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Exclusive Pólya Urns and their applications

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The Dirichlet Process (DP) and its variants have many nice mathematical properties which make them popular tools in the machine learning community. However, deploying DPs can be costly in settings where approximate inference over latent states is needed (e.g. Gibbs sampling seating arrangements in a CRP ).

By dropping some of the “nice” mathematical properties of the DP, we can construct a novel kind of stochastic process which offers exact inference, is fast, easy to implement, and can in many cases be used as a drop-in replacement for Chinese Restaurant Processes and Pitman-Yor processes. I will show how the new process differs from models in the existing literature, and how it can be applied to interesting tasks, including hierarchical sequence modelling and data compression.

This talk is part of the Microsoft Research Machine Learning and Perception Seminars series.

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