cpyp
is a C++ library for nonparametric Bayesian modeling with Pitman-Yor process priors
- Memory-efficient histogram-based sampling scheme proposed by Blunsom et al. (2009)
- Full range of PYP hyperparameters (0 ≤ discount < 1, strength > -discount, etc.)
- Beta priors on discount hyperparameter
- (Conditional, given discount) Gamma prior on strength hyperparameter
- Tied hyperparameters
- Slice sampling for hyperparameter inference
- “Multifloor” Chinese Restaurant processes to perform inference in graphical Pitman-Yor processes
- Serialization of CRPs using Boost.Serialization (optional)
- Example implementations
- Hierarchical Pitman-Yor process language model (Teh, 2006)
- Domain adapting graphical Pitman-Yor process language model (Wood & Teh, 2009)
- Latent Pitman-Yor allocation topic model (LDA with the D replaced)
- Unsupervised “Naive Bayes” single-membership clustering, using fast Metropolis-Hastings sampling
This library should work with any C++ compiler that implements the C++11 standard. No other libraries are required.