Accepted Papers

State-Sharing Sparse Hidden Markov Models for Personalized Sequences

Hongzhi Shi (Tsinghua University);Chao Zhang (Georgia Institute of Technology);Quanming Yao (4Paradigm);Yong Li (Tsinghua University);Funing Sun (Tencent);Depeng Jin (Tsinghua University);

Hidden Markov Model (HMM) is a powerful tool that has been widely adopted in sequence modeling tasks, such as mobility analysis, healthcare informatics, and online recommendation. However, using HMM for modeling personalized sequences remains a challenging problem: training a unified HMM with all the sequences often fails to uncover interesting personalized patterns; yet training one HMM for each individual inevitably suffers from data scarcity. We address this challenge by proposing a state-sharing sparse hidden Markov model (S3HMM) that can uncover personalized sequential patterns without suffering from data scarcity. This is achieved by two design principles: (1) all the HMMs in the ensemble share the same set of latent states; and (2) each HMM has its own transition matrix to model the personalized transitions. The result optimization problem for S3HMM becomes nontrivial, because of its two-layer hidden state design and the non-convexity in parameter estimation. We design a new Expectation-Maximization algorithm based, which treats the difference of convex programming as a sub-solver to optimize the non-convex function in the M-step with convergence guarantee. Our experimental results show that, S3HMM can successfully uncover personalized sequential patterns in various applications and outperforms baselines significantly in downstream prediction tasks.


How can we assist you?

We'll be updating the website as information becomes available. If you have a question that requires immediate attention, please feel free to contact us. Thank you!

Please enter the word you see in the image below: