Dynamic programming for machine learning: Hidden Markov Models

Machine learning requires many sophisticated algorithms to learn from existing data, then apply the learnings to new data. Dynamic programming turns up in many of these algorithms. This may be because dynamic programming excels at solving problems involving "non-local" information, making greedy or divide-and-conquer algorithms ineffective. In this article, I'll explore one technique used in machine learning, Hidden Markov Models (HMMs), and how dynamic programming is used when applying this technique. After discussing HMMs, I'll show a few real-world examples where HMMs are used.