We propose a novel feature selection method based on a Variable Memory Markov model (VMM). The VMM was originally proposed as a generative model trying to preserve the original source statistics from training data.

We describe a novel algorithm for unsupervised segmentation of sequences into alternating Variable Memory Markov sources, rst presented in [SBT01]. The algorithm is based on competitive learning between Markov models, when implemented as Prediction Sux Trees [RST96] using the MDL principle. By applying a model clustering procedure, based on rate distortion theory combined with deterministic annealing, we obtain a hierarchical segmentation of sequences between alternating Markov sources. The method is applied successfully to unsupervised segmentation of multilingual texts into languages where it is able to infer correctly both the number of languages and the language switching points. When applied to protein sequence families (results of the [BSMT01] work), we demonstrate the method's ability to identify biologically meaningful sub-sequences within the proteins, which correspond to signatures of important functional sub-units called domains. Our approach to proteins classi cation (through the obtained signatures) is shown to have both conceptual and practical advantages over the currently used methods. 1