On Thu, May 8, 2014 at 4:57 PM, Jesse Hersch <[email protected]> wrote: > On Thursday, May 8, 2014 4:14:32 PM UTC-7, William wrote: >> >> I could be wrong, but I don't think the implementation of Baum-Welch >> is wrong. The BM algorithm [1] using double precision numbers (which >> is all the HMM algorithm in Sage uses) can lead to overflow, given the >> sort of computations that are involved. > > > Thanks for the reply! > > My understanding is that it's underflow that's more common with HMM stuff, > due to all the products of small probabilities running around. In some > implementations I've seen this handled by the logsumexp trick: > http://machineintelligence.tumblr.com/post/4998477107/the-log-sum-exp-trick > > Also in the Rabiner tutorial there's a section on scaling where he talks > about underflow and how to handle it. that's on page 16 (272) here: > http://people.sabanciuniv.edu/berrin/cs512/reading/rabiner-tutorial-on-hmm.pdf > > Do you recall if you handled the underflow problem in your implementation?
I believe it does not. > I haven't studied the code yet, but it seems like this could be the culprit. I think you're right. You should implement it! -- William > > -- > You received this message because you are subscribed to the Google Groups > "sage-support" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/sage-support. > For more options, visit https://groups.google.com/d/optout. -- William Stein Professor of Mathematics University of Washington http://wstein.org -- You received this message because you are subscribed to the Google Groups "sage-support" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/sage-support. For more options, visit https://groups.google.com/d/optout.
