Similarity-based clustering of sequences using hidden Markov models

Hidden Markov models constitute a widely employed tool for sequential data modelling; nevertheless, their use in the clustering context has been poorly investigated. In this paper a novel scheme for HMM-based sequential data clustering is proposed, inspired on the similarity-based paradigm recently introduced in the supervised learning context. With this approach, a new representation space is built, in which each object is described by the vector of its similarities with respect to a pre-determinate set of other objects. These similarities are determined using hidden Markov models. Clustering is then performed in such a space. By way of this, the difficult problem of clustering of sequences is thus transposed to a more manageable format, the clustering of points (vectors of features). Experimental evaluation on synthetic and real data shows that the proposed approach largely outperforms standard HMM-clustering schemes.