Evaluation Methods for Topic Models

A natural evaluation metric for statistical topic models is the probability of held-out documents given a trained model. While exact computation of this probability is intractable due to the large number of discrete latent variables, several estimators for this probability have been used in the topic modeling literature, including the harmonic mean method and empirical likelihood method. In this paper, we demonstrate experimentally that commonly-used methods are unlikely to accurately estimate the probability of unseen documents, and propose two alternative methods that are both accurate and efficient