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simplify M step for Bernoulli HMM #75

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murphyk opened this issue Jul 12, 2022 · 5 comments
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simplify M step for Bernoulli HMM #75

murphyk opened this issue Jul 12, 2022 · 5 comments
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@karalleyna

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@murphyk
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murphyk commented Jul 12, 2022

Replace beta.mode in https://github.com/probml/ssm-jax/blob/main/ssm_jax/hmm/models/bernoulli_hmm.py#L99
with pseudo counts
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murphyk commented Jul 12, 2022

Set optimizer=None in https://github.com/probml/ssm-jax/blob/main/ssm_jax/hmm/models/bernoulli_hmm.py#L68

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murphyk commented Jul 12, 2022

Here are the details from my book 1. Note that the add one smoothng prior corresponds to Beta(2,2) which is much stronger than your current Beta(1.1, 1.1). This might explain your numerical problems.

Screen Shot 2022-07-12 at 11 03 08 AM

@slinderman
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Replace beta.mode in https://github.com/probml/ssm-jax/blob/main/ssm_jax/hmm/models/bernoulli_hmm.py#L99 with pseudo counts

I actually like the Beta(count1, count0).mode() formulation! I think it shows off the general form of the M-steps.

@karalleyna
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I think we've all settled on using the Beta(count1, count0).mode(). Could I close this issue?

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Yup!

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