def learn_likelihoods_progress(i, n, m, A, B, pi, F, X_train, nEmissionDim, g_mu, g_sig, nState):
if nEmissionDim >= 2:
ml = ghmm.HMMFromMatrices(F, ghmm.MultivariateGaussianDistribution(F), A, B, pi)
else:
ml = ghmm.HMMFromMatrices(F, ghmm.GaussianDistribution(F), A, B, pi)
l_likelihood_mean = 0.0
l_likelihood_mean2 = 0.0
l_statePosterior = np.zeros(nState)
for j in xrange(n):
g_post = np.zeros(nState)
g_lhood = 0.0
g_lhood2 = 0.0
prop_sum = 0.0
for k in xrange(1, m):
final_ts_obj = ghmm.EmissionSequence(F, X_train[j][:k*nEmissionDim])
logp = ml.loglikelihoods(final_ts_obj)[0]
# print 'Log likelihood:', logp
post = np.array(ml.posterior(final_ts_obj))
k_prop = norm(loc=g_mu, scale=g_sig).pdf(k)
g_post += post[k-1] * k_prop
g_lhood += logp * k_prop
g_lhood2 += logp * logp * k_prop
prop_sum += k_prop
l_statePosterior += g_post / prop_sum / float(n)
l_likelihood_mean += g_lhood / prop_sum / float(n)
l_likelihood_mean2 += g_lhood2 / prop_sum / float(n)
return i, l_statePosterior, l_likelihood_mean, np.sqrt(l_likelihood_mean2 - l_likelihood_mean**2)
def set_hmm_object(self,
A,
B,
pi,
out_a_num=None,
vec_num=None,
mat_num=None,
u_denom=None):
"""Set HMM's hyper parameters
"""
if self.nEmissionDim == 1:
self.ml = ghmm.HMMFromMatrices(self.F, ghmm.GaussianDistribution(self.F), \
A, B, pi)
else:
self.ml = ghmm.HMMFromMatrices(self.F, ghmm.MultivariateGaussianDistribution(self.F), \
A, B, pi)
self.A = A
self.B = B
self.pi = pi
try:
self.ml.setBaumWelchParams(out_a_num, vec_num, mat_num, u_denom)
except:
print "Install Daehyung's custom ghmm if you want partial fit functionalities."
return self.ml
def _train(self,
seq,
trans,
emi,
num_possible_states,
pseudo_transitions=False,
start_at_zero=False):
"""Uses the given parameters to train a multinominal HMM to represent
the given seqences of observations. Uses Baum-Welch training.
Please override if special training is necessary for your QSR.
:param seq: the sequence of observations represented by alphabet symbols
:param trans: the transition matrix as a numpy array
:param emi: the emission matrix as a numpy array
:param num_possible_states: the total number of possible states
:return: the via baum-welch training generated hmm
"""
print 'Generating HMM:'
print seq
print '\tCreating symbols...'
symbols = self.generate_alphabet(num_possible_states)
if start_at_zero:
startprob = np.zeros(num_possible_states)
startprob[0] = 1
else:
startprob = np.ones(num_possible_states)
startprob = startprob / np.sum(startprob)
print startprob
print '\t\t', symbols
print '\tCreating HMM...'
hmm = gh.HMMFromMatrices(symbols, gh.DiscreteDistribution(symbols),
trans.tolist(), emi.tolist(),
startprob.tolist())
print '\tTraining...'
hmm.baumWelch(self._create_sequence_set(seq, symbols))
if pseudo_transitions:
print '\tAdding pseudo transitions...'
pseudo = deepcopy(trans)
pseudo[pseudo > 0.] = 1.
pseudo = pseudo / (float(len(seq) + 1))
trans_trained, emi, start = hmm.asMatrices()
trans_trained = np.array(trans_trained) + pseudo
hmm = gh.HMMFromMatrices(symbols, gh.DiscreteDistribution(symbols),
trans_trained.tolist(), emi, start)
hmm.normalize()
return hmm
def computeLikelihood(idx, A, B, pi, F, X, nEmissionDim, nState, startIdx=1, \
bPosterior=False, converted_X=False, cov_type='full'):
'''
This function will be deprecated. Please, use computeLikelihoods.
