Thnh vin nhm - Lp KHMT_K20 1011019 - Phan Th Hng 1011025 - Trn Quang Huy 1011051 - Hunh Dip Tn (Nhm

trng) 1011059 - Phan Tn Ton 1011065 - Trn Phc Tun

Phn cng vic

Thnh vin Trn Quang Huy Slides & Bo co 9.1,9.2 Markov Models Hidden Markov Models C nhn Tho lun nhm Thng nht cch hiu cc vn sau: - M hnh Markov - M hnh Markov n - Ba vn ca HMMs + Tnh xc sut sinh ra chui quan st O ca m hnh : P(O|) + Xc nh dy chuyn trng thi X cho xc sut sinh chui quan st O ln nht (optimal path) + Tm m hnh khp vi dy quan st nht (Tm tham s cho m hnh) - Mt s vn khc lin qun n HMMs

Trn Phc Tun

Hunh Dip Tn

9.3 Three Fundamental Questions for HMMs

Phan Tn Ton

Phan Th Hng

9.4, 9.5 Implementation, Properties, and Variants Further Reading

Mi c nhn t c ton b ni dung ca chng 9 v m hnh markov

Ni dung
Gii thiu
M hnh Markov M hnh Markov n (HMMs)

Ba bi ton c bn ca HMMs
Implementation, Properties, and Variants, Further

Reading

Gii thiu
Hidden Markov Models (HMMs) M hnh

markov n c nn tn ca m hnh thng k c s dng trong h thng nhn dng dng ni hin i.
Cc bin th ca HMMs c s dng rng ri v thng c coi l thnh cng nht.

Gii thiu
Nhn dng ting ni.

Nhn dng ch vit tay.

X l ngn ng thng k. Dch my. Tin sinh hc:
Khp xp x nhiu chui. Tm kim tng t.

Gii thiu
Chng HMMs c t phn u ca phn

Grammar ca sch v n lm vic trn th t ca cc t trong cu l mt khi u hiu v c php ca cu. Trong chng ny tc gi trnh by
Nn tn l thuyt ca HMMs, Lin h vi nhng ng dng ca chng Tng kt mt vi gi m rng HMMs v cc k thut

trin khai thc t.

M hnh Markov
Gi s ta cn d on ngy mai s sch trong th vin

l bao nhiu, nh vy ta ch quan tm n s sch hin ti ch khng quan tm n s sch c trong ngy hm qua hay tun trc, nm trc,
Trong bi ton trn ta thy: ta cn d on trng thi

tng lai da vo thng tin trng thi hin ti m khng cn n thng tin ca qu kh.

M hnh Markov
nh ngha: Cho =(S, A, ) gi X = (X1, X2, , XT) l

mt dy cc bin ngu nhin vi gi tr nm trong tp S={s1, s2, s3, , sN} - tp khng gian trng thi, tha cc tnh cht sau:
P(Xt+1=sk | X1, X2, , Xt) = P(Xt+1=sk | Xt) 2. Xc xut chuyn trng thi c lp vi thi gian 3. Xc sut chuyn trng thi (lu Nvo ma trn A) aij=P(Xt+1=sj | Xt = si) v aij 1 j 1 4. Xc sut trng thi khi ng N i=P(X1=si) v i 1 i 1 c m t nh trn l mt m hnh Markov
1.

M hnh Markov
P(X1, X2, , XT) = P(X1).P(X2|X1).P(X3|X1,X2)P(XT|X1,X2,, XT-1)

= P(X1).P(X2|X1).P(X3|X2) P(XT|XT-1) =

a
t 1

T 1

Xt Xt 1

P(t,i,p) = P(X1=t) * P(X2=i|X1=t) * P(X3=p|X2=i)

= 1.0 * 0.3 * 0.6 = 0.18

M hnh Markov n (HMMs)

Crayzy machine

M hnh Markov n (HMMs)

Khi cho tin vo th my s chuyn trng thi Nu (Trng thi =CP) Coca Nu (Trng thi = IP) Iced Tea

Ta c m hnh Markov r (Visible Markov Model) Nhng thc t n ch c xu hng lm iu ny, nh vy ta cn c xc sut sinh ra sn phm

P(Ot = k | Xt = si, Xt+1 = sj) = bijk (Xc sut sinh ra sn phm k khi chuyn t si sj)
Vi k l gi tr quan st c ti thi im t.

