scikit-learn/scikit-learn — pull request #3659 by chyikwei (2014-09-13 02:28:48+00:00)
Title: [WIP] implementing LDA(Latent Dirichlet Allocation) with online variational Bayes

This PR is an implementation of Matt Hoffman's topic modeling algorithm `LDA with online variational Bayes`.

Based on previous discussion in [this email thread](http://sourceforge.net/p/scikit-learn/mailman/message/32748341/), I asked Matt if he could relicense his `onlineldavb` code to BSD. And now his code is relicensed, so I create a PR for it.

I use the name `OnlineLDA` for this model and put it in `decomposition` folder. And since the model can run both online and batch update, I implemented both `fit` and `partial_fit` method.
The algorithm part and unit test is done and ready for review. Will work on an example next.

###### Check List:
- [X] algorithm implementation
- [X] unit test
- [ ] example
- [ ] documentation

###### Reference:
[1] ["Online Learning for Latent Dirichlet Allocation", Matthew D. Hoffman, David M. Blei, Francis Bach](https://www.cs.princeton.edu/~blei/papers/HoffmanBleiBach2010b.pdf)
[2] [original onlineldavb code (with BSD license)](https://www.dropbox.com/s/wnkro3xtqjm7bli/onlineldavb_bsd.tar)