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From "Emaad Manzoor (JIRA)" <>
Subject [jira] [Created] (MAHOUT-1484) Spectral algorithm for HMMs
Date Sun, 23 Mar 2014 09:19:43 GMT
Emaad Manzoor created MAHOUT-1484:

             Summary: Spectral algorithm for HMMs
                 Key: MAHOUT-1484
             Project: Mahout
          Issue Type: New Feature
            Reporter: Emaad Manzoor
            Priority: Minor

Following up with this [comment|]
by [~isabel] on the sequential HMM [proposal|],
is there any interest in a spectral algorithm as described in: "A spectral algorithm for learning
hidden Markov models (D. Hsu, S. Kakade, T. Zhang)"?

I would like to take up this effort.

This will enable learning the parameters of and making predictions with a HMM in a single
step. At its core, the algorithm involves computing estimates from triples of observations,
performing an SVD and then some matrix multiplications.

This could also form the base for an implementation of "Hilbert Space Embeddings of Hidden
Markov Models (L. Song, B. Boots, S. Saddiqi, G. Gordon, A. Smola)".

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