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2008
SIAM

Deterministic Latent Variable Models and Their Pitfalls

9 years 17 days ago
Deterministic Latent Variable Models and Their Pitfalls
We derive a number of well known deterministic latent variable models such as PCA, ICA, EPCA, NMF and PLSA as variational EM approximations with point posteriors. We show that the often practiced heuristic of "folding-in" can lead to overly optimistic estimates of the test-set log-likelihood and we verify this result experimentally. We trace this problem back to an infinitely negative entropy term that is ignored in the variational approximation.
Max Welling, Chaitanya Chemudugunta, Nathan Sutter
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2008
Where SDM
Authors Max Welling, Chaitanya Chemudugunta, Nathan Sutter
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