probml / probml/dynamax

Add spectral methods for HMM learning

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enhancement help wanted
Dominant language
Python
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Description

In addition to SGD and EM, we should support spectral learning methods. See for example,

Anandkumar, Animashree, et al. "Tensor decompositions for learning latent variable models." Journal of machine learning research 15 (2014): 2773-2832. link

@JeanKossaifi, it sounds like you may have some code for this in Tensorly?

Thanks @Anima-Lab for suggesting this!

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Research direction

Start by reviewing the repository's existing HMM learning implementations for SGD and EM, then read the linked Tensorly project and Anandkumar et al. paper for the proposed spectral approach. Determine which spectral methods and interfaces should be supported and how they should be validated. Done means spectral learning is integrated alongside the existing learning methods with appropriate tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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