Last updated: 2020-05-18

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Introduction

  • I apply ebpmf.alpha (version 0.3.9) to KOS dataset. I use \(K = 100\). The data has \(n = 3430,p = 6906\) and sparsity around \(98\) percent.
  • Besides, I also apply to PMF (lee’s, but I implemented a version for sparse data) to the same dataset with the same initialization. In each iteration, ebpmf_bg does two things: MLE for prior and updates posterior. The second part has almost the same computation as in PMF.

model

\[\begin{align} & X_{ij} = \sum_k Z_{ijk}\\ & Z_{ijk} \sim Pois(l_{i0} f_{j0} l_{ik} f_{jk})\\ & l_{ik} \sim g_{L, k}(.), f_{jk} \sim g_{F, k}(.) \end{align}\]

For details see ebpmf_bg

prior options

I use gamma mixture \(\sum_l \pi_{l} Ga(1/\phi_l, 1/\phi_l)\) as prior for both \(L, F\). Note that each grid component has \(E = 1, Var = \phi_L\)

initialization

I initialized with 50 runs of NNLM::nnmf (scd). Then I used medians of each row of \(L, F\) as \(l_{i0}, f_{j0}\), and \(l_{ik} = l^0_{ik}/l_{i0}, f_{jk} = f^0_{jk}/f_{j0}\).

library(pheatmap)
Warning: package 'pheatmap' was built under R version 3.5.2
library(gridExtra)
source("code/misc.R")
source("code/util.R")

output_dir = "output/uci_BoW/v0.3.9/"
data_dir = "data/uci_BoW/"
model_name = "kos_ebpmf_bg_initLF50_K100_maxiter2000.Rds"
model_pmf_name = "kos_pmf_initLF50_K100_maxiter2000.Rds"
dict_name = "vocab.kos.txt"
data_name = "docword.kos.txt"

Y = read_uci_bag_of_words(file= sprintf("%s/%s",
                data_dir,data_name))
model = readRDS(sprintf("%s/%s", output_dir, model_name))
model_pmf = readRDS(sprintf("%s/%s", output_dir, model_pmf_name))
dict = read.csv(sprintf("%s/%s", data_dir, dict_name), header = FALSE)[,1]
dict = as.vector(dict)

K = ncol(model_pmf$L)
L_pmf = model_pmf$L; F_pmf = model_pmf$F
L_bg = model$l0 * model$qg$qls_mean; F_bg = model$f0 * model$qg$qfs_mean
lf = poisson2multinom(L=L_bg,F=F_bg)
lf_pmf = poisson2multinom(L = L_pmf,F = F_pmf)

ELBO and runtime

plot(model$ELBO, xlab = "niter", ylab = "elbo")

Version Author Date
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## see when it "converges"
plot(model$ELBO[1:400], xlab = "niter", ylab = "elbo")

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## ebpmf_bg runtime per iteration
model$runtime/length(model$ELBO)
      user     system    elapsed 
49.1382770  0.1047385 49.2636325 
## pmf runtime per iteration
model_pmf$runtime/length(model_pmf$log_liks)
      user     system    elapsed 
23.3493840  0.0607845 23.4182915 

look at priors in ebpmf_bg

\(g_L\)

get_prior_summary(model$qg$gls)

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\(g_F\)

get_prior_summary(model$qg$gfs)

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look at \(s_k\) (ebpmf_bg)

\(s_k := \sum_i l_i0 \bar{l}_{ik}\). I make \(\sum_j f_{j0} = 1\) for interpretability.