'''
if nEmissionDim >= 2:
ml = ghmm.HMMFromMatrices(F, ghmm.MultivariateGaussianDistribution(F),
A, B, pi)
if cov_type == 'diag' or cov_type.find('diag') >= 0:
ml.setDiagonalCovariance(1)
else:
ml = ghmm.HMMFromMatrices(F, ghmm.GaussianDistribution(F), A, B, pi)
if converted_X is False:
X_test = util.convert_sequence(X, emission=False)
X_test = np.squeeze(X_test)
X_test = X_test.tolist()
else:
X_test = X
l_idx = []
l_likelihood = []
l_posterior = []
for i in xrange(startIdx, len(X_test) / nEmissionDim):
final_ts_obj = ghmm.EmissionSequence(F, X_test[:i * nEmissionDim])
try:
logp = ml.loglikelihood(final_ts_obj)
if bPosterior: post = np.array(ml.posterior(final_ts_obj))
except:
print "Unexpected profile!! GHMM cannot handle too low probability. Underflow?"
l_idx.append(i)
l_likelihood.append(-100000000)
if bPosterior:
if len(l_posterior) == 0: l_posterior.append(list(pi))
else: l_posterior.append(l_posterior[-1])
## return False, False # anomaly
continue
l_idx.append(i)
l_likelihood.append(logp)
if bPosterior: l_posterior.append(post[i - 1])
if bPosterior:
return idx, l_idx, l_likelihood, l_posterior
else:
return idx, l_idx, l_likelihood
def reset(self):
"""Reset the HMM object
"""
[A, B, pi] = self.ml.asMatrices()
if self.nEmissionDim == 1:
self.ml = ghmm.HMMFromMatrices(self.F, ghmm.GaussianDistribution(self.F), \
A, B, pi)
else:
self.ml = ghmm.HMMFromMatrices(self.F, ghmm.MultivariateGaussianDistribution(self.F), \
A, B, pi)
self.A = A
self.B = B
self.pi = pi
def markov_model(self):
mm = ghmm.HMMFromMatrices(
self.F, ghmm.MultivariateGaussianDistribution(self.F),
self.transition_probabilities, self.observation_probabilities,
self.initial_probabilities)
#print ".>"+str(mm.asMatrices())
return mm
def get_hidden_markov_model(mixture_model, guess_t_matrix):
"""Get an (unoptomized) hidden markov model from the mixture model and
a guess at the transition matrix.
The guess transition matrix is typically created by summing over the
outer product of time-pairs of membership vectors.
"""
# Emission probabilities for HMM, using their very silly
# matrix arrangement
emissions = [[mixture_model.means_[j], mixture_model.covars_[j].flatten()]
for j in xrange(mixture_model.n_components)]
# Initial transition matrix
if isinstance(guess_t_matrix, scipy.sparse.csr.csr_matrix):
guess_t_matrix = guess_t_matrix.todense()
guess_t_matrix = guess_t_matrix.tolist()
# Initial occupancy
# Todo: figure out if initial occupancy matters
initial_occupancy = ([1.0 / mixture_model.n_components] *
mixture_model.n_components)
# Set up distribution
g_float = ghmm.Float()
g_distribution = ghmm.MultivariateGaussianDistribution(g_float)
# Put it all together
model = ghmm.HMMFromMatrices(g_float, g_distribution, guess_t_matrix,
emissions, initial_occupancy)
return model
def _predict_next(self):
"""@todo: Docstring for _predict_next.
:returns: @todo
"""
a_init = normalize_stoch_map(np.random.rand(self._n_hid, self._n_hid))
b_init = normalize_stoch_map(
np.random.rand(self._n_hid, self._n_sym**2))
pi_init = normalize_stoch_map(np.random.rand(self._n_hid))
hmm = gh.HMMFromMatrices(self._alphab,
gh.DiscreteDistribution(self._alphab), a_init,
b_init, pi_init)
obs = gh.EmissionSequence(self._alphab, self._memory)
hmm.baumWelch(obs)
alpha = hmm.forward(obs)[0][-1]
trans = hmm.asMatrices()[0]
alpha = np.dot(alpha, trans)
next_moves_dist = np.zeros(self._n_sym**2)
for i in range(self._n_hid):
next_moves_dist += np.asarray(hmm.getEmission(i)) * alpha[i]
next_moves_dist = next_moves_dist[self._conversion_array]
next_move = np.argmax(np.sum(next_moves_dist, axis=0))
return np.where(self._rules[next_move] == -1)[0][0]
def newModel(states, randomize = True, startAtFirstState = False, \
feedForward = True):
"""newModel(states, obs, sigma)
Make a new random model.
