Making the error-controlling algorithm of observable operator models constructive.

Abstract:

:Observable operator models (OOMs) are a class of models for stochastic processes that properly subsumes the class that can be modeled by finite-dimensional hidden Markov models (HMMs). One of the main advantages of OOMs over HMMs is that they admit asymptotically correct learning algorithms. A series of learning algorithms has been developed, with increasing computational and statistical efficiency, whose recent culmination was the error-controlling (EC) algorithm developed by the first author. The EC algorithm is an iterative, asymptotically correct algorithm that yields (and minimizes) an assured upper bound on the modeling error. The run time is faster by at least one order of magnitude than EM-based HMM learning algorithms and yields significantly more accurate models than the latter. Here we present a significant improvement of the EC algorithm: the constructive error-controlling (CEC) algorithm. CEC inherits from EC the main idea of minimizing an upper bound on the modeling error but is constructive where EC needs iterations. As a consequence, we obtain further gains in learning speed without loss in modeling accuracy.

journal_name

Neural Comput

journal_title

Neural computation

authors

Zhao MJ,Jaeger H,Thon M

doi

10.1162/neco.2009.10-08-878

subject

Has Abstract

pub_date

2009-12-01 00:00:00

pages

3460-86

issue

12

eissn

0899-7667

issn

1530-888X

journal_volume

21

pub_type

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