public void LearnTest3()
{
// We will try to create a Hidden Markov Model which
// can detect if a given sequence starts with a zero
// and has any number of ones after that.
int[][] sequences = new int[][]
{
new int[] { 0, 1, 1, 1, 1, 0, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
};
// Creates a new Hidden Markov Model with 3 states for
// an output alphabet of two characters (zero and one)
HiddenMarkovModel hmm = new HiddenMarkovModel(3, 2);
// Try to fit the model to the data until the difference in
// the average log-likelihood changes only by as little as 0.0001
var teacher = new BaumWelchLearning(hmm)
{
Tolerance = 0.0001, Iterations = 0
};
double ll = teacher.Run(sequences);
// Calculate the probability that the given
// sequences originated from the model
double l1; hmm.Decode(new int[] { 0, 1 }, out l1); // 0.4999
double l2; hmm.Decode(new int[] { 0, 1, 1, 1 }, out l2); // 0.1145
// Sequences which do not start with zero have much lesser probability.
double l3; hmm.Decode(new int[] { 1, 1 }, out l3); // 0.0000
double l4; hmm.Decode(new int[] { 1, 0, 0, 0 }, out l4); // 0.0000
// Sequences which contains few errors have higher probability
// than the ones which do not start with zero. This shows some
// of the temporal elasticity and error tolerance of the HMMs.
double l5; hmm.Decode(new int[] { 0, 1, 0, 1, 1, 1, 1, 1, 1 }, out l5); // 0.0002
double l6; hmm.Decode(new int[] { 0, 1, 1, 1, 1, 1, 1, 0, 1 }, out l6); // 0.0002
ll = System.Math.Exp(ll);
l1 = System.Math.Exp(l1);
l2 = System.Math.Exp(l2);
l3 = System.Math.Exp(l3);
l4 = System.Math.Exp(l4);
l5 = System.Math.Exp(l5);
l6 = System.Math.Exp(l6);
Assert.AreEqual(1.2114235662225779, ll, 1e-4);
Assert.AreEqual(0.4999419764097881, l1, 1e-4);
Assert.AreEqual(0.1145702973735144, l2, 1e-4);
Assert.AreEqual(0.0000529972606821, l3, 1e-4);
Assert.AreEqual(0.0000000000000001, l4, 1e-4);
Assert.AreEqual(0.0002674509390361, l5, 1e-4);
Assert.AreEqual(0.0002674509390361, l6, 1e-4);
Assert.IsTrue(l1 > l3 && l1 > l4);
Assert.IsTrue(l2 > l3 && l2 > l4);
}
private static double testThresholdModel(int[][] inputs, int[] outputs, HiddenMarkovClassifier classifier, double likelihood)
{
HiddenMarkovModel threshold = classifier.Threshold;
Assert.AreEqual(6, threshold.States);
Assert.AreEqual(classifier.Models[0].Transitions[0, 0], threshold.Transitions[0, 0], 1e-10);
Assert.AreEqual(classifier.Models[0].Transitions[1, 1], threshold.Transitions[1, 1], 1e-10);
Assert.AreEqual(classifier.Models[0].Transitions[2, 2], threshold.Transitions[2, 2], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[0, 0], threshold.Transitions[3, 3], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[1, 1], threshold.Transitions[4, 4], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[2, 2], threshold.Transitions[5, 5], 1e-10);
for (int i = 0; i < 3; i++)
{
for (int j = 3; j < 6; j++)
{
Assert.AreEqual(Double.NegativeInfinity, threshold.Transitions[i, j]);
}
}
for (int i = 3; i < 6; i++)
{
for (int j = 0; j < 3; j++)
{
Assert.AreEqual(Double.NegativeInfinity, threshold.Transitions[i, j]);
}
}
Assert.IsFalse(Matrix.HasNaN(threshold.LogTransitions));
classifier.Sensitivity = 0.5;
// Will assert the models have learned the sequences correctly.
