A spectral algorithm for learning Hidden Markov Models
نویسندگان
چکیده
منابع مشابه
A Spectral Algorithm for Learning Hidden Markov Models
Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. Typically, they are learned using search heuristics (such as the Baum-Welch / EM algorithm), which suffer from the usual local optima issues. While in general these models are known to be hard to learn with samples from the underlying distribution, we provide the firs...
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Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to perform inference in HSMMs. Unlike expectation maximization (EM), our approach correctly estimates the probability of given observation sequence based on a set...
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This document is my summary explanation of the algorithm in “A Spectral Algorithm for Learning Hidden Markov Models” (COLT 2009), though there may be some slight notational inconsistencies with the original paper. The exposition and the math here are quite different, so if you don’t like this explanation, try the original paper! The idea is to maintain output predictions in a recursive inferenc...
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In this paper, we propose a learning approach for the Mixture of Hidden Markov Models (MHMM) based on the Method of Moments (MoM). Computational advantages of MoM make MHMM learning amenable for large data sets. It is not possible to directly learn an MHMM with existing learning approaches, mainly due to a permutation ambiguity in the estimation process. We show that it is possible to resolve t...
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ژورنال
عنوان ژورنال: Journal of Computer and System Sciences
سال: 2012
ISSN: 0022-0000
DOI: 10.1016/j.jcss.2011.12.025