Constraints in particle swarm optimization of hidden markov models

Authors:
Martin Macaš;Daniel Novák;Lenka Lhotská
Affiliations:
Dep. of Cybernetics, Czech Technical University, Faculty of Electrical Engineering, Prague, Czech Republic;Dep. of Cybernetics, Czech Technical University, Faculty of Electrical Engineering, Prague, Czech Republic;Dep. of Cybernetics, Czech Technical University, Faculty of Electrical Engineering, Prague, Czech Republic
Venue:
IDEAL'06 Proceedings of the 7th international conference on Intelligent Data Engineering and Automated Learning
Year:
2006

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Abstract

This paper presents new application of Particle Swarm Optimization (PSO) algorithm for training Hidden Markov Models (HMMs). The problem of finding an optimal set of model parameters is numerical optimization problem constrained by stochastic character of HMM parameters. Constraint handling is carried out using three different ways and the results are compared to Baum-Welch algorithm (BW), commonly used for HMM training. The global searching PSO method is much less sensitive to local extremes and finds better solutions than the local BW algorithm, which often converges to local optima. The advantage of PSO approach was markedly evident, when longer training sequence was used.