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BaseBaumWelchLearningRun Method (Array)
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Runs the Baum-Welch learning algorithm for hidden Markov models.
Namespace:
Accord.Statistics.Models.Markov.Learning
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax protected double Run(
Array[] observations
)
Protected Function Run (
observations As Array()
) As Double
Request Example
View SourceParameters
- observations
- Type: SystemArray
The sequences of univariate or multivariate observations used to train the model.
Can be either of type double[] (for the univariate case) or double[][] for the
multivariate case.
Return Value
Type:
Double
The average log-likelihood for the observations after the model has been trained.
Remarks
Learning problem. Given some training observation sequences O = {o1, o2, ..., oK}
and general structure of HMM (numbers of hidden and visible states), determine
HMM parameters M = (A, B, pi) that best fit training data.
See Also