Next-step prediction on Synthetic HMM Undercomplete case, N=4000
1.368Validation LossHMM Filter
Evaluation Results
| Method | Links | |
|---|---|---|
| HMM Filter2025.11 | 1.368 | |
| nanoGPT-s# parameters=73,920, training time=2.5 min, # iterations=2,000 iter.2025.11 | 1.458 | |
| nanoGPT-m# parameters=221,760, training time=7.5 min, # iterations=2,000 iter.2025.11 | 1.475 | |
| Belief Net# parameters=12,352, training time=20 min, # iterations=2,000 iter.2025.11 | 1.569 | |
| Spectral# parameters=524,416, # iterations=(PCA)2025.11 | 1.624 | |
| Baum-Welch# parameters=12,352, training time=51 min, # iterations=20 iter.2025.11 | 1.951 | |
| Random2025.11 | 4.852 |