We propose a nonparametric extension to the factor analysis problem using a beta process prior. This beta process factor analysis (BP-FA) model allows for a dataset to be decomposed into a linear combination of a sparse set of factors, providing information on the underlying structure of the observations. As with the Dirichlet process, the beta process is a fully Bayesian conjugate prior, which allows for analytical posterior calculation and straightforward inference. We derive a variational Bayes inference algorithm and demonstrate the model on the MNIST digits and HGDP-CEPH cell line panel datasets.
|Original language||English (US)|
|Title of host publication||Proceedings of the 26th International Conference On Machine Learning, ICML 2009|
|Number of pages||8|
|State||Published - Dec 9 2009|