Naive Bayes where Feature Space is LDA Output I understand that the output for Latent Dirichlet Allocation is a distribution over K topics.

Suppose I have a Dx(K+1) matrix, where rows are documents and columns are the topic distribution + one column for class. For example, each row represents one movie review. The first K columns represent the topic distribution of the document, and the last column is the classification of this document. For example, if K=5, one row may read as:

2 | 0.25 | 0.4 | 0.1 | 0.15 | 0.1 | 1 

where moview review 2 had 25% of the text about topic 1 (pleasure), 40% topic 2 (discontent), 10% topic 3 (personal feelings) ... and the classification of this document was to class #1.

How would I go about creating a Naive Bayes Classifier using this data?

Typically, I have used a Gaussian Naive Bayes where the feature space is iid over normally distributed variables, but this assumption I do not believe makes sense for LDA output. Would I need to assume the features are the individual columns distributed in a particular way (say a Dirichlet probability)?

This exercise is more for proof of concept to use Naive Bayes. I want to use, say 60%, of the data to construct a Naive Bayes Classifier and test the accuracy of the remaining 40%. My main concern is to how to define the PDF for the Naive Bayes Classifier.
The topic scores (the numbers in the first $K$ columns) come from a Dirichlet distribution.  The marginals of the Dirichlet distribution are a beta distribution.

Therefore, it would be reasonable to model the distribution on each feature as beta-distributed, not normally-distributed.  With this adjustment, all the math for Naive Bayes goes through.



Let me flesh this out.  Given some data $x=(x_1,\dots,x_k)$, the Naive Bayes classifier computes the likelihood of a class $c$ as

$$L(c) = P(c) \prod_{i=1}^k P(x_i | c).$$

Here $x_i$ is the value in the $i$th column (the estimated probability the document came from topic $i$).  Given the comments above, we will estimate that the conditional distribution $P(x_i | c)$ has a beta distribution with some parameters, i.e., $\text{Beta}(\alpha_i,\beta_i)$.  Thus,

$$P(x_i | c) = {1 \over B(\alpha_i,\beta_i)} x_i^{\alpha_i-1} (1-x_i)^{\beta_i-1}$$

for some parameters $\alpha_i,\beta_i$.

Where do we get the parameters from?  From the training set, as usual.  In other words, we take from the training set just the documents that are classified with class $c=0$, and from those, we fit a beta distribution to the conditional distribution $P(x_i | c=0)$ and find the parameters $\alpha_i,\beta_i$ that make the beta distribution best fit the observed values of $x_i$ (out of the training documents classified as class $c=0$).  We use those as our estimate for $P(x_i | c=0)$.  How do we find $\alpha_i,\beta_i$?  By using standard methods for estimating the parameters of a beta distribution, given a bunch of observations drawn from it.

Then, we do the same for the documents in the training set that are classified as $c=1$, to fit a beta distribution and use that as the distribution for $P(x_i | c=1)$.

Finally, once you have formulas for $P(x_i | c=0)$ and $P(x_i | c=1)$, you plug that into the definition of $L(c)$ above and use that in the Naive Bayes classifier just as normal.