I'm new to hidden-markov models and trying to figure out what is the best way to model the following problem:
I have a random variable that can be in three different states. Similar to hidden markov models, I'm interested in the next state in the sequence and what value that state would take, but the states I'm have are know and not hidden.
many thanks for the answers.
Since you do not have a Hidden component, you are essentially dealing with a Markov-Chain. The algorithms: Viterbi, Forward Backward are essentially similar to those in HMM, infact simpler. You may refer to this video lecture taught in UCLA. It introduces the algorithms for Markov Chains first and then for HMM.
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I am starting with my study of RL and was wondering how would one approach the observation features, which are not able to represent the state(hidden)?
Is there some systematic approach or some guidelines on how one would prefer the feature vector to look like? Discrete, dimension, Markov properties, embedding quality...?
I would like to process machine operation data streams and actually have a lot of direct measurements and many high-dim feature-vector (also stream).
Thank you very much for you input.
Recently I come up with a problem the observe variables contain 4 continuous variables and a discrete variable. I want to model it with HMM, but I don't know implement it. Do you have know any related papers about this?
Getting here a bit late, but maybe for future reference.
I have worked on this topic and here is a related paper (Disclamer: I am the author of the paper):
Hybrid hidden Markov model for mixed continuous/continuous and discrete/continuous data modeling, E. Epaillard, N. Bouguila, MMSP'15
It learns the HMM parameters in a hybrid way, via an EM-algorithm.
It basically computes some of the intermediate parameters of the EM-algorithm based only on the discrete part of the data, some other only from the continuous part of the data. Then it combines these parameters together to get the update of the hybrid-HMM.
I found some similarities in this problem to the problem of multi-stream HMMs. Here is the main reference about these special types of HMMs:
O. Missaoui, H. Frigui, P. Gader, "Multi-stream continuous hidden Markov models with application to landmine detection", EURASIP J. Adv. Sig. Proc., 2013.
The theory behind multi-stream HMMs is not straightforward and I found myself getting good results with a much simpler method. On synthetic data, we could even get good results with different types of continuous emissions mixed with some discrete variables.
Recently I stared toying with tensor flow, dnns etc. now I'm trying to implement something more serious, information retrieval from short sentences (doctor instructions).
Unfortunately the dataset I have is, as always, quite "dirty". As I'm trying to use word embeddings, I actually need "clean" data. Take one example:
"Take two pilleach day". There is a missing white space between pill and each. I am implementing "tokenizer improver" to look at each sentence and propose new tokenization based on joint probability of each word in sentence given the frequency of terms in whole document (tf) . As I was doing it today, a thought came to my mind: why bother writing suboptimal solution for this problem when I can employ powerful learning algorithms such as Lstm networks to do that for me. However, as of today, I have only a feeling that it's actually possible to do that. As we know, feelings are not best when it comes to architecting such complex problems. I don't know where to begin: what should be my training set and learning goal.
I know this is a broad question, but I know there are many brilliant people with more knowledge about tensorflow and neural nets, so I'm sure that somebody has either already solved similar problem or just knows how to approach this problem.
Any guidance is welcome, I do not except you to solve this for me of course:)
Besos and all the best to all the tensorflow community:)
Having the same issue. I solved it by using a character level net. Basically I rewrote Character-Aware Neural Language Models, kicked out the whole "words"-elements and just stayed with the caracter level.
Training Data: I took the data I had, as dirty as it was, used the dirty data as targets and made it even more dirty to create inputs.
So your "Take two pilleach day" will be learned as in many cases you do have a clean and similar phrase, e.g. "Take one pill each morning" that with the regime mentioned will serve as target and you train the net on destroyed inputs like "Take oe pileach mornin"
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The TensorFlow home page describes its purpose as 'a software library for numerical computation'. Looking through the sample problems it looks like a problem is always formulated as follows:
Input
Model parameters
Desired output
Given some training data for 1) and 3), 2) can be computed.
I can see how this can be used to create bots, self-driving cars, image classifiers etc.
Given the broad definition of 'numerical computation', am I missing a class of other problems this can be used for? Can this be used for, say, more classical numerical computations such as the airflow around an aircraft or deformation of a structure under stress? Do you have any examples of how these classical problems would have to be formulated to fit the form above?
A nice discussion on what artificial neural networks could do, the fact that our brain is a neural network might imply that eventually an artificial neural network will be able to to the same tasks.
Some more examples of artificial neural networks used today: music creation, image based location, page rank, google voice, stock trade predictions, nasa star classifiaction, traffic management
Some fields i know of but do not have a good reference for:
optical quantum mechanics test set-up generator
medical diagnosis, reference only about safety
The Sharp LogiCook microwave oven, wiki, nasa mention
I think there are many millions of "problems" that can be solved with an ANN, deciding on the data representation (input,output) will be a challenge for some of these. some useful and useless examples i have been thinking about:
home thermostat that learns your wishes with certain weather types.
bakery production prediction
recognize go-stones on a board and map their locations
personal activity guesser and turn on appropriate device.
recognize person based on mouse movement
Given the right data and network these examples will work.
Dad has a pc controlling the heating system back home, i trained a network based on his 10years of heating data (outside temp, inside temp, humidity etc.) unfortunately i am not allowed to hook it up.
My aunt and uncle have a bakery, based on 6years of sales data i trained a network predicting how many breads and buns they should make. It showed me how important the correct inputs are. first i used the day of the year but when i switched to day of the week i saw a 15% increase in accuracy.
Currently i am working on a network that will detect a go board in a given image and map all 361 locations telling me if there is a black, white or no stone present.
Two examples that showed me how much information can be stored in a single neuron and of different ways to represent data:
Image example, neuron example (unfortunately you have to train both examples yourself so give them a little time.)
On to your example airflow around an aircraft.
I know none to nothing about airflow calculations and my try would be a really huge 3D input layer where you can "draw" an airplane and the direction and speed of the airflow.
It might work but it will require a tremendous amount of computation power, somebody knowing more about this specific topic probably knows a more abstract way of representing the data resulting in a more manageable network.
This nasa paper talks about a neural network for calculating airflow around a wing. Unfortunately i do not understand what kind of input they use, maybe it is more clear to you.
I'm trying to figure out if there is a good way to merge two HMMs into one, when the underlying states are the same, but the observations aren't temporally linked.
I have two independent observation streams describing the same hidden state space. The underlying order of each observation stream remains the same, but they are not emitted at the same time.
For instance, say I have audio recordings of two separate speakers reading aloud the same passage of text, where the hidden state space becomes the letters in the text, while the stream of phonemes from each audio comprise the observation space. Each speaker records the audio separately, and use a different cadence when reading.
I can clearly make a prediction of the text using each speaker independently, and try and reconcile the results after the fact... but I sense that combining the observation streams into a single HMM may produce a better result.
Does anyone know a good way to reconcile this?
Merging the states would require aligning these streams first... ie some kind of log-likelihood optimization.
But its possible to use statistics from multiple streams to predict the "observations" - modern data compressors basically do just that.
Eg. see http://www.mattmahoney.net/dc/dce.html#Section_432
I am not sure if there are methods to merge two HMM's after they have each been fitted to different observation sequences.
But there exists an algotihm to train one Markov Model on multiple independent observation sequences.
It is coverered for example in the paper
"A tutorial to Hidden Markov models and selected applications in speech recognition"
by Rabiner
Unfortunately, I haven't yet found an implementiation of this algorithm.
Here is my corresponding question on stackexchange: https://stats.stackexchange.com/questions/53256/two-sequences-one-hmm