Hidden Markov Models Training by a Particle Swarm Optimization Algorithm

In this work we consider the problem of Hidden Markov Models (HMM) training. This problem can be considered as a global optimization problem and we focus our study on the Particle Swarm Optimization (PSO) algorithm. To take advantage of the search strategy adopted by PSO, we need to modify the HMM’s search space. Moreover, we introduce a local search technique from the field of HMMs and that is known as the Baum–Welch algorithm. A parameter study is then presented to evaluate the importance of several parameters of PSO on artificial data and natural data extracted from images. Mathematics Subject Classifications (2000): 68T05 [68Q32, 91E40], 65C35 [82C80], 90C59.