法。提出算法使用KL散度衡量基于噪声项的变分分布和基于批处理项的变分分布之间的相似性,通过最小化该KL散度来优化学习速率。我们将提出算法应用于两个主题模型,即潜在狄利克雷分配模型和层次狄利克雷过程模型。实验结果表明,相比常用的学习速率,提出算法建模效果更优且收敛速度更快。

     

    Abstract: Stochastic variational inference (SVI) can learn topic models with very big corpora. It optimizes the variational objective by using the stochastic natural gradient algorithm with a decreasing learning rate. This rate is crucial for SVI; however, it is often tuned by hand in real applications. To address this, we develop a novel algorithm, which tunes the learning rate of each iteration adaptively. The proposed algorithm uses the Kullback-Leibler (KL) divergence to measure the similarity between the variational distribution with noisy update and that with batch update, and then optimizes the learning rates by minimizing the KL divergence. We apply our algorithm to two representative topic models: latent Dirichlet allocation and hierarchical Dirichlet process. Experimental results indicate that our algorithm performs better and converges faster than commonly used learning rates.

     

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