public void LearnTest9()
{
var observations = new double[][][]
{
#region example
new double[][]
{
new double[] {2.58825719356537, -6.10018078957452, -3.51826652951428,},
new double[] {1.5637531876564, -8.92844874836103, -9.09330631370717,},
new double[] {2.12242007255554, -14.8117769726059, -9.04211363915664,},
new double[] {0.39045587182045, -10.3548189544216, -7.69608701297759,},
new double[] {-0.553155690431595, -34.9185135663671, 14.6941023804174,},
new double[] {-0.923129916191101, -6.06337512248124, 8.28106954197084,},
new double[] {0.478342920541763, -4.93066650122859, 3.1120912556361,},
},
new double[][]
{
new double[] {1.89824998378754, -8.21581113387553, -7.88790716806936,},
new double[] {2.24453508853912, -10.281886698766, -9.67846789539227,},
new double[] {0.946296751499176, -22.0276392511088, -6.52238763834787,},
new double[] {-0.251136720180511, -13.3010653290676, 8.47499524273859,},
new double[] {-2.35625505447388, -18.1542111199742, 6.25564428645639,},
new double[] {0.200483202934265, -5.48215328147925, 5.88811639894938,},
},
new double[][]
{
new double[] {2.7240589261055, -3.71720542338046, -3.75092324997593,},
new double[] {2.19917744398117, -7.18434871865373, -4.92539999824263,},
new double[] {1.40723958611488, -11.5545592998714, -5.14780194932221,},
new double[] {1.61909088492393, -12.5262932665595, -6.34366687651826,},
new double[] {-2.54745036363602, -8.64924529565274, 4.15127988308386,},
new double[] {0.815489888191223, -33.8531051237431, 4.3954106953589,},
new double[] {-2.2090271115303, -7.17818258102413, 8.9117419130814,},
new double[] {-1.9000232219696, -2.4331659041997, 6.91224717766923,},
},
new double[][]
{
new double[] {4.88746017217636, -4.36384651224969, -5.45526891285354,},
new double[] {1.07786506414413, -12.9399071692788, -5.88248026843442,},
new double[] {2.28888094425201, -15.4017823367163, -9.36490649113217,},
new double[] {-1.16468518972397, -35.4200913138333, 5.44735305966353,},
new double[] {-1.1483296751976, -13.5454911068913, 7.83577905727326,},
new double[] {-2.58188247680664, -1.10149600205281, 10.5928750605715,},
new double[] {-0.277529656887054, -6.96828661824016, 4.59381106840823,},
},
new double[][]
{
new double[] {3.39118540287018, -2.9173207268871, -5.66795398530988,},
new double[] {1.44856870174408, -9.21319243840922, -5.74986260778932,},
new double[] {1.45215392112732, -10.3989582187704, -7.06932768129103,},
new double[] {0.640938431024551, -15.319525165245, -7.68866476960221,},
new double[] {-0.77500119805336, -20.8335910793105, -1.56702420087282,},
new double[] {-3.48337143659592, -18.0461677940976, 12.3393172987974,},
new double[] {-1.17014795541763, -5.59624373275155, 6.09176828712909,},
},
new double[][]
{
new double[] {-3.984335064888, -6.2406475893692, -8.13815178201645,},
new double[] {-2.12110131978989, -5.60649378910647, -7.69551693188544,},
new double[] {-1.62762850522995, -24.1160212319193, -14.9683354815265,},
new double[] {-1.15231424570084, -17.1336790735458, -5.70731951079186,},
new double[] {0.00514835119247437, -35.4256585588532, 11.0357975880744,},
new double[] {0.247226655483246, -4.87705331087666, 8.47028869639136,},
new double[] {-1.28729045391083, -4.4684855254196, 4.45432778840328,},
},
new double[][]
{
new double[] {-5.14926165342331, -14.4168633009146, -14.4808205022332,},
new double[] {-3.93681302666664, -13.6040611430423, -9.52852874304709,},
new double[] {-4.0200162678957, -17.9772444010218, -10.9145425003168,},
new double[] {2.99205146729946, -11.3995995445577, 10.0112700536762,},
new double[] {-1.80960297584534, -25.9626088707583, 3.84153700324761,},
new double[] {-0.47445073723793, -3.15995343875038, 3.81288679772555,},
},
new double[][]
{
new double[] {-3.10730338096619, -4.90623566171983, -7.71155001801384,},
