[mlpack-svn] r10267 - mlpack/trunk/src/mlpack/methods/hmm

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: rcurtin
Date: 2011-11-14 01:52:47 -0500 (Mon, 14 Nov 2011)
New Revision: 10267

Modified:
   mlpack/trunk/src/mlpack/methods/hmm/hmm.hpp
   mlpack/trunk/src/mlpack/methods/hmm/hmm_impl.hpp
Log:
Add function to calculate log-likelihood.


Modified: mlpack/trunk/src/mlpack/methods/hmm/hmm.hpp
===================================================================
--- mlpack/trunk/src/mlpack/methods/hmm/hmm.hpp	2011-11-14 05:18:50 UTC (rev 10266)
+++ mlpack/trunk/src/mlpack/methods/hmm/hmm.hpp	2011-11-14 06:52:47 UTC (rev 10267)
@@ -98,11 +98,6 @@
                 const size_t startState = 0) const;
 
   /**
-   * Compute the log-likelihood of a sequence.
-   */
-  double LogLikelihood(const arma::vec& data_seq) const;
-
-  /**
    * Compute the most probable hidden state sequence for the given data
    * sequence, using the Viterbi algorithm, returning the log-likelihood of the
    * most likely state sequence.
@@ -112,9 +107,17 @@
    *    stored.
    * @return Log-likelihood of most probable state sequence.
    */
-  double Predict(const arma::vec& data_seq, arma::Col<size_t>& stateSeq) const;
+  double Predict(const arma::vec& dataSeq, arma::Col<size_t>& stateSeq) const;
 
   /**
+   * Compute the log-likelihood of the given data sequence.
+   *
+   * @param dataSeq Data sequence to evaluate the likelihood of.
+   * @return Log-likelihood of the given sequence.
+   */
+  double LogLikelihood(const arma::vec& dataSeq) const;
+
+  /**
    * Return the transition matrix.
    */
   const arma::mat& Transition() const { return transition; }

Modified: mlpack/trunk/src/mlpack/methods/hmm/hmm_impl.hpp
===================================================================
--- mlpack/trunk/src/mlpack/methods/hmm/hmm_impl.hpp	2011-11-14 05:18:50 UTC (rev 10266)
+++ mlpack/trunk/src/mlpack/methods/hmm/hmm_impl.hpp	2011-11-14 06:52:47 UTC (rev 10267)
@@ -42,7 +42,6 @@
 void HMM<Distribution>::Train(const std::vector<arma::vec>& dataSeq)
 {
   // We should allow a guess at the transition and emission matrices.
-
   double loglik = 0;
   double oldLoglik = 0;
 
@@ -317,7 +316,24 @@
   return log(stateProb(stateSeq[dataSeq.n_elem - 1], dataSeq.n_elem - 1));
 }
 
+/**
+ * Compute the log-likelihood of the given data sequence.
+ */
+template<typename Distribution>
+void HMM<Distribution>::LogLikelihood(const arma::vec& dataSeq) const
+{
+  arma::mat forward;
+  arma::vec scales;
 
+  Forward(dataSeq, scales, forward);
+
+  // The log-likelihood is the log of the scales for each time step.
+  return accu(log(scales));
+}
+
+/**
+ * The Forward procedure (part of the Forward-Backward algorithm).
+ */
 template<typename Distribution>
 void HMM<Distribution>::Forward(const arma::vec& dataSeq,
                                 arma::vec& scales,