PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Expectation Maximization Algorithms for Conditional Likelihoods
Jarkko Salojärvi, Kai Puolamäki and Samuel Kaski
In: ICML 2005, 7-11 Aug 2005, Bonn, Germany.


We introduce an expectation maximization-type (EM) algorithm for maximum likelihood optimization of conditional densities. It is applicable to hidden variable models where the distributions are from the exponential family. The algorithm can alternatively be viewed as automatic step size selection for gradient ascent, where the amount of computation is traded off to guarantees that each step increases the likelihood. The tradeoff makes the algorithm computationally more feasible than the earlier conditional EM. The method gives a theoretical basis for extended Baum Welch algorithms used in discriminative hidden Markov models in speech recognition, and compares favourably with the current best method in the experiments.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:1086
Deposited By:Jarkko Salojärvi
Deposited On:18 September 2005