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

Baum-Welch learning algorithm for continuous density Hidden Markov Models.
상속: BaumWelchLearningBase, IUnsupervisedLearning
파일 보기 프로젝트 열기: atosorigin/Kinect 1 사용 예제들

공개 메소드들

메소드 설명
ContinuousBaumWelchLearning ( ContinuousHiddenMarkovModel model ) : System

Creates a new instance of the Baum-Welch learning algorithm.

Run ( ) : 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.

보호된 메소드들

메소드 설명
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.

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.

비공개 메소드들

메소드 설명
convert ( Array array, int dimension ) : double[][]

Converts a univariate or multivariate array of observations into a two-dimensional jagged array.

메소드 상세

ComputeForwardBackward() 보호된 메소드

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

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

ContinuousBaumWelchLearning() 공개 메소드

Creates a new instance of the Baum-Welch learning algorithm.
public ContinuousBaumWelchLearning ( ContinuousHiddenMarkovModel model ) : System
model ContinuousHiddenMarkovModel
리턴 System

Run() 공개 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.
public Run ( ) : double
리턴 double

UpdateEmissions() 보호된 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 UpdateEmissions ( ) : void
리턴 void