C# HiddenMarkovModel类代码示例

        public override double[][][] EstimateXi(IMLDataSet sequence,
                ForwardBackwardCalculator fbc, HiddenMarkovModel hmm)
        {
            if (sequence.Count <= 1)
            {
                throw new EncogError(
                        "Must have more than one observation");
            }

            double[][][] xi = EngineArray.AllocDouble3D((int)sequence.Count - 1, hmm
                    .StateCount, hmm.StateCount);

            for (int t = 0; t < (sequence.Count - 1); t++)
            {
                IMLDataPair observation = sequence[t+1];

                for (int i = 0; i < hmm.StateCount; i++)
                {
                    for (int j = 0; j < hmm.StateCount; j++)
                    {
                        xi[t][i][j] = fbc.AlphaElement(t, i)
                                * hmm.TransitionProbability[i][j]
                                * hmm.StateDistributions[j].Probability(
                                        observation) * fbc.BetaElement(t + 1, j);
                    }
                }
            }

            return xi;
        }

 public FixedLagSmoothing(HiddenMarkovModel hmm, int timelag)
 {
     this.hmm = hmm;
     this.timelag = timelag;
     this.evidenceFromSmoothedStepToPresent = new List<String>();
     this.time = 1;
     this.forwardMessage = hmm.prior();
     this.B = hmm.transitionModel().unitMatrix();
 }

 /// <summary>
 /// Construct a KMeans trainer. 
 /// </summary>
 /// <param name="method">The HMM.</param>
 /// <param name="sequences">The training data.</param>
 public TrainKMeans(HiddenMarkovModel method,
                    IMLSequenceSet sequences)
 {
     _method = method;
     _modelHmm = method;
     _states = method.StateCount;
     _training = sequences;
     _clusters = new Clusters(_states, sequences);
     _done = false;
 }

        public ViterbiCalculator(IMLDataSet oseq, HiddenMarkovModel hmm)
        {
            if (oseq.Count < 1)
            {
                throw new EncogError("Must not have empty sequence");
            }

            this.delta = EngineArray.AllocateDouble2D((int)oseq.Count, hmm.StateCount);
            this.psy = EngineArray.AllocateInt2D((int)oseq.Count, hmm.StateCount);
            this._stateSequence = new int[oseq.Count];

            for (int i = 0; i < hmm.StateCount; i++)
            {
                this.delta[0][i] = -Math.Log(hmm.GetPi(i))
                        - Math.Log(hmm.StateDistributions[i].Probability(
                                oseq[0]));
                this.psy[0][i] = 0;
            }

            int t = 1;
            for (int index = 1; index < oseq.Count; index++)
            {
                IMLDataPair observation = oseq[index];

                for (int i = 0; i < hmm.StateCount; i++)
                {
                    ComputeStep(hmm, observation, t, i);
                }

                t++;
            }

            this.lnProbability = Double.PositiveInfinity;
            for (int i = 0; i < hmm.StateCount; i++)
            {
                double thisProbability = this.delta[oseq.Count - 1][i];

                if (this.lnProbability > thisProbability)
                {
                    this.lnProbability = thisProbability;
                    _stateSequence[oseq.Count - 1] = i;
                }
            }
            this.lnProbability = -this.lnProbability;

            for (int t2 = (int)(oseq.Count - 2); t2 >= 0; t2--)
            {
                _stateSequence[t2] = this.psy[t2 + 1][_stateSequence[t2 + 1]];
            }
        }

        public double Distance(HiddenMarkovModel hmm1,
                               HiddenMarkovModel hmm2)
        {
            double distance = 0.0;

            for (int i = 0; i < SequenceCount; i++)
            {
                IMLDataSet oseq = new MarkovGenerator(hmm1)
                    .ObservationSequence(Len);

                distance += (new ForwardBackwardScaledCalculator(oseq, hmm1)
                                 .LnProbability() - new ForwardBackwardScaledCalculator(
                                                        oseq, hmm2).LnProbability())
                            /Len;
            }

