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