public override void Learn(SequenceData trainingData, SequenceData validationData, SequenceData testData)
{
//HMMGraph graph = RandomGraph(trainingData.NumSymbols);
HMMGraph graph;
//bestHMM = ModelConverter.Graph2HMM(graph);
bestHMM = SparseHiddenMarkovModel.FromCompleteGraph(trainingData.NumSymbols, trainingData.NumSymbols);
bestHMM.Learn(trainingData.GetNonempty(), baumwelchThreshold);
//while (bestHMM.States < maxStates)
while (bestHMM.NumberOfStates < maxStates)
{
WriteLine("Taking one more iteration");
//graph = ModelConverter.HMM2Graph(bestHMM);
graph = bestHMM.ToGraph();
Dictionary<int, double> nodePerformance = new Dictionary<int, double>();
Dictionary<int, int> nodeOccurence = new Dictionary<int, int>();
double hiddenStateSequenceProbability;
foreach (int[] signal in validationData.GetNonempty())
{
//int[] hiddenStateSequence = bestHMM.Decode(signal, out hiddenStateSequenceProbability);
int[] hiddenStateSequence = bestHMM.Viterby(signal, out hiddenStateSequenceProbability);
for (int j = 0; j < hiddenStateSequence.Length; j++)
{
if (nodePerformance.ContainsKey(hiddenStateSequence[j]))
{
//nodePerformance[hiddenStateSequence[j]] += (Math.Log(hiddenStateSequenceProbability) + Math.Log(bestHMM.Emissions[hiddenStateSequence[j], signal[j]]));
nodePerformance[hiddenStateSequence[j]] += (Math.Log(hiddenStateSequenceProbability) + Math.Log(bestHMM.EmissionProbability(hiddenStateSequence[j], signal[j])));
nodeOccurence[hiddenStateSequence[j]]++;
}
else
{
nodePerformance.Add(hiddenStateSequence[j], (Math.Log(hiddenStateSequenceProbability) + Math.Log(bestHMM.EmissionProbability(hiddenStateSequence[j], signal[j]))));
nodeOccurence.Add(hiddenStateSequence[j], 1);
}
}
}
foreach (int node in nodeOccurence.Keys)
{
nodePerformance[node] /= nodeOccurence[node];
}
int weakPoint = nodePerformance.Keys.Aggregate((a, b) => ((nodePerformance[b] < nodePerformance[a]) ? b : a));
SplitWorstPerformingNode(graph, weakPoint);
//bestHMM = ModelConverter.Graph2HMM(graph);
bestHMM = SparseHiddenMarkovModel.FromGraph(graph);
WriteLine("Running BaumWelch");
bestHMM.Learn(trainingData.GetNonempty(), baumwelchThreshold); //Run the BaumWelch algorithm
WriteLine("");
WriteLine("Log Likelihood: " + LogLikelihood(bestHMM, trainingData));
}
}
public override void Learn(SequenceData trainingData, SequenceData validationData, SequenceData testData)
{
hmm = SparseHiddenMarkovModel.FromCompleteGraph(1, trainingData.NumSymbols);
double temperature = 2;
double epsilon = 1.0;
double likelihood = 0.0;
double newLikelihood = Double.MinValue;
double lastSparsity = hmm.TransitionSparsity;
int stagnation = 1;
do
{
if (temperature > 2)
{
HMMGraph graph = hmm.ToGraph();
CutEdges(graph, epsilon);
if (hmm.TransitionSparsity != lastSparsity)
{
lastSparsity = hmm.TransitionSparsity;
stagnation = Math.Max(1, (stagnation - 1));
}
else
{
stagnation++;
}
//int numberOfStatesToAdd = Math.Max(0, (int)Math.Min(hmm.NumberOfStates, Math.Ceiling(Math.Log(Math.Pow(Math.Log(newLikelihood - likelihood), (1 / stagnation)) / (Math.Sqrt(temperature) * threshold)))));
//int numberOfStatesToAdd = (((stagnation / temperature) > threshold) ? 1 : 0);
int numberOfStatesToAdd = 1;
foreach (int weakPoint in IdentifyWeakStates(validationData, numberOfStatesToAdd))
{
SplitState(graph, weakPoint);
stagnation = 1;
}
if (numberOfStatesToAdd == 0)
{
stagnation *= 2;
}
hmm = SparseHiddenMarkovModel.FromGraph(graph);
WriteLine(String.Format("Added {0} states", numberOfStatesToAdd));
}
temperature *= Math.Max(2, Math.Sqrt(hmm.NumberOfStates));
//temperature *= Math.Max(2, stagnation);
epsilon = (1 / Math.Log(temperature));
double bwThreshold = Math.Pow(Math.Max(threshold, (1 / (-Math.Min((-1), Math.Log(Math.Min((1 - threshold), (1 / temperature)) / (1 - threshold)))))), stagnation);
//int bwIterations = Math.Max(1, (int)Math.Log(stagnation * temperature * threshold));
WriteLine(String.Format("Running Baum-Welch with threshold {0}...", bwThreshold));
//WriteLine(String.Format("Running Baum-Welch with {0} iterations...", bwIterations));
hmm.Learn(trainingData.GetNonempty(), bwThreshold);
//hmm.Learn(trainingData.GetNonempty(), 0.0, bwIterations);
likelihood = newLikelihood;
newLikelihood = 0.0;
foreach (int[] signal in validationData.GetNonempty())
{
newLikelihood += hmm.Evaluate(signal, true);
}
WriteLine(String.Empty);
WriteLine(String.Format("Stagnation: {0}", stagnation));
WriteLine(String.Format("Epsilon: {0}", epsilon));
WriteLine(String.Format("Number of HMM States: {0}", hmm.NumberOfStates));
WriteLine(String.Format("Transition Sparsity; {0}", hmm.TransitionSparsity));
WriteLine(String.Format("Log Likelihood: {0}", newLikelihood));
WriteLine(String.Empty);
}
while ((Math.Abs(newLikelihood - likelihood) * Math.Pow(epsilon, 2)) > threshold);
}