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MaximumLikelihoodLearningTDistributionRun Method
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Runs the Maximum Likelihood learning algorithm for hidden Markov models.
Namespace:
Accord.Statistics.Models.Markov.Learning
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax public double Run(
Array[] observations,
int[][] paths
)
Public Function Run (
observations As Array(),
paths As Integer()()
) As Double
Request Example
View SourceParameters
- observations
- Type: SystemArray
An array of observation sequences to be used to train the model. - paths
- Type: SystemInt32
An array of state labels associated to each observation sequence.
Return Value
Type:
Double
The average log-likelihood for the observations after the model has been trained.
Remarks
Supervised learning problem. Given some training observation sequences O = {o1, o2, ..., oK},
known training state paths H = {h1, h2, ..., hK} 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