Fit the classifier with labels y and observations X

def fit(self, labels, samples, pstates):
        """
        Fit the classifier with labels y and observations X
        """
        assert len(labels) == len(samples) == len(pstates)

        for label in set(labels):
            label_samples = [s for l,s in zip(labels, samples) if l == label]
            label_pstates = [p for l,p in zip(labels, pstates) if l == label]

            pohmm = self.pohmm_factory()
            pohmm.fit(label_samples, label_pstates)
            self.pohmms[label] = pohmm

        return self