Differentiable filtering framework learns Hidden Markov Model parameters efficiently

Researchers have developed a new framework called Belief Net for learning Hidden Markov Models (HMMs). This approach uses a differentiable filtering process, treating the forward filter as a structured neural network optimized via stochastic gradient descent. Belief Net offers improved convergence over traditional methods like Baum-Welch and can recover parameters in settings where spectral algorithms fail, while maintaining interpretability by directly learning HMM parameters. AI

影响 Introduces a novel, interpretable neural network approach for learning sequential data models, potentially improving performance and convergence over existing methods.

排序理由 This is a research paper introducing a new framework for learning Hidden Markov Models.

在 arXiv cs.LG 阅读 →

• Baum-Welch algorithm
• Heng-Sheng Chang
• Hidden Markov Models

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