"""
pi = [1.0 / states] * states
if startAtFirstState:
pi = [0] * states
pi[0] = 1
aMat = numpy.zeros((states, states), float)
bMat = numpy.zeros((states, 2), float)
if randomize:
for i in range(states):
for j in range(states):
aMat[i][j] = random.random()
if feedForward and (j != i + 1):
aMat[i][j] = 0
if feedForward and (j == i + 1):
aMat[i][j] = 1
for j in range(2):
bMat[i][j] = random.random()
aMat += 0.01
bMat += 0.01
m = ghmm.HMMFromMatrices(ghmm.Float(), \
ghmm.GaussianDistribution(ghmm.Float()), \
aMat, bMat, pi)
return m
def train(self):
# This tells GHMM every possible value that it will be seeing
alphabet = ghmm.Alphabet(list(set(self.events)))
alphaLen = len(alphabet)
# Initiaize the probabilities of transitioning from each state to each other
# state. There is probably a better way to do this, but this is nice and simple.
trans_prob = 1.0 / (alphaLen)
trans = [[trans_prob for row in range(alphaLen)]
for col in range(alphaLen)]
# Initialize the probabilities of seeing each output from each state.
# Again, there is probably a better way to do this, but this is simple.
emiss_prob = 1.0 / (alphaLen)
emiss = [[emiss_prob for row in range(alphaLen)]
for col in range(alphaLen)]
# Some grease to get GHMM to work
pi = [1.0 / alphaLen] * alphaLen
# The sequence of musical events gathered from the music
train_seq = ghmm.EmissionSequence(alphabet, self.events)
# Generate the model of the data
m = ghmm.HMMFromMatrices(alphabet, ghmm.DiscreteDistribution(alphabet),
trans, emiss, pi)
# Train the model based on the training sequence
m.baumWelch(train_seq)
return (m, alphabet)
def trainHMM(self, seq, trans, emi, qtc_type='qtcc'):
"""Uses the given parameters to train a multinominal HMM to represent the given seqences"""
if qtc_type == 'qtcb':
state_num = 11
elif qtc_type == 'qtcc':
state_num = 83
elif qtc_type == 'qtcbc':
state_num = 92
else:
raise (QtcException(
"trainHMM: Unknow qtc type: {!r}".format(qtc_type)))
print 'Generating HMM:'
print '\tCreating symbols...'
symbols = self.generateAlphabet(state_num)
startprob = np.zeros((state_num))
startprob[0] = 1
print '\t\t', symbols
print '\tCreating HMM...'
qtc_hmm = gh.HMMFromMatrices(symbols, gh.DiscreteDistribution(symbols),
trans.tolist(), emi.tolist(),
startprob.tolist())
print '\tTraining...'
qtc_hmm.baumWelch(self.createSequenceSet(seq, symbols))
return qtc_hmm
def _train(self, seq, trans, emi, num_possible_states):
"""Uses the given parameters to train a multinominal HMM to represent
the given seqences of observations. Uses Baum-Welch training.
Please override if special training is necessary for your QSR.
:param seq: the sequence of observations represented by alphabet symbols
:param trans: the transition matrix as a numpy array
:param emi: the emission matrix as a numpy array
:param num_possible_states: the total number of possible states
:return: the via baum-welch training generated hmm
"""
print 'Generating HMM:'
print '\tCreating symbols...'
symbols = self._generate_alphabet(num_possible_states)
startprob = np.zeros(num_possible_states)
startprob[0] = 1
print '\t\t', symbols
print '\tCreating HMM...'
hmm = gh.HMMFromMatrices(symbols, gh.DiscreteDistribution(symbols),
trans.tolist(), emi.tolist(),
startprob.tolist())
print '\tTraining...'
