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@mikecondon mikecondon commented Dec 4, 2025

Added spectral learning for categorical HMMs as described in #283. This implementation followed

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

In utils/utils.py implemented:

  • the robust tensor power method.
  • low rank pseudoinverse. Used truncated SVD to find the pseudoinverse.
  • multilinear map.

In hidden_markov_model/models/categorical_hmm.py, implemented:

  • sample cross moment to find a given symmetric orthogonally decomposable view of the n order cross moments.
  • fit_moments to find the parameters of the generating hmm.

In ssm.py, added:

  • minimal code to allow for future expansion of spectral learning to other HMM variants.

Signed-off-by: Michael Condon <mcondon99@gmail.com>
@mikecondon mikecondon marked this pull request as ready for review December 4, 2025 22:01
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