Hidden Markov Model HMM
Hidden Markov Model HMM
Hidden Markov Model HMM
Presented
HMM Overview
Machine learning method Makes use of state machines Based on probabilistic models Useful in problems having sequential steps Can only observe output from states, not the states themselves
Example: speech recognition
Observe: acoustic signals Hidden States: phonemes
(distinctive sounds of a language)
State machine:
HMM Components
A set of states (xs)
A set of possible output symbols (ys) A state transition matrix (as) Output emission matrix (bs)
probability of making transition from one state to the next probability of a emitting/observing a symbol at a particular state
Weather
Once each day weather is observed
State 1: rain State 2: cloudy State 3: sunny
Rainy Cloudy
Sunny
0.1
0.1
0.8
What is the probability the weather for the next 7 days will be:
sun, sun, rain, rain, sun, cloudy, sun
Problem is then to build a model to explain observed sequence of heads and tails
HMM Uses
Uses
Speech recognition
Recognizing spoken words and phrases
Text processing
Parsing raw records into structured records
Bioinformatics
Protein sequence prediction
Financial
Stock market forecasts (price pattern prediction) Comparison shopping services
Disadvantages
Requires training using annotated data
Not completely automatic May require manual markup Size of training data may be an issue
References
Rabiner, L. R. (1989). A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition. Proceedings of the IEEE http://en.wikipedia.org/wiki/Hidden_Markov_model http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2766791/
Thank you!