Getting AIC/BIC to figure out the optimal states

Mogeng / IOHMM

Input Output Hidden Markov Model (IOHMM) in Python

BSD 3-Clause "New" or "Revised" License

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Getting AIC/BIC to figure out the optimal states #36

Closed Singh-Sonam closed 2 years ago

Singh-Sonam commented 2 years ago

Hi could you please let me know how can I get the AIC/BIC for UnSupervisedIOHMM to get the optimal hidden states. Thank you for your help.

Mogeng commented 2 years ago

You probably want to use the formula here https://en.wikipedia.org/wiki/Bayesian_information_criterion. The log of the likelihood can directly come from SHMM.log_likelihood, after you finish training the model. The other parameters you should be able to count yourself.

Singh-Sonam commented 2 years ago

Thank You. Just wanted to make sure.