mlpy.stats.dbn.hmm.GaussianHMM¶
-
class
mlpy.stats.dbn.hmm.
GaussianHMM
(ncomponents=1, startprob_prior=None, startprob=None, transmat_prior=None, transmat=None, emission_prior=None, emission=None, n_iter=None, thresh=None, verbose=None)[source]¶ Bases:
mlpy.stats.dbn.hmm.HMM
Hidden Markov Model with Gaussian emissions.
Representation of a hidden Markov model probability distribution. This class allows for easy evaluation of, sampling from, and maximum-likelihood estimation of the parameters of a HMM.
Parameters: ncomponents : int
Number of states in the model.
startprob_prior : array, shape (ncomponents,)
Initial state occupation prior distribution.
startprob : array, shape (ncomponents,)
Initial state occupation distribution.
transmat_prior : array, shape (ncomponents, ncomponents)
Matrix of prior transition probabilities between states.
transmat : array, shape (ncomponents, ncomponents)
Matrix of transition probabilities between states.
emission : conditional_normal_frozen
The conditional probability distribution used for the emission.
emission_prior : normal_invwishart
Initial emission parameters, a normal-inverse Wishart distribution.
n_iter : int
Number of iterations to perform during training, optional.
thresh : float
Convergence threshold, optional.
verbose : bool
Controls if debug information is printed to the console, optional.
Examples
>>> from mlpy.stats.dbn.hmm import GaussianHMM >>> GaussianHMM(ncomponents=2) ...
Attributes
startprob_prior
Vector of initial probabilities for each state. transmat_prior
Transition probability matrix. mean
The mean parameters for each state cov
Covariance parameters for each state. ncomponents (int) The number of hidden states. nfeatures (int) Dimensionality of the Gaussian emission. startprob (array, shape (ncomponents,)) Initial state occupation distribution. transmat (array, shape (ncomponents, ncomponents)) Matrix of transition probabilities between states. emission_prior (normal_invwishart) Initial emission parameters, a normal-inverse Wishart distribution. emission (cond_rv_frozen) The conditional probability distribution used for the emission. Methods
decode
(obs[, algorithm])Find the most likely state sequence. fit
(obs[, n_init])Estimate model parameters. predict_proba
(obs)Compute the posterior probability for each state in the model. sample
(length[, size])Generates random samples from the model. score
(obs)Compute log probability of the evidence (likelihood) under the model. score_samples
(obs)Compute the log probability of the evidence.