PAC-Learning of markov models with hidden state

  • Authors:
  • Ricard Gavaldà;Philipp W. Keller;Joelle Pineau;Doina Precup

  • Affiliations:
  • Universitat Politècnica de Catalunya, Barcelona, Spain;School of Computer Science, McGill University, Montreal, QC, Canada;School of Computer Science, McGill University, Montreal, QC, Canada;School of Computer Science, McGill University, Montreal, QC, Canada

  • Venue:
  • ECML'06 Proceedings of the 17th European conference on Machine Learning
  • Year:
  • 2006

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Abstract

The standard approach for learning Markov Models with Hidden State uses the Expectation-Maximization framework. While this approach had a significant impact on several practical applications (e.g. speech recognition, biological sequence alignment) it has two major limitations: it requires a known model topology, and learning is only locally optimal. We propose a new PAC framework for learning both the topology and the parameters in partially observable Markov models. Our algorithm learns a Probabilistic Deterministic Finite Automata (PDFA) which approximates a Hidden Markov Model (HMM) up to some desired degree of accuracy. We discuss theoretical conditions under which the algorithm produces an optimal solution (in the PAC-sense) and demonstrate promising performance on simple dynamical systems.