Adapting Semi-tied Full-covariance Matrix Hmms

نویسنده

  • M J F Gales
چکیده

There is normally a simple choice made in the form of the covariance matrix to be used with HMMs. Either a diagonal covariance matrix is used, with the underlying assumption that elements of the feature vector are independent, or a full or block-diagonal matrix is used, where all or some of the correlations are explicitly modelled. Unfortunately when using full or block-diagonal covariance matrices there tends to be a dramatic increase in the number of parameters per Gaussian component, limiting the number of components which may be robustly estimated. This paper investigates a recently introduced form of covariance matrix, the semi-tied full-covariance matrix. This allows a few \full" covariance matrices to be shared over many distributions, whilst each distribution maintains its own \diagonal" covariance matrix. In current systems it is essential to be able to rapidly adapt the acoustic models to a particular speaker or new acoustic environment. This paper examines two linear-transformation speaker-adaptation schemes that may be applied to these semi-tied models. Both yield maximum likelihood estimates of the transform, but diier in the domains in which the transforms are estimated. A large-vocabulary speaker-independent speech-recognition task was used to assess the performance of the techniques. Both the adaptation schemes showed gains in performance. Depending on the semi-tied model set used and the adaptation scheme improvements over the unadapted models ranged from 3% to 11% relative. Furthermore, a 9% relative reduction in word error rate was achieved over the standard model set adapted using maximum likelihood linear regression.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Semi-tied Full-covariance Matrices for Hidden Markov Models

There is normally a simple choice made in the form of the covariance matrix to be used with HMMs. Either a diagonal covariance matrix is used, with the underlying assumption that elements of the feature vector are independent, or a full or block-diagonal matrix is used, where all or some of the correlations are explicitly modelled. Unfortunately when using full or block-diagonal covariance matr...

متن کامل

Semi-tied covariance matrices

A standard problem in many classification tasks is how to model feature vectors whose elements are highly correlated. If multi-variate Gaussian distributions are used to model the data then they must have full covariance matrices to accurately do so. This requires a large number of parameters per distribution which restricts the number of distributions that may be robustly estimated, particular...

متن کامل

Factored Semi-Tied Covariance Matrices

A new form of covariance modelling for Gaussian mixture models and hidden Markov models is presented. This is an extension to an efficient form of covariance modelling used in speech recognition, semi-tied covariance matrices. In the standard form of semi-tied covariance matrices the covariance matrix is decomposed into a highly shared decorrelating transform and a component-specific diagonal c...

متن کامل

Cambridge University Engineering Department Generalised Linear Gaussian Models

This paper addresses the time-series modelling of high dimensional data. Currently, the hidden Markov model (HMM) is the most popular and successful model especially in speech recognition. However, there are well known shortcomings in HMMs particularly in the modelling of the correlation between successive observation vectors; that is, inter-frame correlation. Standard diagonal covariance matri...

متن کامل

Linear Gaussian Models

This paper addresses the time-series modelling of high dimensional data. Currently, the hidden Markov model (HMM) is the most popular and successful model especially in speech recognition. However, there are well known shortcomings in HMMs particularly in the modelling of the correlation between successive observation vectors; that is, inter-frame correlation. Standard diagonal covariance matri...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1997