Hi Jacob,

The HMMs were removed from scikit-learn because they were out of scope.
I don't believe that we are going to re-add any HMMs in scikit-learn.

If you want, you can take ownership of the HMMlearn package that I
created to host the former HMM code of scikit-learn: 
https://github.com/hmmlearn/hmmlearn/tree/master/hmmlearn
You could add your HMM code there.

This package is currently orphan. I will not be doing any code review or
any support of any kind with this package.

Best,

Gaël

On Mon, Apr 28, 2014 at 12:26:55AM -0700, Jacob Schreiber wrote:
> Hello all

> I saw that HMMs will be removed in version 0.17. As a lover of HMMs and
> sklearn, in an attempt to save them, a friend and myself have been working on 
> a
> cython-optimized HMM package which we think may be appropriate for sklearn.

> The repo is here: https://github.com/jmschrei/yahmm

> To summarize, it implements forward, backward, forward-backward, viterbi,
> baum-welch training, and viterbi training. It allows for silent states,
> normalizes out-edges to sum to a probability of 1., and will try to simplify
> your graph structure. Forward, backward, and viterbi are implemented in O(n*m)
> time instead of O(m^2), where n is the average number of edges per state and m
> is the number of states. 

> A model is can contain states with different distribution types, instead of
> being limited to each character-generating state being of the same 
> distribution
> type. Currently many distributions and kernel densities are implemented, but
> the user can make their own arbitrary distribution on the fly and have it work
> with this package. 

> The downsides are that it's hard to use its most expressive features in the
> current sklearn framework of defining a classifier in one line (using
> Model.from_matrix() ). Instead, it may take several lines to define the
> underlying model in our package.

> I'd love to hear feedback from others on the idea of merging this with 
> sklearn.



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    Gael Varoquaux
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