2010/3/18 alex <[email protected]>: > Hi William, > >> I'm curious if anybody reading this uses the Hidden Markov Models >> (HMM) code in Sage for anything. If so, send me an email, since I'm >> working on 100% replacing it by some brand new better quality code. > > I have not used HMM code in Sage for anything, but I am interested in HMM > algorithms in Python. I have two use cases for HMMs which I could not coax > from GHMM. > > 1) Posterior decoding of a very long (not in RAM) sequence using fully > general emission distributions (i.e. not finite or mixed Gaussian).
Is this the Viterbi algorithm? One of my problems with the GHMM library in Sage now is that it is very memory inefficient when running the Viterbi algorithm, and it leaks a lot of memory too. My reimplementation of this for the next HMM package in Sage is much more memory efficient (it doesn't save everything when running the forward algorithm for Viterbi). However, of course it won't be as powerful as something disk based... unless one has more RAM than disk (like I do on my 128GB computers). I didn't implement arbitrary distributions (only finite, Gaussian, and mixed Gaussian) yet, but I'll add that to my todo list. I think the only hard (impossible in general) part in general is Baum-Welch, but the other algorithms are straightforward in general, so I'll just not implement Baum-Welch for a general distribution. > For this problem I wrote this thing last week: > http://github.com/argriffing/hmmus Cool -- I just skimmed some of the code. > 2) Exact or bounded-error evaluation of per-position hidden state > distributions for general emission distributions and smallish sequences. > This is where I might find a Sage implementation particularly useful. > This is on my todo list. More precisely, I'll have a generic HMM class, and one could simply work over RealIntervalField, and hence get output with provable error bounds. This will of course be slow compared to working with doubles, but should be useful for certain applications. > I see that Bilmes also @ washington.edu has written a graphical models > program and that "work is underway to make the toolkit available in full open > source form" > http://ssli.ee.washington.edu/~bilmes/gmtk/ > so maybe this could eventually go into Sage? -- William Stein Associate Professor of Mathematics University of Washington http://wstein.org -- To post to this group, send an email to [email protected] To unsubscribe from this group, send an email to [email protected] For more options, visit this group at http://groups.google.com/group/sage-devel URL: http://www.sagemath.org
