Baum–Welch algorithm

E880219

The Baum–Welch algorithm is an expectation-maximization method used to train the parameters of hidden Markov models from observed data.

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Statements (46)

Predicate Object
instanceOf algorithm
expectation–maximization algorithm
statistical estimation method
training algorithm
appliesTo hidden Markov model NERFINISHED
assumes Markov property for hidden states
conditional independence of observations given states
basedOn expectation–maximization (EM) algorithm NERFINISHED
category Expectation–maximization algorithms
Hidden Markov models NERFINISHED
Machine learning algorithms
computes expected sufficient statistics of hidden state sequences
convergesTo local maximum of likelihood
E-stepUses forward–backward algorithm NERFINISHED
field machine learning
signal processing
speech recognition
statistics
hasStep E-step
M-step
input observed sequences
isSpecialCaseOf general EM algorithm NERFINISHED
learningType unsupervised learning
M-stepUpdates emission probabilities
initial state probabilities
transition probabilities
namedAfter Leonard E. Baum NERFINISHED
Lloyd R. Welch NERFINISHED
optimizationCriterion likelihood of observed data
optimizationType maximum likelihood
output estimated HMM parameters
publicationDecade 1970s
relatedTo Viterbi algorithm NERFINISHED
forward–backward algorithm NERFINISHED
requires initial parameter guess
usedFor learning emission probabilities in HMMs
learning initial state distribution in HMMs
learning transition probabilities in HMMs
maximum likelihood estimation of HMM parameters
parameter estimation in hidden Markov models
training hidden Markov models
unsupervised sequence learning
usedIn biosequence analysis
natural language processing
speech recognition systems
time series modeling

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Viterbi algorithm comparedTo Baum–Welch algorithm