Incremental MAP estimation of HMMs for efficient training and improved performance

Continuous density observation hidden Markov models (CD-HMMs) have been shown to perform better than their discrete counterparts. However, because the observation distribution is usually represented with a mixture of multivariate normal densities, the training time for a CD-HMM can be prohibitively long. This paper presents a new approach to speed-up the convergence of CD-HMM training using a stochastic, incremental variant of the EM algorithm. The algorithm randomly selects a subset of data from the training set, updates the model using maximum a posteriori estimation, and then iterates until convergence. Experimental results show that the convergence of this approach is nearly an order of magnitude faster than the standard batch training algorithm. In addition, incremental learning of the model parameters improved recognition performance compared with the batch version