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  4. Variational Gaussian Inference for Bilinear Models of Count Data
 
conference paper

Variational Gaussian Inference for Bilinear Models of Count Data

Ko, Young Jun  
•
Khan, Mohammad Emtiyaz  
2014
Proceedings of the Sixth Asian Conference on Machine Learning
6th Asian Conference on Machine Learning

Bilinear models of count data with Poisson distribution are popular in applications such as matrix factorization for recommendation systems, modeling of receptive fields of sensory neurons, and modeling of neural-spike trains. Bayesian inference in such models remains challenging due to the product term of two Gaussian random vectors. In this paper, we propose new algorithms for such models based on variational Gaussian (VG) inference. We make two contributions. First, we show that the VG lower bound for these models, previously known to be intractable, is available in closed form under certain non-trivial constraints on the form of the posterior. Second, we show that the lower bound is biconcave and can be efficiently optimized for mean-field approximations. We also show that bi-concavity generalizes to the larger family of log-concave likelihoods, that subsume the Poisson distribution. We present new inference algorithms based on these results and demonstrate better performance on real-world problems at the cost of a modest increase in computation. Our contributions in this paper, therefore, provide more choices for Bayesian inference in terms of a speed-vs-accuracy tradeoff.

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