MACHINE LEARNING TECHNIQUES - LASA

MACHINE LEARNING TECHNIQUES - LASA MACHINE LEARNING TECHNIQUES - LASA

01.11.2014 Views

168 To do this, one proceeds iteratively and tries to find the optimal state at each time step. Such an iterative procedure is advantageous in that, if one is provided with part of the observations as in the above weather prediction example, one can use the observations { } 1 ,..., t first t time steps to guide the inference. o o made over the The optimal state at each time step is obtained by combining inferences made with the forward and backward procedures and is given by γ ( j) = t α N ∑ i= 1 The most likely sequence is then obtained by computing: j ( t) β ( t) α i j ( t) β ( t) ( ) arg max( γ () i) qt 1≤≤ i N t i , see also Equation(7.4). = (7.13) The state sequence maximizing the probability of a path which accounts for the first t observations and ends in state j is given by: δ ( j) = max p( q... q , q = j, o... o) (7.14) t 1 1 1 1... t − q q t t t−1 Computing the above quantity requires taking into account the emission probabilities and the transition probabilites. Again one proceeds iteratively through induction. This forms the core of the Viterbi algorithm and is summarized in the table below: Hence, when inferring the weather over the next five days, given information on the weather for the last ten days, one would first compute the first 10 states sequence q1,..... q using (7.14) and 10 then one would use (7.13) to infer the next five states q 11 ,..... q 15 . Given q 11 ,..... q 15 , one would then draw from the associated emission probabilities to predict the particular weather (i.e. the particular observation one should make) for the next 15 time slots. : © A.G.Billard 2004 – Last Update March 2011

169 7.2.5 Further Readings Rabiner, L.R. (1989) “A tutorial on hidden Markov models and selected applications in speech recognition”, Proceedings of the IEEE, 77:2 Shai Fine, Yoram Singer and Naftali Tishby (1998), “The Hierarchical Hidden Markov Model”, Machine Learning, Volume 32, Number 1, 41-62. © A.G.Billard 2004 – Last Update March 2011

169<br />

7.2.5 Further Readings<br />

Rabiner, L.R. (1989) “A tutorial on hidden Markov models and selected applications in speech<br />

recognition”, Proceedings of the IEEE, 77:2<br />

Shai Fine, Yoram Singer and Naftali Tishby (1998), “The Hierarchical Hidden Markov Model”,<br />

Machine Learning, Volume 32, Number 1, 41-62.<br />

© A.G.Billard 2004 – Last Update March 2011

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