Unsupervised learning and inference of Hidden Markov Models:
Simple algorithms and models to learn HMMs (Hidden Markov Models) in Python
Missing values support: our implementation supports both partial and complete missing data
Heterogeneous HMM (HMM with labels): here we implement a version of the HMM which allow us to use different distributions to manage the emission probabilities of each of the features (also, the simpler cases: Gaussian and Multinomial HMMs are implemented)
Semi-Supervised HMM (Fixing discrete emission probabilities): in the HeterogenousHMM model, it is possible to fix the emission probabilities of the discrete features: the model allow us to fix the complete emission probabilities matrix B of certain feature or just some states’ emission probabilities,
Model selection criteria: Both Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) are implemented
Built on scikit-learn, NumPy, SciPy, and Seaborn
Open source, commercially usable — Apache License 2.0 license.
User guide: table of contents¶
Advanced Signal Processing Course, by Prof. Dr. Antonio Artés-Rodríguez at Universidad Carlos III de Madrid.
A tutorial on hidden Markov models and selected applications in speech recognition, L.R. Rabiner, in Proceedings of the IEEE, vol. 77, no. 2, pp. 257-286, Feb. 1989.
Machine Learning: A Probabilistic Perspective, K.P. Murphy, The MIT Press ©2012, ISBN:0262018020 9780262018029
Inference in Hidden Markov Models, O.Capp, E.Moulines, T.Ryden, Springer Publishing Company, Incorporated, 2010, ISBN:1441923195
Parallel Implementation of Baum-Welch Algorithm, M.V. Anikeev, O.B. Makarevich, Workshop on Computer Science and Information Technology CSIT’2006, Karlsruhe, Germany, 2006