forward-backward algorithm
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English
[edit]Noun
[edit]forward-backward algorithm (plural forward-backward algorithms)
- 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.
- Any algorithm belonging to the general class that operate on sequence models in a forward-backward manner.