[jira] [Commented] (MAHOUT-1484) Spectral algorithm for HMMs

["Sebastian Schelter (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MAHOUT-1484?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13967803#comment-13967803 ] 

Sebastian Schelter commented on MAHOUT-1484:
--------------------------------------------

Any progress here?

> Spectral algorithm for HMMs
> ---------------------------
>
>                 Key: MAHOUT-1484
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-1484
>             Project: Mahout
>          Issue Type: New Feature
>            Reporter: Emaad Manzoor
>            Priority: Minor
>
> Following up with this [comment|https://issues.apache.org/jira/browse/MAHOUT-396?focusedCommentId=12898284&page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#comment-12898284] by [~isabel] on the sequential HMM [proposal|https://issues.apache.org/jira/browse/MAHOUT-396], 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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