Hierarchical Dirichlet process in pymc

Questions
1

Is it possible to implement hierarchical Dirichlet process topic model in pymc? Has anyone here tried it?

2

You can certainly write down the model, but inference is usually tricky to handle. I dont have an example as well…

3

Thanks! I guess I’ll implement it outside pymc then…

4

Just a quick note to say that implementing outside of pymc still doesnt mean it can be accurately inference, but there are ways to find one of the mode using VI. You can try extending https://docs.pymc.io/notebooks/lda-advi-aevb.html. I think I saw someone implemented a hierarchical topic model and inference using a Gibbs like optimizer

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