Hierarchical hidden Markov model

The hierarchical hidden Markov model (HHMM) is a statistical model derived from the hidden Markov
model (HMM). In an HHMM, each state is considered to be a self-contained probabilistic model. More
precisely, each state of the HHMM is itself an HHMM.

HHMMs and HMMs are useful in many fields, including pattern recognition.[1][2]

Background
It is sometimes useful to use HMMs in specific structures in order to facilitate learning and generalization.
For example, even though a fully connected HMM could always be used if enough training data is
available, it is often useful to constrain the model by not allowing arbitrary state transitions. In the same
way it can be beneficial to embed the HMM into a greater structure; which, theoretically, may not be able to
solve any other problems than the basic HMM but can solve some problems more efficiently when it comes
to the amount of training data required.

Description
In the hierarchical hidden Markov model (HHMM), each state is considered to be a self-contained
probabilistic model. More precisely, each state of the HHMM is itself an HHMM. This implies that the
states of the HHMM emit sequences of observation symbols rather than single observation symbols as is
the case for the standard HMM states.

When a state in an HHMM is

activated, it will activate its own
probabilistic model, i.e. it will
activate one of the states of the
underlying HHMM, which in
turn may activate its underlying
HHMM and so on. The process
is repeated until a special state,
called a production state, is
activated. Only the production
states emit observation symbols
in the usual HMM sense. When
the production state has emitted
a symbol, control returns to the
state that activated the
production state. The states that Illustration of the structure of a HHMM. Gray lines show vertical
do not directly emit observations transitions. The horizontal transitions are shown as black lines. The light
symbols are called internal gray circles are the internal states and the dark gray circles are the
states. The activation of a state terminal states that returns control to the activating state. The production
in an HHMM under an internal states are not shown in this figure.
state is called a vertical
transition. After a vertical
transition is completed, a horizontal transition occurs to a state within the same level. When a horizontal
transition leads to a terminating state, control is returned to the state in the HHMM, higher up in the
hierarchy, that produced the last vertical transition.

Note that a vertical transition can result in more vertical transitions before reaching a sequence of
production states and finally returning to the top level. Thus the production states visited give rise to a
sequence of observation symbols that is "produced" by the state at the top level.

The methods for estimating the HHMM parameters and model structure are more complex than for HMM
parameters, and the interested reader is referred to Fine et al. (1998).

The HMM and HHMM belong to the same class of classifiers. That is, they can be used to solve the same
set of problems. In fact, the HHMM can be transformed into a standard HMM. However, the HHMM
leverages its structure to solve a subset of the problems more efficiently.

Topology
Classical HHMMs require a pre-defined topology, meaning that the number and hierarchical structure of
the submodels must be known in advance.[1] Samko et al. (2010) used information about states from
feature space (i. e., from outside the Markov Model itself) in order to define the topology for a new HHMM
in an unsupervised way.[2] However, such external data containing relevant information for HHMM
construction may not be available in all contexts, e. g. in language processing.

See also
Layered hidden Markov model
Hierarchical temporal memory

References
1. Fine, Shai; Singer, Yoram; Tishby, Naftali (1998-07-01). "The Hierarchical Hidden Markov
Model: Analysis and Applications" (https://doi.org/10.1023/A:1007469218079). Machine
Learning. 32 (1): 41–62. doi:10.1023/A:1007469218079 (https://doi.org/10.1023%2FA%3A1
007469218079). ISSN 1573-0565 (https://www.worldcat.org/issn/1573-0565). Retrieved
2021-11-03.
2. Samko, Oksana; Marshall, David; Rosin, Paul (2010-01-01). Automatic Construction of
Hierarchical Hidden Markov Model Structure for Discovering Semantic Patterns in Motion
Data. Vol. 1. pp. 275–280.

Further reading
S. Fine, Y. Singer and N. Tishby, "The Hierarchical Hidden Markov Model: Analysis and
Applications", Machine Learning, vol. 32, p. 41–62, 1998
K.Murphy and M.Paskin. "Linear Time Inference in Hierarchical HMMs", NIPS-01 (Neural
Info. Proc. Systems).
H. Bui, D. Phung and S. Venkatesh. "Hierarchical Hidden Markov Models with General State
Hierarchy", AAAI-04 (National Conference on Artificial Intelligence).

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