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0899-7667
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1530-888X
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Neural Computation

March 1994, Vol. 6, No. 2, Pages 307-318
(doi: 10.1162/neco.1994.6.2.307)
© 1994 Massachusetts Institute of Technology
Smooth On-Line Learning Algorithms for Hidden Markov Models
Article PDF (593.4 KB)
Abstract

A simple learning algorithm for Hidden Markov Models (HMMs) is presented together with a number of variations. Unlike other classical algorithms such as the Baum-Welch algorithm, the algorithms described are smooth and can be used on-line (after each example presentation) or in batch mode, with or without the usual Viterbi most likely path approximation. The algorithms have simple expressions that result from using a normalized-exponential representation for the HMM parameters. All the algorithms presented are proved to be exact or approximate gradient optimization algorithms with respect to likelihood, log-likelihood, or cross-entropy functions, and as such are usually convergent. These algorithms can also be casted in the more general EM (Expectation-Maximization) framework where they can be viewed as exact or approximate GEM (Generalized Expectation-Maximization) algorithms. The mathematical properties of the algorithms are derived in the appendix.