Online Learning in Discrete Hidden Markov Models
share
We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw learning curves in simplified situations. The performance for learning drifting concepts of one of the presented algorithms is analysed and compared with the Baldi-Chauvin algorithm in the same situations. A brief discussion about learning and symmetry breaking based on our results is also presented.
READ FULL TEXT