public class HMMMultinomialEstimator extends ParameterEstimator
This actor implements a parameter estimator for Hidden Markov Models with Multinomial Emissions. The base class ParameterEstimator performs the parameter estimation and the HMMGaussianEstimator class contains density-specific methods for Multinomial emission calculations and produces the relevant estimates at its output ports.
The output ports for a Gaussian HMM model are the mean and the standardDeviation vectors of the possible hidden states in addition to the HMM parameters independent from the emission density: transitionMatrix . T he mean is a double array output containing the mean estimates and sigma is a double array output containing standard deviation estimates of each mixture component. If the modelType is HMM, then an additional output, transitionMatrix is provided, which is an estimate of the transition matrix governing the Markovian process representing the hidden state evolution. If the modelType is MM, this port outputs a double array with the prior probability estimates of the mixture components.
The user-defined parameters are initial guesses for the model parameters, given by m0, the mean vector guess, s0, the standard deviation vector guess, prior, the prior state distribution guess, A0, the transition matrix guess ( only for HMM). iterations is the number of EM iterations allowed until convergence. If, during iteration, the conditional log-likelihood of the observed sequence given the parameter estimates converges to a value within likelihoodThreshold, the parameter estimation stops iterating and delivers the parameter estimates.
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Entity.ContainedObjectsIterator| Modifier and Type | Field and Description |
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TypedIOPort |
emissionEstimates
An output that defines a probability mass estimate of the multinomial
observation probabilities
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Parameter |
nCategories
Number of categories in the multinomial distribution
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Parameter |
observationProbabilities
An input guess array that defines a probability mass, defining the multinomial
observation probabilities
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_A0, _likelihood, _likelihoodThreshold, _nIterations, _nStates, _observations, _priorIn, _priors, _randomize, _transitionMatrix, A0, input, likelihood, likelihoodThreshold, maxIterations, newEstimates, nStates, priorDistribution, priorEstimates, randomizeGuessVectors, transitionMatrix_typesValid_actorFiringListeners, _initializables, _notifyingActorFiring, _stopRequested_changeListeners, _changeLock, _changeRequests, _debugging, _debugListeners, _deferChangeRequests, _elementName, _isPersistent, _verbose, _workspace, ATTRIBUTES, CLASSNAME, COMPLETE, CONTENTS, DEEP, FULLNAME, LINKSCOMPLETED, NOT_READY, STOP_ITERATING| Constructor and Description |
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HMMMultinomialEstimator(CompositeEntity container,
java.lang.String name)
Construct an actor with the given container and name.
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| Modifier and Type | Method and Description |
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protected boolean |
_checkForConvergence(int iterations)
Check whether the gradient-descent algorithm has converged
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protected void |
_initializeEMParameters()
Initialize parameters used in ExpectationMaximization here
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protected void |
_iterateEM()
One step EM iteration
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protected void |
_updateEstimates()
Update parameter estimates
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void |
attributeChanged(Attribute attribute)
React to a change in an attribute.
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java.lang.Object |
clone(Workspace workspace)
Clone the actor into the specified workspace.
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protected double |
emissionProbability(double y,
int hiddenState)
Computes the emission probability.
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void |
fire()
Do nothing.
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boolean |
postfire()
Return true, unless stop() has been called, in which case,
return false.
