markov-models

Hidden Markov Models

Hi, I want to get started on HMM's, but don't know how to go about it. Can people here, give me some basic pointers, where to look? More than just the theory, I like to do a lot of hands-on. So, would prefer resources, where I can write small code snippets to check my learning, rather than just dry text. Will be hoping to see some rep...

Training Hidden Markov Models without Tagged Corpus Data

For a linguistics course we implemented Part of Speech (POS) tagging using a hidden markov model, where the hidden variables were the parts of speech. We trained the system on some tagged data, and then tested it and compared our results with the gold data. Would it have been possible to train the HMM without the tagged training set? ...

Reinforcement learning And POMDP

I am trying to use Multi-Layer NN to implement probability function in Partially Observable Markov Process.. I thought inputs to the NN would be: current state, selected action, result state; The output is a probability in [0,1] (prob. that performing selected action on current state will lead to result state) In training, I fed the in...

Update Rule in Temporal difference

The update rule TD(0) Q-Learning: Q(t-1) = (1-alpha) * Q(t-1) + (alpha) * (Reward(t-1) + gamma* Max( Q(t) ) ) Then take either the current best action (to optimize) or a random action (to explorer) Where MaxNextQ is the maximum Q that can be got in the next state... But in TD(1) I think update rule will be: Q(t-2) = (1-alpha) * Q(t...

Applying hidden Markov model to multiple simultaneous bit sequences

This excellent article on implementing a Hidden Markov Model in C# does a fair job of classifying a single bit sequence based on training data. How to modify the algorithm, or build it out (multiple HMMs?) to support the classification of multiple simultaneous bit sequences? Example Instead of classifying just one stream: double t1 =...

Viterbi algorithm in linear time

Hey, I have a problem where given a Hidden Markov model and the states S I need to find an algorithm that returns the most probable path through the Hidden Markov model for a given sequence X in time O(|S|). I was thinking of developing a graph where I would have all the different states at different positions in X and run a shortest p...