Two Alternative Criteria for a Split-Merge MCMC on Dirichlet Process Mixture Models

Tikara Hosino

Abstract: The free energy and the generalization error are two major model selection criteria. However, in general, they are not equivalent. In previous studies, for the split-merge algorithm on conjugate Dirichlet process mixture models, the complete free energy was mainly used. In this work, we propose, the new criterion, the complete leave one out cross validation which is based on the approximation of the generalization error. In numerical experiments, our proposal outperforms the previous methods with the test set perplexity. Finally, we discuss the appropriate usage of these two criteria taking into account the experimental results.