GMM-HMM (Hidden markov model with Gaussian mixture emissions) implementation for speech recognition and other uses

gmmhmm.py

# (C) Kyle Kastner, June 2014
# License: BSD 3 clause

import scipy.stats as st
import numpy as np

class gmmhmm:
    #This class converted with modifications from https://code.google.com/p/hmm-speech-recognition/source/browse/Word.m
    def __init__(self, n_states):
        self.n_states = n_states
        self.random_state = np.random.RandomState(0)
        
        #Normalize random initial state
        self.prior = self._normalize(self.random_state.rand(self.n_states, 1))
        self.A = self._stochasticize(self.random_state.rand(self.n_states, self.n_states))
        
        self.mu = None
        self.covs = None
        self.n_dims = None
           
    def _forward(self, B):
        log_likelihood = 0.
        T = B.shape[1]
        alpha = np.zeros(B.shape)
        for t in range(T):
            if t == 0:
                alpha[:, t] = B[:, t] * self.prior.ravel()
            else:
                alpha[:, t] = B[:, t] * np.dot(self.A.T, alpha[:, t - 1])
         
            alpha_sum = np.sum(alpha[:, t])
            alpha[:, t] /= alpha_sum
            log_likelihood = log_likelihood + np.log(alpha_sum)
        return log_likelihood, alpha
    
    def _backward(self, B):
        T = B.shape[1]
        beta = np.zeros(B.shape);
           
        beta[:, -1] = np.ones(B.shape[0])
            
        for t in range(T - 1)[::-1]:
            beta[:, t] = np.dot(self.A, (B[:, t + 1] * beta[:, t + 1]))
            beta[:, t] /= np.sum(beta[:, t])
        return beta
    
    def _state_likelihood(self, obs):
        obs = np.atleast_2d(obs)
        B = np.zeros((self.n_states, obs.shape[1]))
        for s in range(self.n_states):
            #Needs scipy 0.14
            B[s, :] = st.multivariate_normal.pdf(obs.T, mean=self.mu[:, s].T, cov=self.covs[:, :, s].T)
            #This function can (and will!) return values >> 1
            #See the discussion here for the equivalent matlab function
            #https://groups.google.com/forum/#!topic/comp.soft-sys.matlab/YksWK0T74Ak
            #Key line: "Probabilities have to be less than 1,
            #Densities can be anything, even infinite (at individual points)."
            #This is evaluating the density at individual points...
        return B
    
    def _normalize(self, x):
        return (x + (x == 0)) / np.sum(x)
    
    def _stochasticize(self, x):
        return (x + (x == 0)) / np.sum(x, axis=1)
    
    def _em_init(self, obs):
        #Using this _em_init function allows for less required constructor args
        if self.n_dims is None:
            self.n_dims = obs.shape[0]
        if self.mu is None:
            subset = self.random_state.choice(np.arange(self.n_dims), size=self.n_states, replace=False)
            self.mu = obs[:, subset]
        if self.covs is None:
            self.covs = np.zeros((self.n_dims, self.n_dims, self.n_states))
            self.covs += np.diag(np.diag(np.cov(obs)))[:, :, None]
        return self
    
    def _em_step(self, obs): 
        obs = np.atleast_2d(obs)
        B = self._state_likelihood(obs)
        T = obs.shape[1]
        
        log_likelihood, alpha = self._forward(B)
        beta = self._backward(B)
        
        xi_sum = np.zeros((self.n_states, self.n_states))
        gamma = np.zeros((self.n_states, T))
        
        for t in range(T - 1):
            partial_sum = self.A * np.dot(alpha[:, t], (beta[:, t] * B[:, t + 1]).T)
            xi_sum += self._normalize(partial_sum)
            partial_g = alpha[:, t] * beta[:, t]
            gamma[:, t] = self._normalize(partial_g)
              
        partial_g = alpha[:, -1] * beta[:, -1]
        gamma[:, -1] = self._normalize(partial_g)
        
        expected_prior = gamma[:, 0]
        expected_A = self._stochasticize(xi_sum)
        
        expected_mu = np.zeros((self.n_dims, self.n_states))
        expected_covs = np.zeros((self.n_dims, self.n_dims, self.n_states))
        
        gamma_state_sum = np.sum(gamma, axis=1)
        #Set zeros to 1 before dividing
        gamma_state_sum = gamma_state_sum + (gamma_state_sum == 0)
        
        for s in range(self.n_states):
            gamma_obs = obs * gamma[s, :]
            expected_mu[:, s] = np.sum(gamma_obs, axis=1) / gamma_state_sum[s]
            partial_covs = np.dot(gamma_obs, obs.T) / gamma_state_sum[s] - np.dot(expected_mu[:, s], expected_mu[:, s].T)
            #Symmetrize
            partial_covs = np.triu(partial_covs) + np.triu(partial_covs).T - np.diag(partial_covs)
        
