Accord.Statistics.Models.Markov.Learning.BaumWelchLearning.IUnsupervisedLearning C# (CSharp) Method

BaumWelchLearning Class Documentation Show file Open project: atosorigin/Kinect

IUnsupervisedLearning() private method

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.

private IUnsupervisedLearning ( 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.
return	double

        double IUnsupervisedLearning.Run(Array[] observations)
        {
            return Run(observations as int[][]);
        }

BaumWelchLearning

ComputeForwardBackward

ComputeKsi

IUnsupervisedLearning

Run

UpdateEmissions