C# 클래스 Accord.Statistics.Models.Markov.Learning.BaumWelchLearningBase

Base class for implementations of the Baum-Welch learning algorithm.

보호된 메소드들

메소드	설명
BaumWelchLearningBase ( IHiddenMarkovModel model ) : System	Initializes a new instance of the BaumWelchLearningBase class.
ComputeForwardBackward ( int index, double &fwd, double &bwd, double &scaling ) : void	Computes the forward and backward probabilities matrices for a given observation referenced by its index in the input training data.
ComputeKsi ( int index, double fwd, double bwd, double scaling ) : void	Computes the ksi matrix of probabilities for a given observation referenced by its index in the input training data.
HasConverged ( double oldLikelihood, double newLikelihood, int currentIteration ) : bool	Checks if a model has converged given the likelihoods between two iterations of the Baum-Welch algorithm and a criteria for convergence.
Run ( Array observations ) : double	Runs the Baum-Welch learning algorithm for hidden Markov models. Learning problem. Given some training observation sequences O = {o1, o2, ..., oK} and general structure of HMM (numbers of hidden and visible states), determine HMM parameters M = (A, B, pi) that best fit training data.
UpdateEmissions ( ) : void	Updates the emission probability matrix. Implementations of this method should use the observations in the training data and the Gamma probability matrix to update the probability distributions of symbol emissions.

메소드 상세

BaumWelchLearningBase() 보호된 메소드

Initializes a new instance of the BaumWelchLearningBase class.

protected BaumWelchLearningBase ( IHiddenMarkovModel model ) : System
model	IHiddenMarkovModel
리턴	System

ComputeForwardBackward() 보호된 추상적인 메소드

Computes the forward and backward probabilities matrices for a given observation referenced by its index in the input training data.

protected abstract ComputeForwardBackward ( int index, double &fwd, double &bwd, double &scaling ) : void
index	int	The index of the observation in the input training data.
fwd	double	Returns the computed forward probabilities matrix.
bwd	double	Returns the computed backward probabilities matrix.
scaling	double	Returns the scaling parameters used during calculations.
리턴	void

ComputeKsi() 보호된 추상적인 메소드

Computes the ksi matrix of probabilities for a given observation referenced by its index in the input training data.

protected abstract ComputeKsi ( int index, double fwd, double bwd, double scaling ) : void
index	int	The index of the observation in the input training data.
fwd	double	The matrix of forward probabilities for the observation.
bwd	double	The matrix of backward probabilities for the observation.
scaling	double	The scaling vector computed in previous calculations.
리턴	void

HasConverged() 보호된 메소드

Checks if a model has converged given the likelihoods between two iterations of the Baum-Welch algorithm and a criteria for convergence.

protected HasConverged ( double oldLikelihood, double newLikelihood, int currentIteration ) : bool
oldLikelihood	double
newLikelihood	double
currentIteration	int
리턴	bool

Run() 보호된 메소드

Runs the Baum-Welch learning algorithm for hidden Markov models.

Learning problem. Given some training observation sequences O = {o1, o2, ..., oK} and general structure of HMM (numbers of hidden and visible states), determine HMM parameters M = (A, B, pi) that best fit training data.

protected Run ( Array observations ) : double
observations	System.Array	/// The sequences of univariate or multivariate observations used to train the model. /// Can be either of type double[] (for the univariate case) or double[][] for the /// multivariate case. ///
리턴	double

UpdateEmissions() 보호된 추상적인 메소드

Updates the emission probability matrix.

Implementations of this method should use the observations in the training data and the Gamma probability matrix to update the probability distributions of symbol emissions.

protected abstract UpdateEmissions ( ) : void
리턴	void