lijia-xing / pmtk3

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hmmFit and MixedGaussTied #47

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago
What steps will reproduce the problem?
1. Fit a HMM model using MixGaussTied
2.
3.

What is the expected output? What do you see instead?

As the help describes, the model should output a matrix model.emission.M such 
that M(j,k) = p(Mt = k| St=j) where Mt is the mixture. Therefore, truly M's 
ROWS and not COLUMNS should sum to 1. This is necessary in order for the other 
equation in the help to be true, that is 
P(Xt |St =i) = Sum_m P(Mt = m  |St =i) gauss(Xt |mu(m), Sigma(m) ). 
Note then that in the above equation it is necessary for Sum_m P(Mt = m|St = i) 
= 1, otherwise we aren't normalizing the probability correctly. But note that 
this sum over index m, corresponds to summing ROW i of matrix M. However the 
output of this algorithm is always a matrix M that has its COLUMNS summing to 
1. But this makes no sense, because this is a sum over the mixture weight of 
certain component across states. Instead what we truly want is to have a matrix 
M, with each row telling us the mixing components of the mixture, and this 
components should sum to 1 for each state (i.e. for each row).

What version / revision of the product are you using? On what operating
system?
Linux, version from 3Jan11.

Please provide any additional information below.

Original issue reported on code.google.com by Carlos.R...@gmail.com on 19 Oct 2012 at 9:55

GoogleCodeExporter commented 8 years ago
Also, transposing the matrix is not really a solution because the matrix M 
should be a nstates by nmix matrix, which is what the algorithm takes correctly 
as input, and gives as output. 

Thanks!

Original comment by Carlos.R...@gmail.com on 19 Oct 2012 at 10:05

GoogleCodeExporter commented 8 years ago
I experienced this problem in the 1 nov 2012 release too. (running on Mac OS X 
10.8)

Original comment by denis.am...@gmail.com on 19 Sep 2013 at 2:07

GoogleCodeExporter commented 8 years ago
Moved to GitHub: https://github.com/probml/pmtk3/issues/47

Original comment by irosen on 4 Jan 2014 at 2:37