Baum–Welch algorithm

Baum–Welch algorithm

In electrical engineering, statistical computing and bioinformatics, the Baum–Welch algorithm is a special case of the expectation–maximization algorithm used to find the unknown parameters of a hidden Markov model (HMM). It makes use of the forward-backward algorithm to compute the statistics for the expectation step. The Baum–Welch algorithm, the primary method for inference in hidden Markov models, is numerically unstable due to its recursive calculation of joint probabilities. As the number of variables grows, these joint probabilities become increasingly small, leading to the forward recursions rapidly approaching values below machine precision. == History == The Baum–Welch algorithm was named after its inventors Leonard E. Baum and Lloyd R. Welch. The algorithm and the Hidden Markov models were first described in a series of articles by Baum and his peers at the IDA Center for Communications Research, Princeton in the late 1960s and early 1970s. One of the first major applications of HMMs was to the field of speech processing. In the 1980s, HMMs were emerging as a useful tool in the analysis of biological systems and information, and in particular genetic information. They have since become an important tool in the probabilistic modeling of genomic sequences. == Description == A hidden Markov model describes the joint probability of a collection of "hidden" and observed discrete random variables. It relies on the assumption that the i-th hidden variable given the (i − 1)-th hidden variable is independent of previous hidden variables, and the current observation variables depend only on the current hidden state. The Baum–Welch algorithm uses the well known EM algorithm to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed feature vectors. Let X t {\displaystyle X_{t}} be a discrete hidden random variable with N {\displaystyle N} possible values (i.e. We assume there are N {\displaystyle N} states in total). We assume the P ( X t ∣ X t − 1 ) {\displaystyle P(X_{t}\mid X_{t-1})} is independent of time t {\displaystyle t} , which leads to the definition of the time-independent stochastic transition matrix A = { a i j } = P ( X t = j ∣ X t − 1 = i ) . {\displaystyle A=\{a_{ij}\}=P(X_{t}=j\mid X_{t-1}=i).} The initial state distribution (i.e. when t = 1 {\displaystyle t=1} ) is given by π i = P ( X 1 = i ) . {\displaystyle \pi _{i}=P(X_{1}=i).} The observation variables Y t {\displaystyle Y_{t}} can take one of K {\displaystyle K} possible values. We also assume the observation given the "hidden" state is time independent. The probability of a certain observation y i {\displaystyle y_{i}} at time t {\displaystyle t} for state X t = j {\displaystyle X_{t}=j} is given by b j ( y i ) = P ( Y t = y i ∣ X t = j ) . {\displaystyle b_{j}(y_{i})=P(Y_{t}=y_{i}\mid X_{t}=j).} Taking into account all the possible values of Y t {\displaystyle Y_{t}} and X t {\displaystyle X_{t}} , we obtain the N × K {\displaystyle N\times K} matrix B = { b j ( y i ) } {\displaystyle B=\{b_{j}(y_{i})\}} where b j {\displaystyle b_{j}} belongs to all the possible states and y i {\displaystyle y_{i}} belongs to all the observations. An observation sequence is given by Y = ( Y 1 = y 1 , Y 2 = y 2 , … , Y T = y T ) {\displaystyle Y=(Y_{1}=y_{1},Y_{2}=y_{2},\ldots ,Y_{T}=y_{T})} . Thus we can describe a hidden Markov chain by θ = ( A , B , π ) {\displaystyle \theta =(A,B,\pi )} . The Baum–Welch algorithm finds a local maximum for θ ∗ = a r g m a x θ ⁡ P ( Y ∣ θ ) {\displaystyle \theta ^{}=\operatorname {arg\,max} _{\theta }P(Y\mid \theta )} (i.e. the HMM parameters θ {\displaystyle \theta } that maximize the