Streaming Inference for Infinite Non-Stationary ClusteringDownload PDF

Published: 23 Apr 2022, Last Modified: 05 May 2023ALOE@ICLR2022Readers: Everyone
Keywords: variational inference, Bayesian nonparametrics, nonparametrics, streaming, clustering, mixture modeling, infinite
TL;DR: How to cluster streaming, nonstationary data
Abstract: Learning from a continuous stream of non-stationary data in an unsupervised manner is arguably one of the most common and most challenging settings facing intelligent agents. Here, we attack learning under all three conditions (unsupervised, streaming, non-stationary) in the context of clustering, also known as mixture modeling. We introduce a novel clustering algorithm that endows mixture models with the ability to create new clusters online, as demanded by the data, in a probabilistic, time-varying, and principled manner. To achieve this, we first define a novel stochastic process called the Dynamical Chinese Restaurant Process (Dynamical CRP), which is a non-exchangeable distribution over partitions of a set; next, we show that the Dynamical CRP provides a non-stationary prior over cluster assignments and yields an efficient streaming variational inference algorithm. We conclude with experiments showing that the Dynamical CRP can be applied on diverse synthetic and real data with Gaussian and non-Gaussian likelihoods.
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