module Math.HiddenMarkovModel.Example.CirclePrivate where import qualified Math.HiddenMarkovModel as HMM import qualified Math.HiddenMarkovModel.Distribution as Distr import Math.HiddenMarkovModel.Utility (normalizeProb, squareFromLists, hermitianFromList) import qualified Numeric.LAPACK.Vector as Vector import Numeric.LAPACK.Vector (Vector) import qualified Data.Array.Comfort.Boxed as Array import qualified Data.Array.Comfort.Shape as Shape import qualified System.Random as Rnd import qualified Control.Monad.Trans.State as MS import Control.Monad (liftM2, replicateM) import qualified Data.NonEmpty.Class as NonEmptyC import qualified Data.NonEmpty as NonEmpty import Data.Function.HT (nest) import Data.NonEmpty ((!:)) import Data.Maybe (fromMaybe) data State = Q1 | Q2 | Q3 | Q4 deriving (Eq, Ord, Enum, Bounded) type StateSet = Shape.Enumeration State stateSet :: StateSet stateSet = Shape.Enumeration data Coordinate = X | Y deriving (Eq, Ord, Enum, Bounded) type CoordinateSet = Shape.Enumeration Coordinate coordinateSet :: CoordinateSet coordinateSet = Shape.Enumeration type HMM = HMM.Gaussian CoordinateSet StateSet Double hmm :: HMM hmm = HMM.Cons { HMM.initial = normalizeProb $ Vector.constant stateSet 1, HMM.transition = squareFromLists stateSet $ stateVector 0.9 0.0 0.0 0.1 : stateVector 0.1 0.9 0.0 0.0 : stateVector 0.0 0.1 0.9 0.0 : stateVector 0.0 0.0 0.1 0.9 : [], HMM.distribution = let cov0 = hermitianFromList coordinateSet [0.10, -0.09, 0.10] cov1 = hermitianFromList coordinateSet [0.10, 0.09, 0.10] in Distr.gaussian $ Array.fromList stateSet $ (Vector.fromList coordinateSet [ 0.5, 0.5], cov0) : (Vector.fromList coordinateSet [-0.5, 0.5], cov1) : (Vector.fromList coordinateSet [-0.5, -0.5], cov0) : (Vector.fromList coordinateSet [ 0.5, -0.5], cov1) : [] } stateVector :: Double -> Double -> Double -> Double -> Vector StateSet Double stateVector x0 x1 x2 x3 = Vector.fromList stateSet [x0,x1,x2,x3] circleLabeled :: NonEmpty.T [] (State, Vector CoordinateSet Double) circleLabeled = NonEmpty.mapTail (take 200) $ fmap (\x -> (toEnum $ mod (floor (x*2/pi)) 4, Vector.fromList coordinateSet [cos x, sin x])) $ NonEmptyC.iterate (0.1+) 0 circle :: NonEmpty.T [] (Vector CoordinateSet Double) circle = fmap snd circleLabeled revealed :: NonEmpty.T [] State revealed = HMM.reveal hmm circle {- | Sample multivariate normal distribution and reconstruct it from the samples. You should obtain the same parameters. -} reconstructDistribution :: HMM.Gaussian CoordinateSet () Double reconstructDistribution = let gen = Distr.generate (HMM.distribution hmm) Q1 in HMM.finishTraining $ HMM.trainSupervised () $ fmap ((,) ()) $ flip MS.evalState (Rnd.mkStdGen 23) $ liftM2 (!:) gen $ replicateM 1000 gen {- | Generate labeled emission sequences and use them for supervised training. -} reconstructModel :: HMM reconstructModel = HMM.trainMany (HMM.trainSupervised stateSet) $ fmap (\seed -> fromMaybe (error "empty generated sequence") $ NonEmpty.fetch $ take 1000 $ HMM.generateLabeled hmm $ Rnd.mkStdGen seed) (23 !: take 42 [24..]) hmmTrainedSupervised :: HMM hmmTrainedSupervised = HMM.finishTraining $ HMM.trainSupervised stateSet circleLabeled hmmTrainedUnsupervised :: HMM hmmTrainedUnsupervised = HMM.finishTraining $ HMM.trainUnsupervised hmm circle hmmIterativelyTrained :: HMM hmmIterativelyTrained = nest 100 (HMM.finishTraining . flip HMM.trainUnsupervised circle) hmm