def fit(self, X, lengths=None):
"""Estimate model parameters.
An initialization step is performed before entering the
EM algorithm. If you want to avoid this step for a subset of
the parameters, pass proper ``init_params`` keyword argument
to estimator's constructor.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Feature matrix of individual samples.
lengths : array-like of integers, shape (n_sequences, )
Lengths of the individual sequences in ``X``. The sum of
these should be ``n_samples``.
Returns
-------
self : object
Returns self.
"""
print("Initilization...")
X = check_array(X)
self._init(X, lengths=lengths)
self._check()
self.monitor_ = ConvergenceMonitor(self.tol, self.n_iter, self.verbose)
for iter in range(self.n_iter):
stats = self._initialize_sufficient_statistics()
curr_logprob = 0
for i, j in iter_from_X_lengths(X, lengths):
framelogprob = self._compute_log_likelihood(X[i:j])
logprob, fwdlattice = self._do_forward_pass(framelogprob)
curr_logprob += logprob
bwdlattice = self._do_backward_pass(framelogprob)
posteriors = self._compute_posteriors(fwdlattice, bwdlattice)
self._accumulate_sufficient_statistics(stats, X[i:j],
framelogprob,
posteriors, fwdlattice,
bwdlattice)
#if iter%3==0:
# filename = "log1a/stats_iter_%d_%d"%(self.run_id,iter)
# with open(filename,'a') as f_handle:
# np.savetxt(f_handle,posteriors, fmt='%.4f', delimiter='\t')
# filename = "log1/stats_iter_%d_%d"%(self.run_id,iter)
# np.savetxt(filename, posteriors, fmt='%.4f', delimiter='\t')
# XXX must be before convergence check, because otherwise
# there won't be any updates for the case ``n_iter=1``.
#print("Maximization...")
#print(iter)
self._do_mstep(stats)
self.monitor_.report(curr_logprob)
if self.monitor_.converged:
break
return self
def score(self, X, lengths=None):
"""Compute the log probability under the model.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Feature matrix of individual samples.
lengths : array-like of integers, shape (n_sequences, ), optional
Lengths of the individual sequences in ``X``. The sum of
these should be ``n_samples``.
Returns
-------
logprob : float
Log likelihood of ``X``.
See Also
--------
score_samples : Compute the log probability under the model and
posteriors.
decode : Find most likely state sequence corresponding to ``X``.
"""
check_is_fitted(self, "startprob_")
self._check()
X = check_array(X)
# XXX we can unroll forward pass for speed and memory efficiency.
logprob = 0
for i, j in iter_from_X_lengths(X, lengths):
framelogprob = self._compute_log_likelihood(X[i:j])
logprobij, _fwdlattice = self._do_forward_pass(framelogprob)
logprob += logprobij
return logprob
def decode(self, X, lengths=None, algorithm=None):
"""Find most likely state sequence corresponding to ``X``.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Feature matrix of individual samples.
lengths : array-like of integers, shape (n_sequences, ), optional
Lengths of the individual sequences in ``X``. The sum of
these should be ``n_samples``.
algorithm : string
Decoder algorithm. Must be one of "viterbi" or "map".
If not given, :attr:`decoder` is used.
Returns
-------
logprob : float
Log probability of the produced state sequence.
state_sequence : array, shape (n_samples, )
Labels for each sample from ``X`` obtained via a given
decoder ``algorithm``.
See Also
--------
score_samples : Compute the log probability under the model and
posteriors.
score : Compute the log probability under the model.
"""
check_is_fitted(self, "startprob_")
self._check()
algorithm = algorithm or self.algorithm
if algorithm not in DECODER_ALGORITHMS:
raise ValueError("Unknown decoder {0!r}".format(algorithm))
decoder = {
"viterbi": self._decode_viterbi,
"map": self._decode_map
}[algorithm]
X = check_array(X)
n_samples = X.shape[0]
logprob = 0
state_sequence = np.empty(n_samples, dtype=int)
for i, j in iter_from_X_lengths(X, lengths):
# XXX decoder works on a single sample at a time!
logprobij, state_sequenceij = decoder(X[i:j])
logprob += logprobij
state_sequence[i:j] = state_sequenceij
return logprob, state_sequence
def score_samples(self, X, lengths=None):
"""Compute the log probability under the model and compute posteriors.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Feature matrix of individual samples.
lengths : array-like of integers, shape (n_sequences, ), optional
Lengths of the individual sequences in ``X``. The sum of
these should be ``n_samples``.
Returns
-------
logprob : float
Log likelihood of ``X``.
posteriors : array, shape (n_samples, n_components)
State-membership probabilities for each sample in ``X``.
See Also
--------
score : Compute the probability under the model.
decode : Find most likely state sequence corresponding to ``X``.
"""
check_is_fitted(self, "startprob_")
self._check()
X = check_array(X)
n_samples = X.shape[0]
logprob = 0
posteriors = np.zeros((n_samples, self.n_components))
for i, j in iter_from_X_lengths(X, lengths):
framelogprob = self._compute_log_likelihood(X[i:j])
logprobij, fwdlattice = self._do_forward_pass(framelogprob)
logprob += logprobij
bwdlattice = self._do_backward_pass(framelogprob)
posteriors[i:j] = self._compute_posteriors(fwdlattice, bwdlattice)
return logprob, posteriors