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_EMParameterEstimation, _initializeArrays, HMMAlphaBetaRecursion, HMMAlphaBetaRecursionNonNormalized_containedTypeConstraints, _customTypeConstraints, _defaultTypeConstraints, _fireAt, _fireAt, attributeTypeChanged, clone, isBackwardTypeInferenceEnabled, newPort, typeConstraintList, typeConstraints_actorFiring, _actorFiring, _declareDelayDependency, addActorFiringListener, addInitializable, connectionsChanged, createReceivers, declareDelayDependency, getCausalityInterface, getDirector, getExecutiveDirector, getManager, initialize, inputPortList, isFireFunctional, isStrict, iterate, newReceiver, outputPortList, prefire, preinitialize, pruneDependencies, recordFiring, removeActorFiringListener, removeDependency, removeInitializable, setContainer, stop, stopFire, terminate, wrapup_adjustDeferrals, _checkContainer, _getContainedObject, _propagateExistence, getContainer, instantiate, isAtomic, isOpaque, moveDown, moveToFirst, moveToIndex, moveToLast, moveUp, propagateExistence, setName_addPort, _description, _exportMoMLContents, _removePort, _validateSettables, connectedPortList, connectedPorts, containedObjectsIterator, getAttribute, getPort, getPorts, linkedRelationList, linkedRelations, portList, removeAllPorts, setClassDefinition, uniqueName_setParent, exportMoML, getChildren, getElementName, getParent, getPrototypeList, isClassDefinition, isWithinClassDefinition_addAttribute, _adjustOverride, _attachText, _cloneFixAttributeFields, _containedDecorators, _copyChangeRequestList, _debug, _debug, _debug, _debug, _debug, _executeChangeRequests, _getIndentPrefix, _isMoMLSuppressed, _markContentsDerived, _notifyHierarchyListenersAfterChange, _notifyHierarchyListenersBeforeChange, _propagateValue, _removeAttribute, _splitName, _stripNumericSuffix, addChangeListener, addDebugListener, addHierarchyListener, attributeDeleted, attributeList, attributeList, decorators, deepContains, depthInHierarchy, description, description, event, executeChangeRequests, exportMoML, exportMoML, exportMoML, exportMoML, exportMoMLPlain, getAttribute, getAttributes, getChangeListeners, getClassName, getDecoratorAttribute, getDecoratorAttributes, getDerivedLevel, getDerivedList, getDisplayName, getFullName, getModelErrorHandler, getName, getName, getSource, handleModelError, isDeferringChangeRequests, isOverridden, isPersistent, lazyContainedObjectsIterator, message, notifyOfNameChange, propagateValue, propagateValues, removeAttribute, removeChangeListener, removeDebugListener, removeHierarchyListener, requestChange, setClassName, setDeferringChangeRequests, setDerivedLevel, setDisplayName, setModelErrorHandler, setPersistent, setSource, sortContainedObjects, toplevel, toString, validateSettables, workspaceequals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, waitcreateReceivers, getCausalityInterface, getDirector, getExecutiveDirector, getManager, inputPortList, newReceiver, outputPortListisFireFunctional, isStrict, iterate, prefire, stop, stopFire, terminateaddInitializable, initialize, preinitialize, removeInitializable, wrapupdescription, getContainer, getDisplayName, getFullName, getName, getName, setNamegetDerivedLevel, getDerivedList, propagateValuepublic TypedIOPort emissionEstimates
public Parameter observationProbabilities
public Parameter nCategories
public HMMMultinomialEstimator(CompositeEntity container, java.lang.String name) throws NameDuplicationException, IllegalActionException
container - The container.name - The name of this actorIllegalActionException - If the actor cannot be contained
by the proposed container.NameDuplicationException - If the container already has an
actor with this name.public void attributeChanged(Attribute attribute) throws IllegalActionException
NamedObjattributeChanged in class ParameterEstimatorattribute - The attribute that changed.IllegalActionException - If the change is not acceptable
to this container (not thrown in this base class).public java.lang.Object clone(Workspace workspace) throws java.lang.CloneNotSupportedException
TypedAtomicActorclone in class ParameterEstimatorworkspace - The workspace for the new object.java.lang.CloneNotSupportedException - If a derived class contains
an attribute that cannot be cloned.NamedObj.exportMoML(Writer, int, String),
NamedObj.setDeferringChangeRequests(boolean)public void fire()
throws IllegalActionException
AtomicActorfire in interface Executablefire in class ParameterEstimatorIllegalActionException - Not thrown in this base class.public boolean postfire()
throws IllegalActionException
AtomicActorpostfire in interface Executablepostfire in class AtomicActor<TypedIOPort>IllegalActionException - Not thrown in this base class.protected boolean _checkForConvergence(int iterations)
ParameterEstimator_checkForConvergence in class ParameterEstimatoriterations - Current iteration indexprotected void _initializeEMParameters()
ParameterEstimator_initializeEMParameters in class ParameterEstimatorprotected void _iterateEM()
ParameterEstimator_iterateEM in class ParameterEstimatorprotected void _updateEstimates()
ParameterEstimator_updateEstimates in class ParameterEstimatorprotected double emissionProbability(double y,
int hiddenState)
ParameterEstimatoremissionProbability in class ParameterEstimatory - input observationhiddenState - index of hidden state