Sometimes Average is Best: The Importance of Averaging for Prediction using MCMC Inference in Topic Modeling
نویسندگان
چکیده
Markov chain Monte Carlo (MCMC) approximates the posterior distribution of latent variable models by generating many samples and averaging over them. In practice, however, it is often more convenient to cut corners, using only a single sample or following a suboptimal averaging strategy. We systematically study different strategies for averaging MCMC samples and show empirically that averaging properly leads to significant improvements in prediction.
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