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Implement check() function in HSMM class #1

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poypoyan opened this issue May 4, 2020 · 1 comment
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Implement check() function in HSMM class #1

poypoyan opened this issue May 4, 2020 · 1 comment

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@poypoyan
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poypoyan commented May 4, 2020

The function check() in HSMM class checks model parameters for errors before performing the main algorithms.

For the HSMM (base) class, here are some of the properties to be checked:

  • n_states should be at least 2, while n_durations should be at least 1.
  • every entries (probabilities) in HSMM.pi, HSMM.tmat, and HSMM.dur should be greater than 0, because EM algorithm cannot update 0 probability.
  • for HSMM.pi (start probabilities), numpy.shape = (n_states), and the sum should be 1.
  • for HSMM.tmat (transition matrix), numpy.shape = (n_states, n_states), every diagonal is zero, and every row should add up to 1.
  • for HSMM.dur (duration probabilities), numpy.shape = (n_states, n_durations), and every row should add up to 1.

For Gaussian sub-class, here are the properties:

  • for GaussianHSMM.means, numpy.shape = (n_states).
  • for GaussianHSMM.sdev, numpy.shape = (n_states), and all entries should be greater than 0.

Just comment if some properties are not listed here.

@poypoyan
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Update (12-Jul-2020): Implemented for both HSMM (base class) and GaussianHSMM.

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