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Machine Learning Hidden Markov Model Darshana Pathak University of North Carolina at Chapel Hill Research Seminar – November 14, 2012

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Disclaimer All the information in the following slides assumes that “There is a GREAT human mind behind every computer program.”

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What is Machine Learning? Make Computers learn from a given task and experience. “Field of study that gives computers the ability to learn without being explicitly programmed”. - Arthur Samuel (1959)Arthur Samuel

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Why Machine Learning? Human Learning is terribly slow! (?) o 6 years to start school, around 20 more years to become cognitive /computer scientist... o Linear programming, calculus, Gaussian models, optimization techniques and so on…

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Why Machine Learning? No copy process in human beings - ‘one-trial learning’ in computers. Computers can be programmed to learn – Both human and computer programs make errors, error is predictable for computer, we can measure error.

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Some more reasons… Growing flood of electronic data – Machines can digest huge amounts of data which is not possible for human. Supporting computational power is also growing! Data mining – to help improve decisions o Medical records study for diagnosis o Speech/handwriting/face recognition o Autonomous driving, robots

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Important Distinction Machine learning focuses on prediction, based on known properties learned from the training data. Data mining focuses on the discovery of (previously) unknown properties on the data. Example: Purchase history/behavior of a customer.

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Hidden Markov Model

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Hidden Markov Model - HMM A Markov model with hidden states. Markov Model – Stochastic Model that assumes Markov property. Stochastic model – A system with stochastic process (random process).

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HMM – Stochastic model Stochastic process vs. Deterministic process. – SP is probabilistic counterpart of DP. Examples: – Games involving dice and cards, coin toss. – Speech, audio, video signals – Brownian motion – Medical data of patients – Typing behavior (Related to my project)

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HMM – Markov Model Markov Model – Stochastic Model that assumes Markov property. Markov property Memory-less property – Future states of the process depend only upon the present state, – And not on the sequence of events that preceded it.

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Funny example of Markov chain 0 – Home; 4 – Destination 1,2,3 corners;

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Hidden Markov Model - HMM A Markov model with hidden states – Partially observable system. Simple Markov ModelHidden Markov Model Every state is directly visible to the observer. The state is not directly visible, but the output, dependent upon the state is visible. The only parameters are state transition probabilities. Each state has a probability distribution over possible o/p tokens.

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HMM Markov process is hidden, we can see sequence of output symbols (observations).

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HMM - Conditional Dependence

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HMM: Simple Example Determine the average annual temperature at a particular location over a series of years (Past when thermometers were not invented). 2 annual temperatures, Hot – H and Cold - C. A correlation between the size of tree growth rings and temperature. We can observe Tree ring size. Temperature is unobserved – hidden.

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HMM – Formation of problem 2 hidden states – H and C 3 observed states – tree ring sizes. Small – S, Medium – M, Large – L. The transition probabilities, observation matrix and initial state distribution. All matrices are row stochastic.

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HMM – Formation of problem Consider a 4 year sequence. We observe the series of tree rings S;M; S; L. O = (0, 1, 0, 2) We need to determine temperature (H or C) for these 4 years i. e. Most likely state sequence of Markov process given observations.

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HMM – Formation of problem X = (x 0, x 1, x 2, x 3 ) O = (O 0, O 1, O 2, O 3 ) A = State transition probability (a ij ) B = Observation probability matrix (b ij )

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HMM – Formation of problem a ij = P(state q j at t + 1 | state q i at t) B j (k) = P(observation k at t | state q j at t) P(X) = π x0 * b x0 (O 0 ) * a x0,x1 * b x1 (O 1 ) * a x1,x2 * b x2 (O 2 ) * a x2,x3 b x3 (O 3 ) P(HHCC) = 0.6(0.1)(0.7)(0.4)(0.3)(0.7)(0.6)(0.1) = 0.000212

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Applying HMM to Error Generation Erroneous data in real-world data sets Typing errors are very common. – Insertion – Deletion – Replace Is there any way to determine most probable sequence or patterns of errors made by typist?

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Applying HMM to Error Generation Examples: 1. BRIDGETT and BRIDGETTE 2. WILLIAMS and WILIAMS 3. LATONYA and LATOYA 4. FREEMAN and FREEMON

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Applying HMM to Error Generation Sequence of characters/Alignment Problem WILLIAMS W I L L L I M

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HMM & Error Generation Hidden states: Pointer positions Observations: Output character sequence Problems: o Finding Path - Given an input, output character sequence and HMM model, determine most probable operation sequence? o Training - Given n pairs of input and output sequences, what is the model that maximizes probability of output? o Likelihood - Given input, output and the model, determine likelihood of observed sequence.

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References Why should machines learn? – Herbert A. Simon, Department of Computer Science and Psychology, Carnegie-Mellon University, C.I.P. # 425 http://en.wikipedia.org/wiki/Machine_learning http://en.wikipedia.org/wiki/Hidden_Markov_model A Revealing Introduction to Hidden Markov Models – Mark Stamp, Department of Computer Science, San Jose State University

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THANK YOU!

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