int main(int argc, const char * argv[]){
//Load the training data
TimeSeriesClassificationData trainingData;
if( !trainingData.loadDatasetFromFile("HMMTrainingData.grt") ){
cout << "ERROR: Failed to load training data!\n";
return false;
}
//Remove 20% of the training data to use as test data
TimeSeriesClassificationData testData = trainingData.partition( 80 );
//The input to the HMM must be a quantized discrete value
//We therefore use a KMeansQuantizer to covert the N-dimensional continuous data into 1-dimensional discrete data
const UINT NUM_SYMBOLS = 10;
KMeansQuantizer quantizer( NUM_SYMBOLS );
//Train the quantizer using the training data
if( !quantizer.train( trainingData ) ){
cout << "ERROR: Failed to train quantizer!\n";
return false;
}
//Quantize the training data
TimeSeriesClassificationData quantizedTrainingData( 1 );
for(UINT i=0; i<trainingData.getNumSamples(); i++){
UINT classLabel = trainingData[i].getClassLabel();
MatrixDouble quantizedSample;
for(UINT j=0; j<trainingData[i].getLength(); j++){
quantizer.quantize( trainingData[i].getData().getRowVector(j) );
quantizedSample.push_back( quantizer.getFeatureVector() );
}
if( !quantizedTrainingData.addSample(classLabel, quantizedSample) ){
cout << "ERROR: Failed to quantize training data!\n";
return false;
}
}
//Create a new HMM instance
HMM hmm;
//Set the number of states in each model
hmm.setNumStates( 4 );
//Set the number of symbols in each model, this must match the number of symbols in the quantizer
hmm.setNumSymbols( NUM_SYMBOLS );
//Set the HMM model type to LEFTRIGHT with a delta of 1
hmm.setModelType( HiddenMarkovModel::LEFTRIGHT );
hmm.setDelta( 1 );
//Set the training parameters
hmm.setMinImprovement( 1.0e-5 );
hmm.setMaxNumIterations( 100 );
hmm.setNumRandomTrainingIterations( 20 );
//Train the HMM model
if( !hmm.train( quantizedTrainingData ) ){
cout << "ERROR: Failed to train the HMM model!\n";
return false;
}
//Save the HMM model to a file
if( !hmm.save( "HMMModel.grt" ) ){
cout << "ERROR: Failed to save the model to a file!\n";
return false;
}
//Load the HMM model from a file
if( !hmm.load( "HMMModel.grt" ) ){
cout << "ERROR: Failed to load the model from a file!\n";
return false;
}
//Quantize the test data
TimeSeriesClassificationData quantizedTestData( 1 );
for(UINT i=0; i<testData.getNumSamples(); i++){
UINT classLabel = testData[i].getClassLabel();
MatrixDouble quantizedSample;
for(UINT j=0; j<testData[i].getLength(); j++){
quantizer.quantize( testData[i].getData().getRowVector(j) );
quantizedSample.push_back( quantizer.getFeatureVector() );
}
if( !quantizedTestData.addSample(classLabel, quantizedSample) ){
cout << "ERROR: Failed to quantize training data!\n";
return false;
}
}
//Compute the accuracy of the HMM models using the test data
double numCorrect = 0;
double numTests = 0;
for(UINT i=0; i<quantizedTestData.getNumSamples(); i++){
UINT classLabel = quantizedTestData[i].getClassLabel();
hmm.predict( quantizedTestData[i].getData() );
if( classLabel == hmm.getPredictedClassLabel() ) numCorrect++;
numTests++;
VectorDouble classLikelihoods = hmm.getClassLikelihoods();
VectorDouble classDistances = hmm.getClassDistances();
cout << "ClassLabel: " << classLabel;
cout << " PredictedClassLabel: " << hmm.getPredictedClassLabel();
cout << " MaxLikelihood: " << hmm.getMaximumLikelihood();
cout << " ClassLikelihoods: ";
for(UINT k=0; k<classLikelihoods.size(); k++){
cout << classLikelihoods[k] << "\t";
}
cout << "ClassDistances: ";
for(UINT k=0; k<classDistances.size(); k++){
cout << classDistances[k] << "\t";
}
cout << endl;
}
cout << "Test Accuracy: " << numCorrect/numTests*100.0 << endl;
return true;
}
int main(int argc, const char * argv[]){
//Load the training data
TimeSeriesClassificationData trainingData;
if( !trainingData.load("HMMTrainingData.grt") ){
cout << "ERROR: Failed to load training data!\n";
return false;
}
//Remove 20% of the training data to use as test data
TimeSeriesClassificationData testData = trainingData.partition( 80 );
//Create a new HMM instance
HMM hmm;
//Set the HMM as a Continuous HMM
hmm.setHMMType( HMM_CONTINUOUS );
//Set the downsample factor, a higher downsample factor will speed up the prediction time, but might reduce the classification accuracy
hmm.setDownsampleFactor( 5 );
//Set the committee size, this sets the (top) number of models that will be used to make a prediction
hmm.setCommitteeSize( 10 );
//Tell the hmm algorithm that we want it to estimate sigma from the training data
hmm.setAutoEstimateSigma( true );
//Set the minimum value for sigma, you might need to adjust this based on the range of your data
//If you set setAutoEstimateSigma to false, then all sigma values will use the value below
hmm.setSigma( 20.0 );
//Set the HMM model type to LEFTRIGHT with a delta of 1, this means the HMM can only move from the left-most state to the right-most state
//in steps of 1
hmm.setModelType( HMM_LEFTRIGHT );
hmm.setDelta( 1 );
//Train the HMM model
if( !hmm.train( trainingData ) ){
cout << "ERROR: Failed to train the HMM model!\n";
return false;
}
//Save the HMM model to a file
if( !hmm.save( "HMMModel.grt" ) ){
cout << "ERROR: Failed to save the model to a file!\n";
return false;
}
//Load the HMM model from a file
if( !hmm.load( "HMMModel.grt" ) ){
cout << "ERROR: Failed to load the model from a file!\n";
return false;
}
//Compute the accuracy of the HMM models using the test data
double numCorrect = 0;
double numTests = 0;
for(UINT i=0; i<testData.getNumSamples(); i++){
UINT classLabel = testData[i].getClassLabel();
hmm.predict( testData[i].getData() );
if( classLabel == hmm.getPredictedClassLabel() ) numCorrect++;
numTests++;
VectorFloat classLikelihoods = hmm.getClassLikelihoods();
VectorFloat classDistances = hmm.getClassDistances();
cout << "ClassLabel: " << classLabel;
cout << " PredictedClassLabel: " << hmm.getPredictedClassLabel();
cout << " MaxLikelihood: " << hmm.getMaximumLikelihood();
cout << " ClassLikelihoods: ";
for(UINT k=0; k<classLikelihoods.size(); k++){
cout << classLikelihoods[k] << "\t";
}
cout << "ClassDistances: ";
for(UINT k=0; k<classDistances.size(); k++){
cout << classDistances[k] << "\t";
}
cout << endl;
}
cout << "Test Accuracy: " << numCorrect/numTests*100.0 << endl;
return true;
}
