Similarity-based classification of sequences using hidden Markov models
Hidden Markov models (HMM) are a widely used tool for sequence modelling. In the sequence classification case, the standard approach consists of training one HMM for each class and then using a standard Bayesian classification rule. In this paper, we introduce a novel classification scheme for sequences based on HMMs, which is obtained by extending the recently proposed similarity-based classification paradigm to HMM-based classification. In this approach, each object is described by the vector of its similarities with respect to a predetermined set of other objects, where these similarities are supported by HMMs. A central problem is the high dimensionality of resulting space, and, to deal with it, three alternatives are investigated. Synthetic and real experiments show that the similarity-based approach outperforms standard HMM classification schemes.
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