A Novel Algorithm for Training Hidden Markov Models with Positive and Negative Examples

In this paper, we present a novel training method based on Baum-Welch algorithm for hidden Markov models (HMM), named as Comprehensive HMM (CompHMM), which changes the traditional approach of training HMM from positive examples only to be able to utilize both positive and negative examples in training HMMs. By comparison, our method outperformed the standard Baum-Welch method and another HMM discriminative training method significantly through both synthetic and real data in membership prediction task.