Likelihood decrease when fitting HDP with gibbs sampling (ugs.py)

[dtrckd]

Hi,

I'am experiencing your NP prior, in order to try it in some relational model.

When running ugs HDP over a NIPS 2012 text corpus, the log-likelihood decrease with iterations. Did you observe some convergence or a likelihood improvement in your experiments ?

Output that I get:

sampling in progress 10%
total number of topics 3, log-likelihood is -608665.500427
sampling in progress 20%
total number of topics 4, log-likelihood is -611818.654787
sampling in progress 30%
total number of topics 4, log-likelihood is -618855.827824
sampling in progress 40%
total number of topics 4, log-likelihood is -621922.608209
sampling in progress 50%
total number of topics 5, log-likelihood is -627783.435882
sampling in progress 60%
total number of topics 5, log-likelihood is -631405.448569

[kzhai]

There were some likelihood terms with hyper-parameters missing, I think I just corrected it, please check if that works now.
Thanks for reporting the issue.

Best,
Ke

[dtrckd]

Hello,
thanks for your reactivity.

I updated the changes, it seems to decrease again:

sampling in progress 3%
total number of topics 2, log-likelihood is -598247.291138
sampling in progress 6%
total number of topics 3, log-likelihood is -601833.297795
sampling in progress 9%
total number of topics 2, log-likelihood is -603406.460173
sampling in progress 12%
total number of topics 4, log-likelihood is -605434.257627
sampling in progress 15%
total number of topics 3, log-likelihood is -607361.818930
sampling in progress 18%
total number of topics 4, log-likelihood is -612521.745021

[kzhai]

Huh... Let me check and get back to you later.

Best,
Ke