hmm.baumWelch(self._create_sequence_set(seq, symbols))
return hmm
def baum_welch(self, obs_seqs):
self.model = ghmm.HMMFromMatrices(self.emission_domain,
self.emission_distr, self.A, self.B,
self.pi)
obs_seqs_set = self.get_seqs_set(obs_seqs)
self.model.baumWelch(obs_seqs_set)
self.st_st = self.merge_states()
def create_model(self, flag, number_states):
A, B, pi = self.calculate_A_B_pi(number_states, flag)
# generate models from parameters
model = ghmm.HMMFromMatrices(self.F,ghmm.GaussianDistribution(self.F), A, B, pi)
#model = ghmm.HMMFromMatrices(F,ghmm.MultivariateGaussianDistribution(F), A, B, pi)
return model
def computeLikelihoods(idx, A, B, pi, F, X, nEmissionDim, nState, startIdx=2, \
bPosterior=False, converted_X=False, cov_type='full'):
'''
Input:
- X: dimension x length
'''
if nEmissionDim >= 2:
ml = ghmm.HMMFromMatrices(F, ghmm.MultivariateGaussianDistribution(F),
A, B, pi)
if cov_type == 'diag': ml.setDiagonalCovariance(1)
else:
ml = ghmm.HMMFromMatrices(F, ghmm.GaussianDistribution(F), A, B, pi)
X_test = util.convert_sequence(X, emission=False)
X_test = np.squeeze(X_test)
l_idx = []
l_likelihood = []
l_posterior = []
for i in xrange(startIdx, len(X[0])):
final_ts_obj = ghmm.EmissionSequence(
F, X_test[:i * nEmissionDim].tolist())
try:
logp = ml.loglikelihood(final_ts_obj)
if bPosterior: post = np.array(ml.posterior(final_ts_obj))
l_likelihood.append(logp)
if bPosterior: l_posterior.append(post[i - 1])
except:
print "Unexpected profile!! GHMM cannot handle too low probability. Underflow?"
## return False, False # anomaly
## continue
# we keep the state as the previous one
l_likelihood.append(-1000000000000)
if bPosterior:
if len(l_posterior) == 0: l_posterior.append(list(pi))
else: l_posterior.append(l_posterior[-1])
l_idx.append(i)
if bPosterior: return idx, l_idx, l_likelihood, l_posterior
else: return idx, l_idx, l_likelihood
def computeLikelihood(F, k, data, g_mu, g_sig, nEmissionDim, A, B, pi):
if nEmissionDim >= 2:
hmm_ml = ghmm.HMMFromMatrices(F, ghmm.MultivariateGaussianDistribution(F), A, B, pi)
else:
hmm_ml = ghmm.HMMFromMatrices(F, ghmm.GaussianDistribution(F), A, B, pi)
final_ts_obj = ghmm.EmissionSequence(F, data)
logp = hmm_ml.loglikelihoods(final_ts_obj)[0]
post = np.array(hmm_ml.posterior(final_ts_obj))
k_prop = norm(loc=g_mu, scale=g_sig).pdf(k)
g_post = post[k-1] * k_prop
g_lhood = logp * k_prop
g_lhood2 = logp * logp * k_prop
prop_sum = k_prop
# print np.shape(g_post), np.shape(g_lhood), np.shape(g_lhood2), np.shape(prop_sum)
return g_post, g_lhood, g_lhood2, prop_sum
def create_0order_hmm(nb_seq, nb_residues, first_letters, motif):
"""
Create a 0-order HMM initialized from MEME result
:arg nb_seq: Number of sequences used by MEME
:type nb_seq: int
:arg nb_residues: Number of residues used by MEME
:type nb_residues: int
:arg first_letters: Number of occurrences of ACGT at the begining of
sequences used by MEME
:type first_letters: dic of str->int
:arg motif: PFM as a Biopython motif to be used to initialize the TFFFM
:type motif: :class:`Bio.motifs`
:returns: The constructed HMM
:rtype: :class:`ghmm.DiscreteEmissionHMM`
"""
# The first state is random
emissions = [[0.25, 0.25, 0.25, 0.25]]
# Complete the emissions with the actual motif frequencies
if motif.instances:
# The motif.counts is computed directly when creating the motif from
# instances
nb_hits = len(motif.instances)
else:
nb_hits = nb_seq
for position in xrange(len(motif)):
frequencies = []
for letter in "ACGT":
freq = (motif.counts[letter][position] + 1.) / (nb_hits + 4.)
