Prediction Focused Topic Models via Vocab Selection

Supervised topic models are often sought to balance prediction quality and interpretability. However, when models are (inevitably) misspecified, standard approaches rarely deliver on both. We introduce a novel approach, the prediction-focused topic model, that uses the supervisory signal to retain only vocabulary terms that improve, or do not hinder, prediction performance. By removing terms with irrelevant signal, the topic model is able to learn task-relevant, interpretable topics. We demonstrate on several data sets that compared to existing approaches, prediction-focused topic models are able to learn much more coherent topics while maintaining competitive predictions.