A simple example demonstrating Multinomial HMM

The Multinomial HMM is a generalization of the Categorical HMM, with some key differences:

• a Categorical (or generalized Bernoulli/multinoulli) distribution models an outcome of a die with n_features possible values, i.e. it is a generalization of the Bernoulli distribution where there are n_features categories instead of the binary success/failure outcome; a Categorical HMM has the emission probabilities for each component parametrized by Categorical distributions.

• a Multinomial distribution models the outcome of n_trials independent rolls of die, each with n_features possible values; i.e.

  • when n_trials = 1 and n_features = 2, it is a Bernoulli distribution,

  • when n_trials > 1 and n_features = 2, it is a Binomial distribution,

  • when n_trials = 1 and n_features > 2, it is a Categorical distribution.

The emission probabilities for each component of a Multinomial HMM are parameterized by Multinomial distributions.

MultinomialHMM has undergone major changes. The previous version was implementing a CategoricalHMM (a special case of MultinomialHMM). This new implementation follows the standard definition for a Multinomial distribution (e.g. as in https://en.wikipedia.org/wiki/Multinomial_distribution). See these issues for details:
https://github.com/hmmlearn/hmmlearn/issues/335
https://github.com/hmmlearn/hmmlearn/issues/340
Topics discussed:
['cat', 'cat', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'cat', 'dog', 'cat', 'cat', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'cat', 'dog', 'cat', 'cat', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'cat', 'dog', 'cat', 'cat', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'cat', 'dog', 'cat', 'cat', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'cat', 'dog']
Learned emission probs:
[[2.57129200e-01 2.86190571e-02 4.28541642e-01 2.85710101e-01]
 [1.33352852e-01 7.33292496e-01 2.67548571e-05 1.33327897e-01]]
Learned transition matrix:
[[0.71429762 0.28570238]
 [0.50007593 0.49992407]]
MultinomialHMM has undergone major changes. The previous version was implementing a CategoricalHMM (a special case of MultinomialHMM). This new implementation follows the standard definition for a Multinomial distribution (e.g. as in https://en.wikipedia.org/wiki/Multinomial_distribution). See these issues for details:
https://github.com/hmmlearn/hmmlearn/issues/335
https://github.com/hmmlearn/hmmlearn/issues/340

New Model
Topics discussed:
['dog', 'dog', 'dog', 'dog', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'dog', 'dog', 'dog', 'dog', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'dog', 'dog', 'dog', 'dog', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'dog', 'dog', 'dog', 'dog', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat', 'dog', 'dog', 'dog', 'dog', 'cat', 'cat', 'cat', 'dog', 'dog', 'cat']
Learned emission probs:
[[2.00056860e-01 5.96085320e-01 5.11110699e-02 1.52746750e-01]
 [2.33441556e-01 6.53367949e-07 4.67749630e-01 2.98808161e-01]]
Learned transition matrix:
[[0.66946886 0.33053114]
 [0.33484467 0.66515533]]

import numpy as np
from hmmlearn import hmm

# For this example, we will model the stages of a conversation,
# where each sentence is "generated" with an underlying topic, "cat" or "dog"
states = ["cat", "dog"]
id2topic = dict(zip(range(len(states)), states))
# we are more likely to talk about cats first
start_probs = np.array([0.6, 0.4])

# For each topic, the probability of saying certain words can be modeled by
# a distribution over vocabulary associated with the categories

vocabulary = ["tail", "fetch", "mouse", "food"]
# if the topic is "cat", we are more likely to talk about "mouse"
# if the topic is "dog", we are more likely to talk about "fetch"
emission_probs = np.array([[0.25, 0.1, 0.4, 0.25],
                           [0.2, 0.5, 0.1, 0.2]])

# Also assume it's more likely to stay in a state than transition to the other
trans_mat = np.array([[0.8, 0.2], [0.2, 0.8]])


# Pretend that every sentence we speak only has a total of 5 words,
# i.e. we independently utter a word from the vocabulary 5 times per sentence
# we observe the following bag of words (BoW) for 8 sentences:
observations = [["tail", "mouse", "mouse", "food", "mouse"],
        ["food", "mouse", "mouse", "food", "mouse"],
        ["tail", "mouse", "mouse", "tail", "mouse"],
        ["food", "mouse", "food", "food", "tail"],
        ["tail", "fetch", "mouse", "food", "tail"],
        ["tail", "fetch", "fetch", "food", "fetch"],
        ["fetch", "fetch", "fetch", "food", "tail"],
        ["food", "mouse", "food", "food", "tail"],
        ["tail", "mouse", "mouse", "tail", "mouse"],
        ["fetch", "fetch", "fetch", "fetch", "fetch"]]

# Convert "sentences" to numbers:
vocab2id = dict(zip(vocabulary, range(len(vocabulary))))
def sentence2counts(sentence):
    ans = []
    for word, idx in vocab2id.items():
        count = sentence.count(word)
        ans.append(count)
    return ans

X = []
for sentence in observations:
    row = sentence2counts(sentence)
    X.append(row)

data = np.array(X, dtype=int)

# pretend this is repeated, so we have more data to learn from:
lengths = [len(X)]*5
sequences = np.tile(data, (5,1))


# Set up model:
model = hmm.MultinomialHMM(n_components=len(states),
        n_trials=len(observations[0]),
        n_iter=50,
        init_params='')

model.n_features = len(vocabulary)
model.startprob_ = start_probs
model.transmat_ = trans_mat
model.emissionprob_ = emission_probs
model.fit(sequences, lengths)
logprob, received = model.decode(sequences)

print("Topics discussed:")
print([id2topic[x] for x in received])

print("Learned emission probs:")
print(model.emissionprob_)

print("Learned transition matrix:")
print(model.transmat_)

# Try to reset and refit:
new_model = hmm.MultinomialHMM(n_components=len(states),
        n_trials=len(observations[0]),
        n_iter=50, init_params='ste')

new_model.fit(sequences, lengths)
logprob, received = new_model.decode(sequences)

print("\nNew Model")
print("Topics discussed:")
print([id2topic[x] for x in received])

print("Learned emission probs:")
print(new_model.emissionprob_)

print("Learned transition matrix:")
print(new_model.transmat_)