daandouwe / lda

Latent Dirichlet allocation (LDA) with different flavours of inference.

Latent Dirichlet Allocation

LDA with different flavours of inference. Speed thanks to Cython.

• Collapsed Gibbs sampling
• (Online) variational inference
• coming up Autoencoding variational inference ('amortized')

TODO

• Clean up!
• Add references to borrowed code / inspiration.

Extensions

• Correlated LDA using Gibbs sampling with Polya-Gamma Augmentation, following Dependent Multinomial Models Made Easy: Stick Breaking with the Po ́lya-Gamma Augmentation