arXiv Machine Learning By Gary Wolfman

libhmm: A Modern C++20 Library for Hidden Markov Models with Correct MLE Emission M-Steps

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arXiv:2605. 29208v2 Announce Type: replace-cross Abstract: We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection.

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arXiv Machine Learning
Sep 16

High-Performance Tensor Formulation of the Viterbi Algorithm for Hidden Semi-Markov Models

The paper introduces a tensor-based formulation of the Viterbi algorithm for Hidden Semi-Markov Models (HSMMs), converting inner loops into tensor operations that align with SIMD and massively parallel architectures. It presents optimized implementations for single- and multi-core CPUs and, for the first time, GPUs. Experiments show speedups of up to 14× on a single core, over 200× with multi-core, and more than 570× on GPU compared to the sequential baseline, setting a new performance benchmark for large-scale HSMM decoding.

By Lorenzo Piarulli, Elia Belli, Daniele De Sensi