Structured Inference for Recurrent Hidden Semi-markov Model

Segmentation and labeling for high dimensional time series is an important yet challenging task in a number of applications, such as behavior understanding and medical diagnosis. Recent advances to model the nonlinear dynamics in such time series data, has suggested to involve recurrent neural networks into Hidden Markov Models. However, this involvement has caused the inference procedure much more complicated, often leading to intractable inference, especially for the discrete variables of segmentation and labeling. To achieve both flexibility and tractability in modeling nonlinear dynamics of discrete variables, we present a structured and stochastic sequential neural network (SSNN), which composes with a generative network and an inference network. In detail, the generative network aims to not only capture the long-term dependencies but also model the uncertainty of the segmentation labels via semi-Markov models. More importantly, for efficient and accurate inference, the proposed bi-directional inference network reparameterizes the categorical segmentation with the Gumbel-Softmax approximation and resorts to the Stochastic Gradient Variational Bayes. We evaluate the proposed model in a number of tasks, including speech modeling, automatic segmentation and labeling in behavior understanding, and sequential multi-objects recognition. Experimental results have demonstrated that our proposed model can achieve significant improvement over the state-of-the-art methods.