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Interpretable and Scalable Bayesian Models for Advertising and Text

In the era of "big data", scalable statistical inference is necessary to learn from new and growing sources of quantitative information. However, many commercial and scientific applications also require models to be interpretable to end users in order to generate actionable insights about quantities of interest. We present three case studies of Bayesian hierarchical models that improve the interpretability of existing models while also maintaining or improving the efficiency of inference. The first paper is an application to online advertising that presents an augmented regression model interpretable in terms of the amount of revenue a customer is expected to generate over his or her entire relationship with the company---even if complete histories are never observed. The resulting Poisson Process Regression employs a marginal inference strategy that avoids specifying customer-level latent variables used in previous work that complicate inference and interpretability. The second and third papers are applications to the analysis of text data that propose improved summaries of topic components discovered by these mixture models. While the current practice is to summarize topics in terms of their most frequent words, we show significantly greater interpretability in online experiments with human evaluators by using words that are also relatively exclusive to the topic of interest. In the process we develop a new class of topic models that directly regularize the differential usage of words across topics in order to produce stable estimates of the combined frequency-exclusivity metric as well as proposing efficient and parallelizable MCMC inference strategies. / Statistics

Identiferoai:union.ndltd.org:harvard.edu/oai:dash.harvard.edu:1/12274326
Date04 June 2016
CreatorsBischof, Jonathan Michael
ContributorsAiroldi, Edoardo Maria
PublisherHarvard University
Source SetsHarvard University
Languageen_US
Detected LanguageEnglish
TypeThesis or Dissertation
Rightsopen

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