M hnh Markov n (HMMs)

Vi v d trn ny th gi tr quan st c c lp hon

ton so vi sj v c m t trong bng sau:

Cola CP IP 0.6 0.1

Iced tea 0.1 0.7

Lem 0.3 0.2

M hnh Markov n (HMMs)

CP CP CP lem ice_t 0.7*0.3 *0.7*0.1 Cola CP IP 0.6 0.1 Iced tea 0.1 0.7 Lem 0.3 0.2

Vi dy quan st c l {lem, ice_t} sau hai ln mua th xc sut l: 0.7 * 0.3 * 0.7 * 0.1 + 0.7 * 0.3 * 0.3 * 0.1 + 0.3 * 0.3 * 0.5 * 0.7 + 0.3 * 0.3 * 0.5 * 0.7 = 0.084

M hnh Markov n (HMMs)

Cu trc ca mt HMMs

Th tc ca tin trnh Markov

Ba bi ton c bn ca HMMs

Bi ton 1: (Evaluation problem) Cho dy quan st O=o1o2...oT v HMM - hy xc nh xc sut sinh dy t m hnh P(O| ).

Ba bi ton c bn ca HMMs

Bi ton 2: (Decoding problem) Cho dy quan st O=o1o2...oT v HMM - hy xc nh dy chuyn trng X=(X1X2...XT) sao cho xc sut sinh ra O ln nht(optimal path).

Ba bi ton c bn ca HMMs

Bi ton 3: (Learning problem) Hiu chnh HMM - cc i ho xc sut sinh O P(O|) (tm m hnh khp dy quan st nht).

Gii php cho 3 bi ton ton ca HMMs

1. Evaluation problem

2. Decoding problem
3. Learning problem

1. Tm xc sut ca dy sn phm
Cho dy sn phm O = (o1,,oT) v m hnh

= (A, B, ).

Tnh P(O|) l xc sut dy O c sinh bi .

Qu trnh tnh ton ny cn c gi l gii m.

s1

s2
Trng thi

s3

sN

T+1

S ln, t

1. Tm xc sut ca dy sn phm

1. Tm xc sut ca dy sn phm

s1

s2
Trng thi

s3

sN

T+1

S ln, t

Th tc tin (Forward Procedure)

2N2T php nhn

Th tc li (Backward Procedure)

Kt hp th tc tin v li

2. Tm dy trng thi tt nht

Cho dy sn phm O = (o1,,oT) v m hnh

= (A, B, ).

Tm dy trng thi X = (X1,,XT+1) tt nht sinh ra O.

l dy lm cho gi tr P(X|O,) t cc i. sao cho P(Xt|O,) t cc i.

C mt cch l tm tng trng thi Xt vi 1 t T+1

2. Tm dy trng thi tt nht

Thut gii Viterbi

Thut gii Viterbi

3. c lng cc tham s

3. c lng cc tham s
Khng c cng thc no chn cc i ha

P(O|) nhng c th cc i ha cc b bng thut gii leo i lp. vi m hnh (c th chn ngu nhin). Quan st kt qu tnh ton, chng ta c th nhn thy nhng qu trnh chuyn trng thi no v nhng pht sinh sn phm no c dng nhiu nht th tng xc sut ca chng.

V khng bit trc l m hnh no nn c th s dng

Tin trnh cc i ha thng c gi l xon (twin)

m hnh v c thc hin trn d liu hun luyn (training data).

3. c lng cc tham s

3. c lng cc tham s

3. c lng cc tham s
Bt u vi vo m hnh (c chn trc hoc ngu

nhin).
Cho dy O ln lt chy qua cc m hnh c lng

cc tham s cho mi m hnh.

Cp nht cc m hnh cc i ha cc gi tr ca cc

dy trng thi c s dng nhiu.

Lp li tin trnh ny v hy vng chng s hi t ti cc

gi tr ti u cho cc tham s m hnh .

3. c lng cc tham s

HMMs
Implementation HMM 2. Initialization of parameter values 3. Variants of HMMs 4. Applications of HMM
1.

Implementation HMM floating-point underflow.

Viterbi algorithm:
logarithms (log)

Implementation HMM
floating-point underflow.
Forward-Backward algorithm:

scaling coefficients (ct): dependent on time-t

Initialization of parameter values

Khi khng cc gi tr d liu thit lp HMM ? Gi nh cc gi tr trong A l nh nhau. Gn mt s gi tr = 0. Gi tr B l quan trng nn c nhng phng n khi to tt (trnh ngu nhin)

Variants of HMMs

1. Epsilon/null transition. 2. Output O1,O2,,OT dependent only on q1.

Applications of HMM
Trong sinh hc: phn tch gen trong chui ADN.
Trong x l ngn ng: gn cc t loi trong vn bn.

An HMM for unspliced genes. x : non-coding DNA c : coding state

Phn mm cho HMMs

HMM toolbox for MatLab HTK (Cambridge University)

http://htk.eng.cam.ac.uk/

http://www.cs.ubc.ca/~murphyk/Software/HMM/hmm.html

GNU HMM Toolbox MatLab Bioinformatics Toolbox

http://ghmm.org/ http://www.mathworks.com/products/bioinfo/