frequencies.append(freq)
emissions.append(frequencies)
# Background transitions
transitions = []
background_to_background = 1. - float(nb_seq) / nb_residues
background_to_foreground = 1. - background_to_background
transitions.append(
[background_to_background, background_to_foreground] + [0.] *
(len(motif) - 1))
# Core transitions
for position in xrange(1, len(motif)):
transitions.append(
[0.] * (position + 1) + [1.] + [0.] * (len(motif) - position - 1))
# Final transitions now
transitions.append([1.] + [0.] * len(motif))
# Starting proba
initials = [1.] + [0.] * len(motif)
return ghmm.HMMFromMatrices(ghmm.Alphabet(ALPHABET),
ghmm.DiscreteDistribution(
ghmm.Alphabet(ALPHABET)),
transitions, emissions, initials)
def ghmm_from_discrete_hmm(hmm):
hmm = deepcopy(hmm)
domain = ghmm.Alphabet(range(hmm.alphabetSize))
trans = hmm.transitionMatrix
init = hmm.initialProbabilities
emissions = [d.probabilities for d in hmm.emissionDistributions]
return ghmm.HMMFromMatrices(emissionDomain=domain,
distribution=ghmm.DiscreteDistribution(domain),
A=trans,
B=emissions,
pi=init)
def __init__(self, A, B, Pi, observations):
if len(A) == len(Pi):
self.states = range(len(A))
self.sigma = ghmm.Alphabet(observations) # The "alphabet" comprising action indices
self.initA = A
self.initB = B
self.initPi = Pi
self.ghmmModel = ghmm.HMMFromMatrices(self.sigma, ghmm.DiscreteDistribution(self.sigma), self.initA, self.initB, self.initPi)
else:
prettyPrint("Unable to initialize model. Unequal number of states", "error")
return
def setUp(self):
'''Create a simple dice rolling HMM'''
self.sigma = g.IntegerRange(1, 7)
self.A = [[0.9, 0.1], [0.3, 0.7]]
efair = [1.0 / 6] * 6
eloaded = [3.0 / 13, 3.0 / 13, 2.0 / 13, 2.0 / 13, 2.0 / 13, 1.0 / 13]
self.B = [efair, eloaded]
self.pi = [0.5] * 2
self.m = g.HMMFromMatrices(self.sigma,
g.DiscreteDistribution(self.sigma), self.A,
self.B, self.pi)
def getHMM(emissionDomain, distribution, A, B, pi, name=None):
"""
Takes HMM-style parameter matrices and returns a HMM object which was
intialised with a GHMM object using these parameters.
"""
hmm = ghmm.HMMFromMatrices(emissionDomain,
distribution,
A,
B,
pi,
hmmName=name)
return HMM(hmm, 1)
def test_ghmm(self):
# this is being extended to also support mixtures of multivariate gaussians
# Interpretation of B matrix for the multivariate gaussian case
# (Example with three states and two mixture components with two dimensions):
# B = [
# [["mu111","mu112"],["sig1111","sig1112","sig1121","sig1122"],
# ["mu121","mu122"],["sig1211","sig1212","sig1221","sig1222"],
# ["w11","w12"] ],
# [["mu211","mu212"],["sig2111","sig2112","sig2121","sig2122"],
# ["mu221","mu222"],["sig2211","sig2212","sig2221","sig2222"],
# ["w21","w22"] ],
# [["mu311","mu312"],["sig3111","sig3112","sig3121","sig3122"],
# ["mu321","mu322"],["sig3211","sig3212","sig3221","sig3222"],
# ["w31","w32"] ],
# ]
#
# ["mu311","mu312"] is the mean vector of the two dimensional
# gaussian in state 3, mixture component 1
# ["sig1211","sig1212","sig1221","sig1222"] is the covariance
# matrix of the two dimensional gaussian in state 1, mixture component 2
# ["w21","w22"] are the weights of the mixture components
# in state 2
# For states with only one mixture component, a implicit weight
# of 1.0 is assumed
import ghmm
F = ghmm.Float()
Abig = [[0.0, 1.0], [1.0, 0.0]]
Bbig = [[[1.0, 1.0, 1.0],
[0.9, 0.4, 0.2, 0.4, 2.2, 0.5, 0.2, 0.5, 1.0]],
[[10.0, 10.0, 10.0],
[1.0, 0.2, 0.8, 0.2, 2.0, 0.6, 0.8, 0.6, 0.9]]]
piBig = [0.5, 0.5]
modelBig = ghmm.HMMFromMatrices(
F, ghmm.MultivariateGaussianDistribution(F), Abig, Bbig, piBig)
modelBig.sample(10, 100, seed=3586662)
e = modelBig.sampleSingle(1)
print[x for x in e]
# get log P(seq | model)
logp = model.loglikelihood(seq)
print logp
# cacluate viterbi path
path = model.viterbi(seq)
print path
# train model parameters
model.baumWelch(seq_set, 500, 0.0001)
def fit(self, X_train, A=None, B=None, pi=None, B_dict=None, verbose=False):
if A is None:
if verbose: print "Generate new A matrix"