new double[] {-2.58265435695648, -12.8249488039327, -7.81701695282102,},
new double[] {-3.70455086231232, -10.9642675851383, -10.3474496036822,},
new double[] {2.34457105398178, -22.575668228196, -4.00681935468317,},
new double[] {-0.137023627758026, -22.8846781066673, 6.49448229892285,},
new double[] {-1.04487389326096, -10.8106353197974, 6.89123118904132,},
new double[] {-0.807777792215347, -6.72485967042486, 6.44026679233423,},
new double[] {-0.0864192843437195, -1.82784244477527, 5.21446167464657,},
},
new double[][]
{
new double[] {-3.68375554680824, -8.91158395500054, -9.35894038244743,},
new double[] {-3.42774018645287, -8.90966793048099, -12.0502934183779,},
new double[] {-2.21796408295631, -20.1283824753482, -9.3404551995806,},
new double[] {0.275979936122894, -24.8898254667703, -1.95441472953041,},
new double[] {2.8757631778717, -25.5929744730134, 15.9213204397452,},
new double[] {-0.0532664358615875, -5.41014381829368, 7.0702071664098,},
new double[] {-0.523447245359421, -2.21351362388411, 5.47910029515575,},
},
new double[][]
{
new double[] {-2.87790596485138, -4.67335526533981, -5.23215633615683,},
new double[] {-2.4156779050827, -3.99829080603495, -4.85576151355235,},
new double[] {-2.6987336575985, -7.76589206730162, -5.81054787011341,},
new double[] {-2.65482440590858, -10.5628263066491, -5.60468502395908,},
new double[] {-2.54620611667633, -13.0387387107748, -5.36223367466908,},
new double[] {-0.349991768598557, -6.54244110985515, -4.35843018634009,},
new double[] {1.43021196126938, -14.1423935327282, 11.3171592025544,},
new double[] {-0.248833745718002, -25.6880129237476, 3.6943247495434,},
new double[] {-0.191526114940643, -7.40986142342928, 5.01053017361167,},
new double[] {0.0262223184108734, -2.32355649224634, 5.02960958030255,},
},
new double[][]
{
new double[] {-0.491838902235031, -6.14010393559236, 0.827477332024586,},
new double[] {-0.806065648794174, -7.15029676810841, -1.19623376104369,},
new double[] {-0.376655906438828, -8.79062775480082, -1.90518908829517,},
new double[] {0.0747844576835632, -8.78933441325732, -1.96265207353993,},
new double[] {-0.375023484230042, 3.89681155173501, 9.01643231817069,},
new double[] {-2.8106614947319, -11.460008093918, 2.27801912994775,},
new double[] {8.87353122234344, -36.8569805718597, 6.36432395690119,},
new double[] {2.17160433530808, -6.57312981892095, 6.99683358454453,},
},
new double[][]
{
new double[] {-2.59969010949135, -3.67992698430228, 1.09594294144671,},
new double[] {-1.09673067927361, -5.84256216502719, -0.576662929456575,},
new double[] {-1.31642892956734, -7.75851355520771, -2.38379618379558,},
new double[] {-0.119869410991669, -8.5749576027529, -1.84393133510667,},
new double[] {1.6157403588295, -8.50491836461337, 1.75083250596366,},
new double[] {1.66225507855415, -26.4882911957686, 1.98153904369032,},
new double[] {2.55657434463501, -10.5098938623168, 11.632377227365,},
new double[] {1.91832333803177, -9.98753621777953, 7.38483383044985,},
new double[] {2.16058492660522, -2.7784029746222, 7.8378896386686,},
},
#endregion
};
var density = new MultivariateNormalDistribution(3);
var model = new HiddenMarkovModel<MultivariateNormalDistribution, double[]>(new Forward(5), density);
var learning = new BaumWelchLearning<MultivariateNormalDistribution, double[]>(model)
{
Tolerance = 0.0001,
Iterations = 0,
FittingOptions = new NormalOptions() { Regularization = 0.0001 }
};
learning.Learn(observations);
double logLikelihood = learning.LogLikelihood;
Assert.IsFalse(Double.IsNaN(logLikelihood));
foreach (double value in model.LogTransitions.ToMatrix())
Assert.IsFalse(Double.IsNaN(value));
foreach (double value in model.LogInitial)
Assert.IsFalse(Double.IsNaN(value));
}
