markov-chains

A Clojure library for working with Markov Models, including finding most likely path (Viterbi algorithm on Hidden Markov Models) and Baum-Welch for unsupervised training on example sequence observations.

Usage

(let [hmm (init-hmm {:s1 0.2 :s2 0.8} ; Init probs
                    {:s1 {:s1 0.5 :s2 0.5} ; Transitions
                     :s2 {:s1 0.3 :s2 0.7}}
                    {:s1 {:N 0.3 :E 0.7} ; Emissions
                     :s2 {:N 0.8 :E 0.2}})]
  (->
    (baum-welch hmm [:N :N :N :N :N :E :E :N :N :N] 100 [:N :E]) ; Learn
    (viterbi hmm [:N :E :N]))) ; Find most likely transition sequence
> {:path (:s2 :s1 :s2), :prob 0.07142854958038428}