for (int i = 0; i < inputs.Length; i++)
{
int expected = outputs[i];
int actual = classifier.Compute(inputs[i], out likelihood);
Assert.AreEqual(expected, actual);
}
int[] r0 = new int[] { 1, 1, 0, 0, 2 };
double logRejection;
int c = classifier.Compute(r0, out logRejection);
Assert.AreEqual(-1, c);
Assert.AreEqual(0.99994164708402866, logRejection);
logRejection = threshold.Evaluate(r0);
Assert.AreEqual(-5.6077079936209504, logRejection, 1e-10);
threshold.Decode(r0, out logRejection);
Assert.AreEqual(-9.3103554170761686, logRejection, 1e-10);
foreach (var model in classifier.Models)
{
double[,] A = model.Transitions;
for (int i = 0; i < A.GetLength(0); i++)
{
double[] row = A.Exp().GetRow(i);
double sum = row.Sum();
Assert.AreEqual(1, sum, 1e-10);
}
}
{
double[,] A = classifier.Threshold.Transitions;
for (int i = 0; i < A.GetLength(0); i++)
{
double[] row = A.GetRow(i);
double sum = row.Exp().Sum();
Assert.AreEqual(1, sum, 1e-6);
}
}
return(likelihood);
}
public void LearnTest2()
{
// Declare some testing data
int[][] inputs = new int[][]
{
new int[] { 0, 0, 1, 2 }, // Class 0
new int[] { 0, 1, 1, 2 }, // Class 0
new int[] { 0, 0, 0, 1, 2 }, // Class 0
new int[] { 0, 1, 2, 2, 2 }, // Class 0
new int[] { 2, 2, 1, 0 }, // Class 1
new int[] { 2, 2, 2, 1, 0 }, // Class 1
new int[] { 2, 2, 2, 1, 0 }, // Class 1
new int[] { 2, 2, 2, 2, 1 }, // Class 1
};
int[] outputs = new int[]
{
0, 0, 0, 0, // First four sequences are of class 0
1, 1, 1, 1, // Last four sequences are of class 1
};
// We are trying to predict two different classes
int classes = 2;
// Each sequence may have up to 3 symbols (0,1,2)
int symbols = 3;
// Nested models will have 3 states each
int[] states = new int[] { 3, 3 };
// Creates a new Hidden Markov Model Classifier with the given parameters
HiddenMarkovClassifier classifier = new HiddenMarkovClassifier(classes, states, symbols);
// Create a new learning algorithm to train the sequence classifier
var teacher = new HiddenMarkovClassifierLearning(classifier,
// Train each model until the log-likelihood changes less than 0.001
modelIndex => new BaumWelchLearning(classifier.Models[modelIndex])
{
Tolerance = 0.001,
Iterations = 0
}
);
// Enable support for sequence rejection
teacher.Rejection = true;
// Train the sequence classifier using the algorithm
double likelihood = teacher.Run(inputs, outputs);
// Will assert the models have learned the sequences correctly.
for (int i = 0; i < inputs.Length; i++)
{
int expected = outputs[i];
int actual = classifier.Compute(inputs[i], out likelihood);
Assert.AreEqual(expected, actual);
}
HiddenMarkovModel threshold = classifier.Threshold;
Assert.AreEqual(6, threshold.States);
Assert.AreEqual(classifier.Models[0].Transitions[0, 0], threshold.Transitions[0, 0], 1e-10);
Assert.AreEqual(classifier.Models[0].Transitions[1, 1], threshold.Transitions[1, 1], 1e-10);
Assert.AreEqual(classifier.Models[0].Transitions[2, 2], threshold.Transitions[2, 2], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[0, 0], threshold.Transitions[3, 3], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[1, 1], threshold.Transitions[4, 4], 1e-10);
Assert.AreEqual(classifier.Models[1].Transitions[2, 2], threshold.Transitions[5, 5], 1e-10);
Assert.IsFalse(Matrix.HasNaN(threshold.Transitions));
int[] r0 = new int[] { 1, 1, 0, 0, 2 };
double logRejection;
int c = classifier.Compute(r0, out logRejection);
Assert.AreEqual(-1, c);
Assert.AreEqual(0.99569011079012049, logRejection);
Assert.IsFalse(double.IsNaN(logRejection));
logRejection = threshold.Evaluate(r0);
Assert.AreEqual(-6.7949285513628528, logRejection, 1e-10);
Assert.IsFalse(double.IsNaN(logRejection));
threshold.Decode(r0, out logRejection);
Assert.AreEqual(-8.902077561009957, logRejection, 1e-10);
Assert.IsFalse(double.IsNaN(logRejection));
}
public void LearnTest3()
{
#region doc_learn
// We will create a Hidden Markov Model to detect
// whether a given sequence starts with a zero.
