Accord.Tests.Statistics.GenericSequenceClassifierTest.LearnTest3 C# (CSharp) Method

        public void LearnTest3()
        {
            // Create a Continuous density Hidden Markov Model Sequence Classifier
            // to detect a multivariate sequence and the same sequence backwards.
            double[][][] sequences = new double[][][]
            {
                new double[][] 
                { 
                    // This is the first  sequence with label = 0
                    new double[] { 0 },
                    new double[] { 1 },
                    new double[] { 2 },
                    new double[] { 3 },
                    new double[] { 4 },
                }, 

                new double[][]
                {
                     // This is the second sequence with label = 1
                    new double[] { 4 },
                    new double[] { 3 },
                    new double[] { 2 },
                    new double[] { 1 },
                    new double[] { 0 },
                }
            };

            // Labels for the sequences
            int[] labels = { 0, 1 };

            // Creates a sequence classifier containing 2 hidden Markov Models
            //  with 2 states and an underlying Normal distribution as density.
            MultivariateNormalDistribution density = new MultivariateNormalDistribution(1);
            var classifier = new HiddenMarkovClassifier<MultivariateNormalDistribution>(2, new Ergodic(2), density);

            // Configure the learning algorithms to train the sequence classifier
            var teacher = new HiddenMarkovClassifierLearning<MultivariateNormalDistribution>(classifier,

                // Train each model until the log-likelihood changes less than 0.001
                modelIndex => new BaumWelchLearning<MultivariateNormalDistribution>(classifier.Models[modelIndex])
                {
                    Tolerance = 0.0001,
                    Iterations = 0
                }
            );

            // Train the sequence classifier using the algorithm
            double logLikelihood = teacher.Run(sequences, labels);


            // Calculate the probability that the given
            //  sequences originated from the model
            double likelihood1, likelihood2;

            // Try to classify the first sequence (output should be 0)
            int c1 = classifier.Compute(sequences[0], out likelihood1);

            // Try to classify the second sequence (output should be 1)
            int c2 = classifier.Compute(sequences[1], out likelihood2);

            Assert.AreEqual(0, c1);
            Assert.AreEqual(1, c2);

            Assert.AreEqual(-13.271981026832929, logLikelihood, 1e-14);
            Assert.AreEqual(0.99999791320102149, likelihood1, 1e-15);
            Assert.AreEqual(0.99999791320102149, likelihood2, 1e-15);

            Assert.IsFalse(double.IsNaN(logLikelihood));
            Assert.IsFalse(double.IsNaN(likelihood1));
            Assert.IsFalse(double.IsNaN(likelihood2));
        }