I just implemented Latent Dirichlet Allocation with collapsed Gibbs
sampling and made a demo on 20 Newsgroups. If there's interest in
having this in sklearn, I could clean up the code for contribution.

I noticed there was same discussion back in January about PyMC that
didn't reach an actionable conclusion (unless the list archives broke
the thread up). It's not terribly apropos for this code (which is
based on analytically integrating out much of what PyMC would have to
keep track of), but feel free to use this as an excuse to finish that
discussion :)

-Ken

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