int[][] sequences = new int[][]
{
new int[] { 0, 1, 1, 1, 1, 0, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
};
// Create a new Hidden Markov Model with 3 states for
// an output alphabet of two characters (zero and one)
var hmm = new HiddenMarkovModel(states: 3, symbols: 2);
// Create the learning algorithm
var teacher = new BaumWelchLearning(hmm)
{
Tolerance = 0.0001, // until log-likelihood changes less than 0.0001
Iterations = 0 // and use as many iterations as needed
};
// Estimate the model
teacher.Learn(sequences);
// Now we can calculate the probability that the given
// sequences originated from the model. We can compute
// those probabilities using the Viterbi algorithm:
double vl1; hmm.Decode(new int[] { 0, 1 }, out vl1); // -0.69317855
double vl2; hmm.Decode(new int[] { 0, 1, 1, 1 }, out vl2); // -2.16644878
// Sequences which do not start with zero have much lesser probability.
double vl3; hmm.Decode(new int[] { 1, 1 }, out vl3); // -11.3580034
double vl4; hmm.Decode(new int[] { 1, 0, 0, 0 }, out vl4); // -38.6759130
// Sequences which contains few errors have higher probability
// than the ones which do not start with zero. This shows some
// of the temporal elasticity and error tolerance of the HMMs.
double vl5; hmm.Decode(new int[] { 0, 1, 0, 1, 1, 1, 1, 1, 1 }, out vl5); // -8.22665
double vl6; hmm.Decode(new int[] { 0, 1, 1, 1, 1, 1, 1, 0, 1 }, out vl6); // -8.22665
// Additionally, we can also compute the probability
// of those sequences using the forward algorithm:
double fl1 = hmm.LogLikelihood(new int[] { 0, 1 }); // -0.000031369
double fl2 = hmm.LogLikelihood(new int[] { 0, 1, 1, 1 }); // -0.087005121
// Sequences which do not start with zero have much lesser probability.
double fl3 = hmm.LogLikelihood(new int[] { 1, 1 }); // -10.66485629
double fl4 = hmm.LogLikelihood(new int[] { 1, 0, 0, 0 }); // -36.61788687
// Sequences which contains few errors have higher probability
// than the ones which do not start with zero. This shows some
// of the temporal elasticity and error tolerance of the HMMs.
double fl5 = hmm.LogLikelihood(new int[] { 0, 1, 0, 1, 1, 1, 1, 1, 1 }); // -3.3744416
double fl6 = hmm.LogLikelihood(new int[] { 0, 1, 1, 1, 1, 1, 1, 0, 1 }); // -3.3744416
#endregion
Assert.AreEqual(-0.69317855044301457, vl1, 1e-4);
Assert.AreEqual(-2.166448784882073, vl2, 1e-4);
Assert.AreEqual(-11.358003471944887, vl3, 1e-4);
Assert.AreEqual(-38.675913006221506, vl4, 1e-4);
Assert.AreEqual(-8.22664996599565, vl5, 1e-4);
Assert.AreEqual(-8.2266499659956516, vl6, 1e-4);
Assert.IsTrue(vl1 > vl3 && vl1 > vl4);
Assert.IsTrue(vl2 > vl3 && vl2 > vl4);
Assert.AreEqual(-0.000031369883069287674, fl1, 1e-4);
Assert.AreEqual(-0.087005121634496585, fl2, 1e-4);
Assert.AreEqual(-10.664856291384941, fl3, 1e-4);
Assert.AreEqual(-36.617886878165528, fl4, 1e-4);
Assert.AreEqual(-3.3744415883604058, fl5, 1e-4);
Assert.AreEqual(-3.3744426259067066, fl6, 1e-4);
}
public void learn_test()
{
#region doc_learn
Accord.Math.Random.Generator.Seed = 0;
// We will try to create a Hidden Markov Model which
// can detect if a given sequence starts with a zero
// and has any number of ones after that.
//
int[][] sequences = new int[][]
{
new int[] { 0, 1, 1, 1, 1, 0, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
new int[] { 0, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
};
// Creates a new Hidden Markov Model with 3 states for
// an output alphabet of two characters (zero and one)
//
HiddenMarkovModel hmm = new HiddenMarkovModel(new Forward(3), 2);
// Try to fit the model to the data until the difference in
// the average log-likelihood changes only by as little as 0.0001
//
var teacher = new ViterbiLearning(hmm)
{
Tolerance = 0.0001,
Iterations = 0
};
// Learn the model
teacher.Learn(sequences);
// Calculate the probability that the given
// sequences originated from the model
//
double l1; hmm.Decode(new int[] { 0, 1 }, out l1); // 0.5394
double l2; hmm.Decode(new int[] { 0, 1, 1, 1 }, out l2); // 0.4485
// Sequences which do not start with zero have much lesser probability.
double l3; hmm.Decode(new int[] { 1, 1 }, out l3); // 0.0864
double l4; hmm.Decode(new int[] { 1, 0, 0, 0 }, out l4); // 0.0004
// Sequences which contains few errors have higher probability
// than the ones which do not start with zero. This shows some
// of the temporal elasticity and error tolerance of the HMMs.
