Efficient algorithms for training the parameters of hidden Markov models using stochastic expectation maximization (EM) training and Viterbi training

by Tim Yin Lam and Irmtraud M. Meyer

Hidden Markov models are widely employed by numerous bioinformatics programs used today. Applications range widely from comparative gene prediction to time-series analyses of micro-array data. The parameters of the underlying models need to be adjusted for specific data sets, for example the genome of a particular species, in order to maximize the prediction accuracy. Computationally efficient algorithms for parameter training are thus key to maximizing the usability of a wide range of bioinformatics applications.

We introduce two computationally efficient training algorithms, one for Viterbi training and one for stochastic expectation maximization (EM) training, which render the memory requirements independent of the sequence length. Unlike the existing algorithms for Viterbi and stochastic EM training which require a two-step procedure, our two new algorithms require only one step and scan the input sequence in only one direction. We also implement these two new algorithms and the already published linear-memory algorithm for EM training into the hidden Markov model compiler HMM-Converter and examine their respective practical merits for three small example models.

Bioinformatics applications employing hidden Markov models can use the two algorithms in order to make Viterbi training and stochastic EM training more computationally efficient. Using these algorithms, parameter training can thus be attempted for more complex models and longer training sequences. The two new algorithms have the added advantage of being easier to implement than the corresponding default algorithms for Viterbi training and stochastic EM training.

paper and software:

  • the paper describing the new algorithms will be available for download as soon as it is in press
  • HMM-Converter software which implements the new algorithms presented in the manuscript: tar-ball with source code (see see included LICENSE)
  • xml-specification files for the three example models

Updated: October 21, 2010, Irmtraud Meyer