An infinite hidden Markov model with similarity-biased transitions

Colin Reimer Dawson, Chaofan Huang, Clayton T Morrison

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a similarity function on the state space and scaling transition probabilities by pair-wise similarities, thereby inducing correlations among the transition distributions. We present an augmented data representation of the model as a Markov Jump Process in which: (1) some jump attempts fail, and (2) the probability of success is proportional to the similarity between the source and destination states. This augmentation restores conditional conjugacy and admits a simple Gibbs sampler. We evaluate the model and inference method on a speaker diarization task and a "harmonic parsing" task using four-part chorale data, as well as on several synthetic datasets, achieving favorable comparisons to existing models.

Original languageEnglish (US)
Title of host publication34th International Conference on Machine Learning, ICML 2017
PublisherInternational Machine Learning Society (IMLS)
Pages1560-1576
Number of pages17
Volume2
ISBN (Electronic)9781510855144
StatePublished - Jan 1 2017
Event34th International Conference on Machine Learning, ICML 2017 - Sydney, Australia
Duration: Aug 6 2017Aug 11 2017

Other

Other34th International Conference on Machine Learning, ICML 2017
CountryAustralia
CitySydney
Period8/6/178/11/17

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Human-Computer Interaction
  • Software

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