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HMM Error for training the model

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  • #1904
    Ryu
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    Hi,

    I am training a HMM with SuanShu but once it got errors in some cases. I tried a few different settings but the errors still occurred. Let me summarize how the error occurs.

    Set HMM with 3 states with 5 discrete values in the emission probability at each state. Then I randomized a matrix A of size 3 x 3 and matrix B of size 3 x 5. Now I also get 100 observations, where the first 99 values are between 1 and 4, and the 100th value is 5. Then it runs out an infinite value matrices A and B. I suspect the issue is due to that the training algorithm finds that the value 5 cannot be found from the previous occurrences and cannot determine the probability of the model at value 5 in observation. For more details, you can refer to the following .java.

    Is it an algorithmic issue or something would be fixed? Thanks.

    Main Program:

    It depends to another .java with method GenerateRandomMatrix from class MarkovModel_pre_20120119. Just copy it in another .java and use it in the main program.  Method GenerateRandomMatrix is to generate random matrices.

     

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