            return distance/SequenceCount;
        }

        /// <summary>
        /// Construct the object. 
        /// </summary>
        /// <param name="oseq">The sequence.</param>
        /// <param name="hmm">The hidden markov model to use.</param>
        /// <param name="doAlpha">Do alpha?</param>
        /// <param name="doBeta">Do beta?</param>
        public ForwardBackwardCalculator(IMLDataSet oseq,
                                         HiddenMarkovModel hmm, bool doAlpha, bool doBeta)
        {
            if (oseq.Count < 1)
            {
                throw new EncogError("Empty sequence");
            }

            if (doAlpha)
            {
                ComputeAlpha(hmm, oseq);
            }

            if (doBeta)
            {
                ComputeBeta(hmm, oseq);
            }

            ComputeProbability(oseq, hmm, doAlpha, doBeta);
        }

        /// <summary>
        /// Construct the calculator.
        /// </summary>
        /// <param name="seq">The sequence.</param>
        /// <param name="hmm">The HMM.</param>
        /// <param name="doAlpha">Should alpha be calculated.</param>
        /// <param name="doBeta">Should beta be calculated.</param>
        public ForwardBackwardScaledCalculator(
            IMLDataSet seq, HiddenMarkovModel hmm,
            bool doAlpha, bool doBeta)
        {
            if (seq.Count < 1)
            {
                throw new EncogError("Count cannot be less than one.");
            }

            _ctFactors = new double[seq.Count];
            EngineArray.Fill(_ctFactors, 0.0);

            ComputeAlpha(hmm, seq);

            if (doBeta)
            {
                ComputeBeta(hmm, seq);
            }

            ComputeProbability(seq, hmm, doAlpha, doBeta);
        }

 public abstract ForwardBackwardCalculator GenerateForwardBackwardCalculator(
     IMLDataSet sequence, HiddenMarkovModel hmm);

 public abstract double[][][] EstimateXi(IMLDataSet sequence,
                                         ForwardBackwardCalculator fbc, HiddenMarkovModel hmm);

        public void Iteration()
        {
            HiddenMarkovModel nhmm;
            nhmm = _method.Clone();

            var allGamma = new double[_training.SequenceCount][][];
            double[][] aijNum = EngineArray.AllocateDouble2D(_method.StateCount, _method.StateCount);
            var aijDen = new double[_method.StateCount];

            EngineArray.Fill(aijDen, 0.0);
            for (int i = 0; i < _method.StateCount; i++)
            {
                EngineArray.Fill(aijNum[i], 0.0);
            }

            int g = 0;
            foreach (IMLDataSet obsSeq in _training.Sequences)
            {
                ForwardBackwardCalculator fbc = GenerateForwardBackwardCalculator(
                    obsSeq, _method);

                double[][][] xi = EstimateXi(obsSeq, fbc, _method);
                double[][] gamma = allGamma[g++] = EstimateGamma(xi, fbc);

                for (int i = 0; i < _method.StateCount; i++)
                {
                    for (int t = 0; t < (obsSeq.Count - 1); t++)
                    {
                        aijDen[i] += gamma[t][i];

                        for (int j = 0; j < _method.StateCount; j++)
                        {
                            aijNum[i][j] += xi[t][i][j];
                        }
                    }
                }
            }

            for (int i = 0; i < _method.StateCount; i++)
            {
                if (aijDen[i] == 0.0)
                {
                    for (int j = 0; j < _method.StateCount; j++)
                    {
                        nhmm.TransitionProbability[i][j] =
                            _method.TransitionProbability[i][j];
                    }
                }
                else
                {
                    for (int j = 0; j < _method.StateCount; j++)
                    {
                        nhmm.TransitionProbability[i][j] = aijNum[i][j]
                                                           /aijDen[i];
                    }
                }
            }

            /* compute pi */
            for (int i = 0; i < _method.StateCount; i++)
            {
                nhmm.Pi[i] = 0.0;
            }

            for (int o = 0; o < _training.SequenceCount; o++)
            {
                for (int i = 0; i < _method.StateCount; i++)
                {
                    nhmm.Pi[i] += (allGamma[o][0][i]/_training
                                                         .SequenceCount);
                }
            }

