BaseBaumWelchLearningRun Method (Array, Double)

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

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protected double Run(
	Array[] observations,
	double[] weights
)

Protected Function Run ( 
	observations As Array(),
	weights As Double()
) As Double

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Parameters

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.
weights: Type: SystemDouble
The weight associated with each sequence.

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.

Reference

BaseBaumWelchLearning Class

Run Overload

Accord.Statistics.Models.Markov.Learning Namespace