//
double l5; hmm.Decode(new int[] { 0, 1, 0, 1, 1, 1, 1, 1, 1 }, out l5); // 0.0154
double l6; hmm.Decode(new int[] { 0, 1, 1, 1, 1, 1, 1, 0, 1 }, out l6); // 0.0154
#endregion
l1 = System.Math.Exp(l1);
l2 = System.Math.Exp(l2);
l3 = System.Math.Exp(l3);
l4 = System.Math.Exp(l4);
l5 = System.Math.Exp(l5);
l6 = System.Math.Exp(l6);
Assert.AreEqual(0.53946360153256712, l1, 1e-6);
Assert.AreEqual(0.44850249229903377, l2, 1e-6);
Assert.AreEqual(0.08646414524833077, l3, 1e-6);
Assert.AreEqual(0.00041152263374485, l4, 1e-6);
Assert.AreEqual(0.01541807695931400, l5, 1e-6);
Assert.AreEqual(0.01541807695931400, l6, 1e-6);
Assert.IsTrue(l1 > l3 && l1 > l4);
Assert.IsTrue(l2 > l3 && l2 > l4);
}
public static void BaumWelchLearningContinuous()
{
// Create continuous sequences. In the sequences below, there
// seems to be two states, one for values between 0 and 1 and
// another for values between 5 and 7. The states seems to be
// switched on every observation.
double[][] sequences = new double[][]
{
new double[] { 0.1, 5.2, 0.3, 6.7, 0.1, 6.0 },
new double[] { 0.2, 6.2, 0.3, 6.3, 0.1, 5.0 },
new double[] { 0.1, 7.0, 0.1, 7.0, 0.2, 5.6 },
};
// Specify a initial normal distribution for the samples.
Gaussian density = new Gaussian();
// Creates a continuous hidden Markov Model with two states organized in a forward
// topology and an underlying univariate Normal distribution as probability density.
var model = new HiddenMarkovModel(new Ergodic(2), density);
// Configure the learning algorithms to train the sequence classifier until the
// difference in the average log-likelihood changes only by as little as 0.0001
var teacher = new BaumWelchLearning(model)
{
Tolerance = 0.0001,
Iterations = 0,
};
// Fit the model
double logLikelihood = teacher.Run(sequences);
// See the log-probability of the sequences learned
double a1 = model.Evaluate(new double[] { 0.1, 5.2, 0.3, 6.7, 0.1, 6.0 }); // -0.12799388666109757
double a2 = model.Evaluate(new double[] { 0.2, 6.2, 0.3, 6.3, 0.1, 5.0 }); // 0.01171157434400194
Console.WriteLine("a1 = {0}", a1);
Console.WriteLine("a2 = {0}", a2);
// See the log-probability of an unrelated sequence
double a3 = model.Evaluate(new[] { 1.1, 2.2, 1.3, 3.2, 4.2, 1.0 }); // -298.7465244473417
Console.WriteLine("a3 = {0}", a3);
// We can transform the log-probabilities to actual probabilities:
double likelihood = System.Math.Exp(logLikelihood);
a1 = System.Math.Exp(a1); // 0.879
a2 = System.Math.Exp(a2); // 1.011
a3 = System.Math.Exp(a3); // 0.000
Console.WriteLine("a1 = {0}", a1);
Console.WriteLine("a2 = {0}", a2);
Console.WriteLine("a3 = {0}", a3);
// We can also ask the model to decode one of the sequences. After
// this step the state variable will contain: { 0, 1, 0, 1, 0, 1 }
double lll;
int[] states = model.Decode(new double[] { 0.1, 5.2, 0.3, 6.7, 0.1, 6.0 }, out lll);
Console.WriteLine("states: {{{0}}}", string.Join(", ", states));
Console.WriteLine("lll: {0}", lll);
}