Inspired by the possibility that generative models based on quantum circuits can provide a useful inductive bias for sequence modeling tasks, we propose an efficient training algorithm for a subset of classically simulable quantum circuit models. The gradient-free algorithm, presented as a sequence of exactly solvable effective models, is a modification of the density matrix renormalization group procedure adapted for learning a probability distribution. The conclusion that circuit-based models offer a useful inductive bias for classical datasets is supported by experimental results on the parity learning problem.