# Transition probability matrix (Initial transition probability, TODO?)
A = self.init_trans_mat(self.nState).tolist()
if B is None:
if verbose: print "Generate new B matrix"
# We should think about multivariate Gaussian pdf.
self.mu, self.sig = self.vectors_to_mean_sigma(X_train, self.nState)
# Emission probability matrix
B = np.hstack([self.mu, self.sig]).tolist() # Must be [i,:] = [mu, sig]
if pi is None:
# pi - initial probabilities per state
## pi = [1.0/float(self.nState)] * self.nState
pi = [0.] * self.nState
pi[0] = 1.0
# HMM model object
self.ml = ghmm.HMMFromMatrices(self.F, ghmm.GaussianDistribution(self.F), A, B, pi)
## print "Run Baum Welch method with (samples, length)", X_train.shape
train_seq = X_train.tolist()
final_seq = ghmm.SequenceSet(self.F, train_seq)
self.ml.baumWelch(final_seq, 10000)
[self.A,self.B,self.pi] = self.ml.asMatrices()
self.A = np.array(self.A)
self.B = np.array(self.B)
## self.mean_path_plot(mu[:,0], sigma[:,0])
## print "Completed to fitting", np.array(final_seq).shape
# state range
self.state_range = np.arange(0, self.nState, 1)
# Pre-computation for PHMM variables
self.mu_z = np.zeros((self.nState))
self.mu_z2 = np.zeros((self.nState))
self.mu_z3 = np.zeros((self.nState))
self.var_z = np.zeros((self.nState))
self.sig_z3 = np.zeros((self.nState))
for i in xrange(self.nState):
zp = self.A[i,:]*self.state_range
self.mu_z[i] = np.sum(zp)
self.mu_z2[i] = self.mu_z[i]**2
#self.mu_z3[i] = self.mu_z[i]**3
self.var_z[i] = np.sum(zp*self.state_range) - self.mu_z[i]**2
def ghmm_from_gaussian_hmm(hmm):
hmm = deepcopy(hmm)
domain = ghmm.Float()
trans = hmm.transitionMatrix.tolist()
init = hmm.initialProbabilities.tolist()
emissions = [map(float, [d.mean, d.variance]) for d in hmm.emissionDistributions]
# print init
# print trans
# print emissions
return ghmm.HMMFromMatrices(emissionDomain=domain,
distribution=ghmm.GaussianDistribution(domain),
A=trans,
B=emissions,
pi=init)
def ghmm_from_multivariate_continuous_hmm(hmm):
hmm = deepcopy(hmm)
domain = ghmm.Float()
trans = hmm.transitionMatrix.tolist()
init = hmm.initialProbabilities.tolist()
emissions = [[d.mean.tolist(), d.variance.flatten().tolist()] for d in hmm.emissionDistributions]
# print init
# print trans
# print emissions
return ghmm.HMMFromMatrices(emissionDomain=domain,
distribution=ghmm.MultivariateGaussianDistribution(domain),
A=trans,
B=emissions,
pi=init)
def _new_model(n_features, n_states, means, covars, topology):
# Generate emissions
emissions = []
for i in range(n_states):
emission = [means[i].tolist(), covars[i].ravel().tolist()]
emissions.append(emission)
# Create model
domain = impl.Float()
transitions = transition_matrix(n_states, topology).tolist()
pi = start_probabilities(n_states, topology)
distribution = impl.MultivariateGaussianDistribution(domain)
model = impl.HMMFromMatrices(domain, distribution, transitions, emissions, pi)
return model
def __create_hmm_from_dict(self, dictionary, qsr_type, num_symbols):
"""Creates a hmm from the xml representation. Not nice to use tempfile
but not otherwise possible due to hidden code and swig in ghmm.
