Tensor Decomposition-Based Training Method for High-Order Hidden Markov Models

Matej Cibula, Radek Marík
2021 Conference on Theory and Practice of Information Technologies  
Hidden Markov models (HMMs) are one of the most widely used unsupervised-learning algorithms for modeling discrete sequential data. Traditionally, most of the applications of HMMs have utilized only models of order 1 because higher-order models are computationally hard to train. We reformulate HMMs using tensor decomposition to efficiently build higher-order models with the use of stochastic gradient descent. Based on this, we propose a new modified version of a training algorithm for HMMs,
more » ... cially suitable for high-order HMMs. Further, we show its capabilities and convergence on synthetic data.
dblp:conf/itat/CibulaM21 fatcat:oziabdv6ara2josyl4q5xzn3yi