I'd like to understand the Baum-Welch algorithm. I liked this video on the Forward-Backward algorithm so I'd like a similar one for Baum-Welch.
I'm having trouble coming up with good resources for Baum-Welch. Any ideas?
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1$\begingroup$ Welcome! Maybe it would be better to read the Wikipedia article and the references linked there and then post focused questions about details you don't understand. $\endgroup$– RaphaelCommented May 28, 2012 at 23:53
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2 Answers
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A simple web search leads to a whole lecture by Christopher Lee. I did not watch it entirely, but it seems to be a slow, thorough take on the algorithm with an example walk-through on paper similar to the video you link (if longer).
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$\begingroup$ sweet, i'll check it out, and wait to see if any more responses come in. $\endgroup$ Commented May 29, 2012 at 9:35
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Though he doesn't say the name Baum Welch specifically, nor HMM's (until the very end) Jason Eisner does a great job covering Expectation Maximization here:
videolectures.net/hltss2010_eisner_plm/
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2$\begingroup$ Can you please take some time to improve this answer by adding a brief summary of the explanation in the video, possibly highlighting why it's good? Also, if you can provide a little more information for reference (in case the link changes), that would be helpful. Please flag this comment as obsolete when you have implemented these changes. Thanks! $\endgroup$ Commented Aug 29, 2012 at 19:27