ML 5
ML 5
Tuesday (10am-11am)
Wednesday (10am-11am & 3pm-4pm)
Friday (9am-10am, 11am-12am, 2pm-3pm)
Dr. Srinivasa L. Chakravarthy
&
Smt. Jyotsna Rani Thota
Department of CSE
GITAM Institute of Technology (GIT)
Visakhapatnam – 530045
Email: [email protected] & [email protected]
Department of CSE, GIT 1
2 Novt 2020
EID 403 and machine learning
Course objectives
20 August 2020 4
Evaluation problem
For example qt=Si means that at time t, the system state is Si.
At regularly spaced discrete times, the system moves to a state with a given
probability depends on previous state-
Let us assume that the probabilities are independent of time called transition
probabilities-
aij ≡ P(qt+1=Sj | qt=Si) aij ≥ 0 and Σj= 1N aij=1
So,going from Si to Sj has the same probability aij at any time. The only special
case is first state Si with an initial probability 𝛑i .
πi ≡ P(q1=Si) Σj=1N πi=1
Discrete Markov Processes(cont.)
In an observable Markov model, the states are observable. At any time, as the
system moves from one state to other state, we get an observation sequence i.e., a
sequence of states.
The output of the process is set of states at each instant of time where each state
corresponds to physical observable event.
Discrete Markov Processes(cont.)
We have an observation sequence, i.e, the state sequence O = Q ={q1,q2,..qT}
Where 𝛑q1 is probability going from q1. aq1q2 is the probability of going from q1 to q2
.
We multiply these probabilities to get the probability of whole sequence.
Discrete Markov Processes(cont.)
Let us assume, we have N urns/baskets where each urn contains balls of only
one color.
So there is an urn of red balls, another of blue balls and so on..
N: Number of states
M: Number of observation symbols
A = [aij]: N X N state transition probability matrix
B = bj(m): N X M observation probability matrix
Π = [πi]: N X 1 initial state probability vector
2. State Sequence- Given λ and O, state sequence Q ={q1,q2...qT}, find Q* which is the
highest probability state sequence ,
such that P (Q* | O, λ ) = maxQ P (Q | O , λ ) .
3. Learning- Given a training set of observation sequences, X={Ok}k learn the model
that maximizes the probability of X i.e., find λ* = maxλ P ( X | λ ).
Hidden Markov Models(cont.)
1. Evaluation Problem
To find the state sequence,Choose the state that has the highest probability,
for each time step t:
qt*= arg maxi γt(i)
Hidden Markov Models(cont.)
2. Finding the State Sequence-(cont.)
To find the single best state sequence, we use the Viterbi algorithm, based
on dynamic programming, which takes such transition probabilities into account.
Given state sequence Q, observation sequence O,
we define δt(i) ≡ maxq1q2∙∙∙ qt-1 p(q1q2∙∙∙qt-1,qt =Si,O1∙∙∙Ot | λ)
Where δt(i) is the highest probability path at time t that accounts for the first
t observations and ends in Si.
Hidden Markov Models(cont.)
3. Learning Model Parameters
To calculate λ* that maximizes the probability of X, i.e., P ( X | λ )