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We consider an online selective-sample learning problem for sequence classification, where the goal is to learn a predictive model using a stream of data samples whose class labels can be selectively queried by the algorithm. Given that there is a limit to the total number of queries permitted, the key issue is choosing the most informative and salient samples for their class labels to be queried. Recently, several aggressive selective-sample algorithms have been proposed under a linear model for static (non-sequential) binary classification. We extend the idea to hidden Markov models for multi-class sequence classification by introducing reasonable measures for the novelty and prediction confidence of the incoming sample with respect to the current model, on which the query decision is based. For several sequence classification datasets/tasks in online learning setups, we demonstrate the effectiveness of the proposed approach.

Online Selective-Sample Learning of Hidden Markov Models for Sequence Classification