Hidden Markov Decision Trees
نویسندگان
چکیده
We study a time series model that can be viewed as a decision tree with Markov temporal structure. The model is intractable for exact calculations, thus we utilize variational approximations . We consider three different distributions for the approximation: one in which the Markov calculations are performed exactly and the layers of the decision tree are decoupled, one in which the decision tree calculations are performed exactly and the time steps of the Markov chain are decoupled, and one in which a Viterbi-like assumption is made to pick out a single most likely state sequence. We present simulation results for artificial data and the Bach chorales.
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