Incremental ML estimation of HMM parameters for efficient training

Conventional training of a hidden Markov model (HMM) is performed by an expectation-maximization algorithm using a maximum likelihood (ML) criterion. It was reported that, using an incremental variant of maximum a posteriori estimation, substantial speed improvements could be obtained. The approach requires a prior distribution when the training starts, although it is difficult to find an appropriate prior for some cases. This paper presents a new approach for achieving an efficient training of HMM parameters using the standard ML criterion. A prior distribution is not required. The algorithm sequentially selects a subset of data from the training set, updates the parameters from the subset, then iterates until convergence. There is a solid theoretical foundation that ensures a monotone likelihood improvement; thus stable convergence is guaranteed. Experimental results indicate substantially faster convergence than the standard batch training algorithm while holding the same level of recognition performance