            /* compute pdfs */
            for (int i = 0; i < _method.StateCount; i++)
            {
                var weights = new double[_training.Count];
                double sum = 0.0;
                int j = 0;

                int o = 0;
                foreach (IMLDataSet obsSeq in _training.Sequences)
                {
                    for (int t = 0; t < obsSeq.Count; t++, j++)
                    {
                        sum += weights[j] = allGamma[o][t][i];
                    }
                    o++;
                }

                for (j--; j >= 0; j--)
                {
                    weights[j] /= sum;
                }

                IStateDistribution opdf = nhmm.StateDistributions[i];
                opdf.Fit(_training, weights);
            }

            _method = nhmm;
//.........这里部分代码省略.........

 /// <summary>
 ///   Creates a new instance of the Baum-Welch learning algorithm.
 /// </summary>
 public BaumWelchLearning(HiddenMarkovModel model)
     : base(model)
 {
     this.model = model;
 }

        /// <summary>
        /// Learn the distribution. 
        /// </summary>
        /// <param name="hmm">The HMM.</param>
        private void LearnOpdf(HiddenMarkovModel hmm)
        {
            for (int i = 0; i < hmm.StateCount; i++)
            {
                ICollection<IMLDataPair> clusterObservations = _clusters
                    .Cluster(i);

                if (clusterObservations.Count < 1)
                {
                    IStateDistribution o = _modelHmm.CreateNewDistribution();
                    hmm.StateDistributions[i] = o;
                }
                else
                {
                    var temp = new BasicMLDataSet();
                    foreach (IMLDataPair pair in clusterObservations)
                    {
                        temp.Add(pair);
                    }
                    hmm.StateDistributions[i].Fit(temp);
                }
            }
        }

 public MarkovGenerator(HiddenMarkovModel hmm)
 {
     this._hmm = hmm;
     NewSequence();
 }

    /*
     * this method passes all the possible directions
     * that can create a horizontal line to the HMM library
     * as observations. A and B are the state and
     * observation probabilities for the model
     * pi is the intial state of the model
     * the function returns true if the input matches any
     * of the observations used to train the model
    */
    bool horizontalEvalution(int [] input)
    {
        if(input.Length != 1){
            return false;
        }

        int[][] sequences = new int[][]
        {
            new int[]{ EAST },
            new int[] { WEST }
        };

        double [,] A = new double[8,8]
        {
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0},
            {0, 0, 0, 0, 0, 0, 0, 0}
        };

        double [,] B = new double[8,8]
        {
            {1, 0, 0, 0, 0, 0, 0, 0},
            {0, 1, 0, 0, 0, 0, 0, 0},
            {0, 0, 1, 0, 0, 0, 0, 0},
            {0, 0, 0, 1, 0, 0, 0, 0},
            {0, 0, 0, 0, 1, 0, 0, 0},
            {0, 0, 0, 0, 0, 1, 0, 0},
            {0, 0, 0, 0, 0, 0, 1, 0},
            {0, 0, 0, 0, 0, 0, 0, 1}
        };

        double [] pi = new double [] {0, 0, 0.5, 0.5, 0, 0, 0, 0};

        HiddenMarkovModel model = new HiddenMarkovModel(A, B, pi);
        model.Learn(sequences, 0.0001);

        if(model.Evaluate(input) >= 0.5){
            return true;
        }else{
            return false;
        }
    }

        /// <summary>
        /// Compute beta.
        /// </summary>
        /// <param name="hmm">The HMM.</param>
        /// <param name="oseq">The sequence.</param>
        protected new void ComputeBeta(HiddenMarkovModel hmm, IMLDataSet oseq)
        {
            Beta = EngineArray.AllocateDouble2D((int) oseq.Count, hmm.StateCount);

            for (int i = 0; i < hmm.StateCount; i++)
            {
                Beta[oseq.Count - 1][i] = 1.0/_ctFactors[oseq.Count - 1];
            }

            for (var t = (int) (oseq.Count - 2); t >= 0; t--)
            {
                for (int i = 0; i < hmm.StateCount; i++)
                {
                    ComputeBetaStep(hmm, oseq[t + 1], t, i);
                    Beta[t][i] /= _ctFactors[t];
                }
            }
        }