Robust learning of inhomogeneous PMMs


Ralf Eggeling, Teemu Roos, Petri Myllymäki, Ivo Grosse ;
Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics, PMLR 33:229-237, 2014.


Inhomogeneous parsimonious Markov models have recently been introduced for modeling symbolic sequences, with a main application being DNA sequence analysis. Structure and parameter learning of these models has been proposed using a Bayesian approach, which entails the practically challenging choice of the prior distribution. Cross validation is a possible way of tuning the prior hyperparameters towards a specific task such as prediction or classification, but it is overly time-consuming. On this account, robust learning methods, which do not require explicit prior specification and – in the absence of prior knowledge – no hyperparameter tuning, are of interest. In this work, we empirically investigate the performance of robust alternatives for structure and parameter learning that extend the practical applicability of inhomogeneous parsimonious Markov models to more complex settings than before.

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