Batch and Online Variational Learning of Hierarchical Pitman-Yor Mixtures of Multivariate Beta Distributions

In this paper, we propose hierarchical Pitman-Yor process mixtures of multivariate Beta distributions and learn this novel clustering method by online variational inference. The flexibility of this mixture model and its non-parametric hierarchical structure help in fitting our data. Also, the model complexity and model parameters are estimated simultaneously. We apply our proposed model to real medical applications. Our motivation is that labelling healthcare data is sensitive and expensive. Also, interpretability and evidence-based decision-making are some basic needs of medicine. These conditions led us to focus on clustering as it doesn’t need labelling. Another driving reason is that the amount of publicly available data in medicine is less compared to other fields due to the confidential regulations. To evaluate our proposed model, we compare its performance with other similar alternatives. The experimental results indicate the potential of our proposed model.