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I came across term perplexity which refers to the log-averaged inverse probability on unseen data. Wikipedia article on perplexity doesnt give a intuitive meaning for the same. This perplexity measure was used in pLSA paper.

Can anyone explain the need and intuitive meaning of perplexity measure?

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How do i calculate perplexity for pLSA. I have datamatrix $X$ which has the count and by TEM algorithm $p(d)$ and $p(w|d)$ are calculated. – Learner May 4 '11 at 11:44

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up vote 3 down vote accepted

You have looked at the Wikipedia article on perplexity. It gives the perplexity of a discrete distribution as

$$2^{-\sum_x p(x)\log_2 p(x)}$$

which could also be written as

$$\exp\left({\sum_x p(x)\log_e \frac{1}{p(x)}}\right)$$

i.e. as a weighted geometric average of the inverses of the probabilities. For a continuous distribution, the sum would turn into a integral.

The article also gives a way of estimating perplexity for a model using $N$ pieces of test data

$$2^{-\sum_{i=1}^N \frac{1}{N} \log_2 q(x_i)}$$

which could also be written

$$\exp\left(\frac{{\sum_{i=1}^N \log_e \left(\dfrac{1}{q(x_i)}\right)}}{N}\right) \text{ or } \sqrt[N]{\prod_{i=1}^N \frac{1}{q(x_i)}}$$

or in a variety of other ways, and this should make it even clearer where "log-average inverse probability" comes from.

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