Variational Inference

Introduction to LDA

Introduction An important development of text analytics is the invention of the Latent Dirichlet Allocation (LDA) algorithm (also called topic modeling) in 2003. LDA is non negative matrix factorization algorithm. A matrix factorization consists of decomposing a matrix into a product of two or more matrices. It turned out that these linear algebra techniques have applications for data analysis. These applications are generaly referred as data dimension reductions methods. Examples of matrix factorization methods in statistics include Factor Analysis, Principal Component Analysis, and Latent Dirichlet Allocation.