An(other) implementation of Explicit Duration HMM/HSMM in Python 3
Project description
edhsmm
An(other) implementation of Explicit Duration Hidden Semi-Markov Model (EDHSMM) in Python 3.
The EM algorithm is based on Yu (2010) (Section 3.1), while the Viterbi algorithm is based on Benouareth et al. (2008).
The code style is inspired from hmmlearn and jvkersch/hsmmlearn.
Implemented so far
- EM algorithm (with & without right-censoring)
- Scoring (log-likelihood of observation under the model)
- Viterbi algorithm
- Generate samples
- Support for multivariate Gaussian emissions
- Support for multiple observation sequences
- Support for multinomial (discrete) emissions
Dependencies
- python >= 3.5
- numpy >= 1.10
- scikit-learn >= 0.16
- scipy >= 0.19
Installation & Tutorial
pip install edhsmm
For tutorial, see the notebooks.
Found a bug? Suggest a feature? Please post on issues.
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