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Note :: Most of the functions used are adapted from some other github repos and some online materials.

Hidden Markov Model using Tensorflow

Jupyter Notebooks:

These are some of the examples that I have included in the jupyter notebook. Feel free to add more.

Baum Welch Algorithm

  • Expectation Maximization Inference of unknown parameters of a Hidden Markov Model

Viterbi Algorithm

  • Efficient way of finding the most likely state sequence.
  • Method is general statistical framework of compound decision theory.
  • Maximizes a posteriori probability recursively.
  • Assumed to have a finite-state discrete-time Markov process.

Forward-Backward Algorithm

  • The goal of the forward-backward algorithm is to find the conditional distribution over hidden states given the data.
  • It is used to find the most likely state for any point in time.
  • It cannot, however, be used to find the most likely sequence of states (see Viterbi)

Differences ::

The Baum-Welch algorithm and the Viterbi algorithm calculate different things.

Use Viterbi : The Viterbi training algorithm (as opposed to the "Viterbi algorithm") approximates the MLE to achieve a gain in speed at the cost of accuracy

  • known : transition probabilities for the hidden part of your model
  • known : emission probabilities for the visible outputs of your model
  • Gives : the most likely complete sequence of hidden states conditional on both your outputs and your model specification.

Use Baum-Welch : The Baum-Welch algorithm is essentially the Expectation-Maximization algorithm applied to a HMM

Gives :

  • The most likely hidden transition probabilities

  • The most likely set of emission probabilities given only the observed states of the model (and, usually, an upper bound on the number of hidden states)

Tip : If you know your model and just want the latent states, then there is no reason to use the Baum-Welch algorithm. If you don't know your model, then you can't be using the Viterbi algorithm.

Note : The codes are freely available. Please feel free to add more codes. Spread the word!