forward-backward algorithm

English

Noun

forward-backward algorithm (plural forward-backward algorithms)

  1. An inference algorithm for hidden Markov models which computes the posterior marginals of all hidden state variables given a sequence of observations/emissions. It uses dynamic programming to compute the values in two passes, the first going forward in time and the second backward.
  2. Any algorithm belonging to the general class that operate on sequence models in a forward-backward manner.
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