d = sum(model$f0)
s_k = colSums(d * model$l0 * model$qg$qls_mean)
names(s_k) <- paste("Topic", 1:K, sep = "")
step = 5
for(i in 1:round(K/step)){
  print(round(s_k[((i-1)*step + 1):(i*step)]))
}
Topic1 Topic2 Topic3 Topic4 Topic5 
  6127   7488   2660  10167   9964 
 Topic6  Topic7  Topic8  Topic9 Topic10 
   2557    5557   11819    7535    5104 
Topic11 Topic12 Topic13 Topic14 Topic15 
   5593    4821    7736   10043    4349 
Topic16 Topic17 Topic18 Topic19 Topic20 
   7005   11345   10087    4514    5787 
Topic21 Topic22 Topic23 Topic24 Topic25 
   6912    2635    7217    7775    8093 
Topic26 Topic27 Topic28 Topic29 Topic30 
  14903   11400    8410    8391    5961 
Topic31 Topic32 Topic33 Topic34 Topic35 
   7411    5711    9417    7548    7218 
Topic36 Topic37 Topic38 Topic39 Topic40 
   7842    6813    5983    4770    6656 
Topic41 Topic42 Topic43 Topic44 Topic45 
   2891    6891    8804    4176    6551 
Topic46 Topic47 Topic48 Topic49 Topic50 
   6388    6488    7657    5764    4718 
Topic51 Topic52 Topic53 Topic54 Topic55 
   6954    6695    6268    9018    5088 
Topic56 Topic57 Topic58 Topic59 Topic60 
   6855   10080    5850    5235    4496 
Topic61 Topic62 Topic63 Topic64 Topic65 
   7053    6959    7270    5365    5534 
Topic66 Topic67 Topic68 Topic69 Topic70 
   7140    6980    8090    6387    4757 
Topic71 Topic72 Topic73 Topic74 Topic75 
  12123    3861    7261   13980    5848 
Topic76 Topic77 Topic78 Topic79 Topic80 
   4076   11736    6507   10753    9073 
Topic81 Topic82 Topic83 Topic84 Topic85 
  11450   14064    5522    5565    7209 
Topic86 Topic87 Topic88 Topic89 Topic90 
   9514    7169    7494    4002    5618 
Topic91 Topic92 Topic93 Topic94 Topic95 
   9744    9667    6735    9001    6662 
 Topic96  Topic97  Topic98  Topic99 Topic100 
    5313    14731     6857     7350     6482 

what does background capture

compared to rank-1 fit

Is the background very different from the rank-1 model? The rank-1 MLE has \(l_{i0} \propto \sum_j X_{ij}\) and \(f_{j0} \propto \sum_i X_{ij}\). Let’s see if the fitted background model is close to it.

Y_cs = Matrix::colSums(Y)
Y_cs_scaled = Y_cs/sum(Y_cs)
f0_scaled = model$f0/sum(model$f0)
plot(f0_scaled, Y_cs_scaled)

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Y_rs = Matrix::rowSums(Y)
Y_rs_scaled = Y_rs/sum(Y_rs)
l0_scaled = model$l0/sum(model$l0)
plot(l0_scaled, Y_rs_scaled)

compared to median/mean of PMF fit

The median of L_pmf are all 0, so I use mean instead

f0_pmf = apply(F_pmf, 1, median)
f0_pmf_scaled = f0_pmf/sum(f0_pmf)

l0_pmf = apply(L_pmf, 1, mean)
l0_pmf_scaled = l0_pmf/sum(l0_pmf)

plot(f0_scaled, f0_pmf_scaled)

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7928026 zihao12 2020-05-16
plot(l0_scaled, l0_pmf_scaled)

Compare \(L, F\) (in the context of PMF model)

See plots.
Note: I scale them as below

## scale L, F so that colSums(F) = 1
L_pmf = L_pmf %*% diag(colSums(F_pmf))
F_pmf = F_pmf %*% diag(1/colSums(F_pmf))

L_bg = L_bg %*% diag(colSums(F_bg))
F_bg = F_bg %*% diag(1/colSums(F_bg))

look at top words for topics

See plots


sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS  10.14

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] gridExtra_2.3   pheatmap_1.0.12

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.2         knitr_1.28         whisker_0.3-2      magrittr_1.5      
 [5] workflowr_1.6.2    munsell_0.5.0      lattice_0.20-38    colorspace_1.4-1  
 [9] R6_2.4.0           stringr_1.4.0      tools_3.5.1        grid_3.5.1        
[13] gtable_0.3.0       xfun_0.8           git2r_0.26.1       htmltools_0.3.6   
[17] yaml_2.2.0         digest_0.6.22      rprojroot_1.3-2    Matrix_1.2-17     
[21] RColorBrewer_1.1-2 later_0.8.0        promises_1.0.1     fs_1.3.1          
[25] glue_1.3.1         evaluate_0.14      rmarkdown_2.1      stringi_1.4.3     
[29] compiler_3.5.1     scales_1.0.0       backports_1.1.5    httpuv_1.5.1