I had a question about how I can use gaussianHMM in the scikit-learn package to train on several different observation sequences all at once. The example is here: visualizing the stock market structure
shows EM converging on 1 long observation sequence. But in many scenarios, we want to break up the observations (like training on set of sentences) with each observation sequence having a START and END state. That is, I would like to globally train on multiple observation sequences. How can one accomplish this when using GuassianHMM? Is there a example to look at?
Thanks in advance