CODEWITHSUNDEEP
matlabstatisticsprobabilitypattern-recognitionhidden-markov-models
DoOrDoNot
DoOrDoNot

Reputation: 1156

Initial guess for Transition and emission matrix Hidden Markov Model MATLAB?

From matlab HHM documentation Link:

Using hmmtrain. If you do not know the sequence of states states, but you have initial guesses for TRANS and EMIS, you can still estimate TRANS and EMIS using hmmtrain.

I cannot figure out how to find the initial guess of Transition and Emission matrix.

Else If I make a random guess, then how to tweak these matrices even after making a guess.

Upvotes: 2

Views: 955

Answers (1)

GJStein
GJStein

Reputation: 658

An initial guess is just that, a guess. You can make them whatever you want, but it's not a bad idea to try to understand how your system works first. A well-behaved (ergodic) system should be able to converge regardless of this guess given an infinite number of samples. Once you're done, you can tweak your guess and then run the code again if you'd like.

You can also try to play around with the tolerance values for the algorithm or the max number of iterations, which can be a limiting factor.

Upvotes: 2

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