Reduced-rank hidden Markov models
published: Aug. 29, 2011, recorded: May 2010, views: 286
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Hsu et al.(2009) recently proposed an efficient, accurate spectral learning algorithm for Hidden Markov Models (HMMs). In this paper we relax their assumptions and prove a tighter finite-sample error bound for the case of Reduced-Rank HMMs, i.e., HMMs with low-rank transition matrices. Since rank-k RR-HMMs are a larger class of models than k-state HMMs while being equally efficient to work with, this relaxation greatly increases the learning algorithm's scope. In addition, we generalize the algorithm and bounds to models where multiple observations are needed to disambiguate state, and to models that emit multivariate real-valued observations. Finally we prove consistency for learning Predictive State Representations, an even larger class of models. Experiments on synthetic data and a toy video, as well as on difficult robot vision data, yield accurate models that compare favorably with alternatives in simulation quality and prediction accuracy.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !