隐马尔科夫模型与维特比算法

` \ python

HMM Forward algorithm

input Matrix A,B vector pi

import numpy as np

A=np.array([[0.5,0.2,0.3],[0.3,0.5,0.2],[0.2,0.3,0.5]])

B=np.array([[0.5,0.5],[0.4,0.6],[0.7,0.3]])

O=np.array([0 ,1, 0]) #T=3

pi=np.array([0.2,0.4,0.4])

N=3#N kind state

M=2#M kind of observation

T=3

initialize:

alpha=np.zeros((3,3),np.float)

for i in range(N):

alpha[0,i]=pi[i]*B[i,O[0]]

Recursion:

for t in range(T-1):

for i in range(N):

for j in range(N):

alpha[t+1,i]+=alpha[t,j] 

A[j,i]

alpha[t+1,i]

=B[i,O[t+1]]

compute P(O|lamda) and termination

P=0

for i in range(N):

P+=alpha[T-1,i] #begin with 0 so T-1

print P

backward

initialize:

Beta=np.zeros((T,N),np.float)

print Beta

for i in range(N):

Beta[T-1,i]=1

recursion:

for t in range(T-2,-1,-1):

for i in range(N):

for j in range(N):

Beta[t,i]+=A[i,j] B[j,O[t+1]] Beta[t+1,j]

termination:

P_back=0

for i in range(N):

P_back+=pi[i] B[i,O[0]] Beta[0,i]

print P_back

` \

` \ python states = (‘Healthy’, ‘Fever’) observations = (‘normal’, ‘cold’, ‘dizzy’) start_probability = {‘Healthy’: 0.6, ‘Fever’: 0.4}

transition_probability = { ‘Healthy’ : {‘Healthy’: 0.7, ‘Fever’: 0.3}, ‘Fever’ : {‘Healthy’: 0.4, ‘Fever’: 0.6} }

emission_probability = { ‘Healthy’ : {‘normal’: 0.5, ‘cold’: 0.4, ‘dizzy’: 0.1}, ‘Fever’ : {‘normal’: 0.1, ‘cold’: 0.3, ‘dizzy’: 0.6} } def viterbi(obs, states, start_p, trans_p, emit_p): V = [{}] path = {}

# Initialize base cases (t == 0)
for y in states:
    V[0][y] = start_p[y] * emit_p[y][obs[0]]
    path[y] = [y]

# Run Viterbi for t > 0
for t in range(1, len(obs)):
    V.append({})
    newpath = {}

    for y in states:
        (prob, state) = max((V[t-1][y0] * trans_p[y0][y] * emit_p[y][obs[t]], y0) for y0 in states)
        V[t][y] = prob
        newpath[y] = path[state] + [y]

    # Don't need to remember the old paths
    path = newpath
n = 0           # if only one element is observed max is sought in the initialization values
if len(obs) != 1:
    n = t
print_dptable(V)
(prob, state) = max((V[n][y], y) for y in states)
return (prob, path[state])

Don’t study this, it just prints a table of the steps.

def print_dptable(V): s = ” ” + ” “.join((“%7d” % i) for i in range(len(V))) + “\n” for y in V[0]: s += “%.5s: ” % y s += ” “.join(“%.7s” % (“%f” % v[y]) for v in V) s += “\n” print(s)

` \