        #Ensure positive semidefinite by adding diagonal loading
        expected_covs += .01 * np.eye(self.n_dims)[:, :, None]
        
        self.prior = expected_prior
        self.mu = expected_mu
        self.covs = expected_covs
        self.A = expected_A
        return log_likelihood
    
    def fit(self, obs, n_iter=15):
        #Support for 2D and 3D arrays
        #2D should be n_features, n_dims
        #3D should be n_examples, n_features, n_dims
        #For example, with 6 features per speech segment, 105 different words
        #this array should be size
        #(105, 6, X) where X is the number of frames with features extracted
        #For a single example file, the array should be size (6, X)
        if len(obs.shape) == 2:
            for i in range(n_iter):
                self._em_init(obs)
                log_likelihood = self._em_step(obs)
        elif len(obs.shape) == 3:
            count = obs.shape[0]
            for n in range(count):
                for i in range(n_iter):
                    self._em_init(obs[n, :, :])
                    log_likelihood = self._em_step(obs[n, :, :])
        return self
    
    def transform(self, obs):
        #Support for 2D and 3D arrays
        #2D should be n_features, n_dims
        #3D should be n_examples, n_features, n_dims
        #For example, with 6 features per speech segment, 105 different words
        #this array should be size
        #(105, 6, X) where X is the number of frames with features extracted
        #For a single example file, the array should be size (6, X)
        if len(obs.shape) == 2:
            B = self._state_likelihood(obs)
            log_likelihood, _ = self._forward(B)
            return log_likelihood
        elif len(obs.shape) == 3:
            count = obs.shape[0]
            out = np.zeros((count,))
            for n in range(count):
                B = self._state_likelihood(obs[n, :, :])
                log_likelihood, _ = self._forward(B)
                out[n] = log_likelihood
            return out

if __name__ == "__main__":
    rstate = np.random.RandomState(0)
    t1 = np.ones((4, 40)) + .001 * rstate.rand(4, 40)
    t1 /= t1.sum(axis=0)
    t2 = rstate.rand(*t1.shape)
    t2 /= t2.sum(axis=0)
    
    m1 = gmmhmm(2)
    m1.fit(t1)
    m2 = gmmhmm(2)
    m2.fit(t2)
    
    m1t1 = m1.transform(t1)
    m2t1 = m2.transform(t1)
    print "Likelihoods for test set 1"
    print "M1:",m1t1
    print "M2:",m2t1
    print "Prediction for test set 1"
    print "Model", np.argmax([m1t1, m2t1]) + 1
    print 
    
    m1t2 = m1.transform(t2)
    m2t2 = m2.transform(t2)
    print "Likelihoods for test set 2"
    print "M1:",m1t2
    print "M2:",m2t2
    print "Prediction for test set 2"
    print "Model", np.argmax([m1t2, m2t2]) + 1

Hi kastnerkyle,
I found that the python code above is a GaussianHMM instead of a GMMHMM as the emission distribution for one dimension has only one center, so there is no "mixture". I wonder if it is right. Thank you.

Hi,

I think this is NOT a GMM-HMM, the code has no "mixture" of multiple Gaussian components for each state, but rather a multivariate Gaussian for each state. Thanks.

I Think there is something wrong with this declaration

partial_sum = self.A * np.dot(alpha[:, t], (beta[:, t] * B[:, t + 1]).T)

I think it should be

partial_sum = self.A * np.dot(alpha[:, t], (beta[:, t+1] * B[:, t + 1]).T)

Please tell me what am I missing if I am wrong with this declaration.

I am new to statistical analysis. I will give a detailed description of my problem as follows: I have a 4D data set as follows:

ObjectID	The number feature of every Object	The length of every feature	Types
1	100	64	1
2	100	64	1
3	100	64	2
4	100	64	3
···	····	·····

The shape likes (objID, num_feature of every Object, len_feature, Types),e.g.（274500，100，64，10）. How should I use hmmlearn or pomegranate HMM for recognition on these 4D data?

This is NOT a GMMHMM; it is GaussianHMM.

This is NOT a GMMHMM; it is GaussianHMM.

Right