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Are there an open tools for solving HMMs for large datasets? i.e. if I have millions of observations from millions of users and want to learn a HMM from the dat
by gallamine 10y ago
Are there an open tools for solving HMMs for large datasets? i.e. if I have millions of observations from millions of users and want to learn a HMM from the data, what are my options?
- fizzbitch 10y agomlpack (http://www.mlpack.org/ http://www.mlpack.org/) has a nice implementation of HMMs. The library provides a few command-line programs you can use to work with HMMs: http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_generate.html http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_generate.... http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_train.html http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_train.htm... http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_loglik.html http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_loglik.ht... http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_viterbi.html http://mlpack.org/docs/mlpack-2.0.1/man/mlpack_hmm_viterbi.h... There is also the HTK toolkit, but last I used that, years ago, I was pretty disappointed; it did not compile on a 64-bit system. Both of these are single-machine toolkits, so there is a limit to how much you can scale, but I think you may be able to deal with a million or so points with mlpack. There's also MATLAB's implementation, but that is not very fast.