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Incremental Learning Of Discrete Hidden Markov Models, German Florez-Larrahondo

Theses and Dissertations

We address the problem of learning discrete hidden Markov models from very long sequences of observations. Incremental versions of the Baum-Welch algorithm that approximate the beta-values used in the backward procedure are commonly used for this problem since their memory complexity is independent of the sequence length. However, traditional approaches have two main disadvantages: the approximation of the beta-values deviates far from the real values, and the learning algorithm requires previous knowledge of the topology of the model. This dissertation describes a new incremental Baum-Welch algorithm with a novel backward procedure that improves the approximation of the â-values based on …