:param xml: The xml string
:return: the ghmm hmm object
"""
symbols = self.hmm_types_available[qsr_type]().generate_alphabet(
num_symbols)
hmm = gh.HMMFromMatrices(symbols, gh.DiscreteDistribution(symbols),
dictionary[self.TRANS], dictionary[self.EMI],
dictionary[self.START])
return hmm
def trainHMM(hmmState):
''' Train HMM with the given chromosome. '''
print >> sys.stderr, printTime(), "Train HMM with one chromosome."
T = [[0.9, 0.1], [0.1, 0.9]]
e1 = [0.1, 0.9]
e0 = [0.9, 0.1]
E = [e0, e1]
pi = [0.9, 0.1] # initial 10% are peak?
sigma = ghmm.IntegerRange(0, 2) # 0, 1
m = ghmm.HMMFromMatrices(sigma, ghmm.DiscreteDistribution(sigma), T, E,
pi)
m.baumWelch(ghmm.EmissionSequence(sigma, hmmState))
print >> sys.stderr, printTime(), "Train HMM finished."
print >> sys.stderr
return m
def conditional_prob(self, x):
'''
Input
@ x: dim x length
Output
@ A list of conditional probabilities P(x_t|x_s,lambda)
Only single sample works
'''
from scipy.stats import norm, entropy
# logp from all features
X_test = util.convert_sequence2(x, emission=False)
X_test = np.squeeze(X_test)
final_ts_obj = ghmm.EmissionSequence(self.F, X_test.tolist())
logp_all = self.ml.loglikelihood(final_ts_obj)
# feature-wise conditional probability
cond_prob = []
for i in xrange(self.nEmissionDim): # per feature
B = copy.copy(self.B)
for j in xrange(self.nState):
B[j][0] = [b for idx, b in enumerate(B[j][0]) if idx != i]
B_arr = copy.copy(B[j][1])
B_arr = np.array(B_arr).reshape(
(self.nEmissionDim, self.nEmissionDim))
B_arr = np.delete(B_arr, (i), axis=0)
B_arr = np.delete(B_arr, (i), axis=1)
B[j][1] = B_arr.flatten().tolist()
ml_src = ghmm.HMMFromMatrices(self.F, ghmm.MultivariateGaussianDistribution(self.F), \
self.A, B, self.pi)
# logp from remains
X_test = util.convert_sequence2([ x[j] for j in xrange(len(x)) if j != i ], \
emission=False)
X_test = np.squeeze(X_test)
final_ts_obj = ghmm.EmissionSequence(self.F, X_test.tolist())
logp_src = ml_src.loglikelihood(final_ts_obj)
cond_prob.append(logp_all - logp_src)
if np.isnan(cond_prob[-1]) or np.isinf(cond_prob[-1]):
print "NaN in conditional probabilities: ", np.shape(x)
return None
return np.array(cond_prob)
def predict_from_single_seq(self, x, ref_num):
'''
Input
@ x: length #samples x known steps
Output
@ observation distribution: nDimension
'''
# new emission for partial sequence
B = []
for i in xrange(self.nState):
B.append([
self.B[i][0][ref_num],
self.B[i][1][ref_num * self.nEmissionDim + ref_num]
])
ml = ghmm.HMMFromMatrices(self.F, ghmm.GaussianDistribution(self.F), \
self.A, B, self.pi)
if type(x) is not list: x = x.tolist()
final_ts_obj = ghmm.EmissionSequence(self.F, x)
try:
(alpha, scale) = ml.forward(final_ts_obj)
except:
print "No alpha is available !!"
sys.exit()
x_pred = []
for i in xrange(self.nEmissionDim):
if i == ref_num:
x_pred.append(x[-1])
else:
src_cov_idx = ref_num * self.nEmissionDim + ref_num
tgt_cov_idx = ref_num * self.nEmissionDim + i
t_o = 0.0
for j in xrange(self.nState):
m_j = self.B[j][0][i] + \
self.B[j][1][tgt_cov_idx]/self.B[j][1][src_cov_idx]*\
(x[-1]-self.B[j][0][ref_num])
t_o += alpha[-1][j] * m_j
x_pred.append(t_o)
return x_pred