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
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
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