probability of the observation). === Algorithm === Set θ = ( A , B , π ) {\displaystyle \theta =(A,B,\pi )} with random initial conditions. They can also be set using prior information about the parameters if it is available; this can speed up the algorithm and also steer it toward the desired local maximum. ==== Forward procedure ==== Let α i ( t ) = P ( Y 1 = y 1 , … , Y t = y t , X t = i ∣ θ ) {\displaystyle \alpha _{i}(t)=P(Y_{1}=y_{1},\ldots ,Y_{t}=y_{t},X_{t}=i\mid \theta )} , the probability of seeing the observations y 1 , y 2 , … , y t {\displaystyle y_{1},y_{2},\ldots ,y_{t}} and being in state i {\displaystyle i} at time t {\displaystyle t} . This is found recursively: α i ( 1 ) = π i b i ( y 1 ) , {\displaystyle \alpha _{i}(1)=\pi _{i}b_{i}(y_{1}),} α i ( t + 1 ) = b i ( y t + 1 ) ∑ j = 1 N α j ( t ) a j i . {\displaystyle \alpha _{i}(t+1)=b_{i}(y_{t+1})\sum _{j=1}^{N}\alpha _{j}(t)a_{ji}.} Since this series converges exponentially to zero, the algorithm will numerically underflow for longer sequences. However, this can be avoided in a slightly modified algorithm by scaling α {\displaystyle \alpha } in the forward and β {\displaystyle \beta } in the backward procedure below. ==== Backward procedure ==== Let β i ( t ) = P ( Y t + 1 = y t + 1 , … , Y T = y T ∣ X t = i , θ ) {\displaystyle \beta _{i}(t)=P(Y_{t+1}=y_{t+1},\ldots ,Y_{T}=y_{T}\mid X_{t}=i,\theta )} that is the probability of the ending partial sequence y t + 1 , … , y T {\displaystyle y_{t+1},\ldots ,y_{T}} given starting state i {\displaystyle i} at time t {\displaystyle t} . We calculate β i ( t ) {\displaystyle \beta _{i}(t)} as, β i ( T ) = 1 , {\displaystyle \beta _{i}(T)=1,} β i ( t ) = ∑ j = 1 N β j ( t + 1 ) a i j b j ( y t + 1 ) . {\displaystyle \beta _{i}(t)=\sum _{j=1}^{N}\beta _{j}(t+1)a_{ij}b_{j}(y_{t+1}).} ==== Update ==== We can now calculate the temporary variables, according to Bayes' theorem: γ i ( t ) = P ( X t = i ∣ Y , θ ) = P ( X t = i , Y ∣ θ ) P ( Y ∣ θ ) = α i ( t ) β i ( t ) ∑ j = 1 N α j ( t ) β j ( t ) , {\displaystyle \gamma _{i}(t)=P(X_{t}=i\mid Y,\theta )={\frac {P(X_{t}=i,Y\mid \theta )}{P(Y\mid \theta )}}={\frac {\alpha _{i}(t)\beta _{i}(t)}{\sum _{j=1}^{N}\alpha _{j}(t)\beta _{j}(t)}},} which is the probability of being in state i {\displaystyle i} at time t {\displaystyle t} given the observed sequence Y {\displaystyle Y} and the parameters θ {\displaystyle \theta } ξ i j ( t ) = P ( X t = i , X t + 1 = j ∣ Y , θ ) = P ( X t = i , X t + 1 = j , Y ∣ θ ) P ( Y ∣ θ ) = α i ( t ) a i j β j ( t + 1 ) b j ( y t + 1 ) ∑ k = 1 N ∑ w = 1 N α k ( t ) a k w β w ( t + 1 ) b w ( y t + 1 ) , {\displaystyle \xi _{ij}(t)=P(X_{t}=i,X_{t+1}=j\mid Y,\theta )={\frac {P(X_{t}=i,X_{t+1}=j,Y\mid \theta )}{P(Y\mid \theta )}}={\frac {\alpha _{i}(t)a_{ij}\beta _{j}(t+1)b_{j}(y_{t+1})}{\sum _{k=1}^{N}\sum _{w=1}^{N}\alpha _{k}(t)a_{kw}\beta _{w}(t+1)b_{w}(y_{t+1})}},} which is the probability of being in state i {\displaystyle i} and j {\displaystyle j} at times t {\displaystyle t} and t + 1 {\displaystyle t+1} respectively given the observed sequence Y {\displaystyle Y} and parameters θ {\displaystyle \theta } . The denominators of γ i ( t ) {\displaystyle \gamma _{i}(t)} and ξ i j ( t ) {\displaystyle \xi _{ij}(t)} are the same ; they represent the probability of making the observation Y {\displaystyle Y} given the parameters θ {\displaystyle \theta } . The parameters of the hidden Markov model θ {\displaystyle \theta } can now be updated: π i ∗ = γ i ( 1 ) , {\displaystyle \pi _{i}^{}=\gamma _{i}(1),} which is the expected frequency spent in state i {\displaystyle i} at time 1 {\displaystyle 1} . a i j ∗ = ∑ t = 1 T − 1 ξ i j ( t ) ∑ t = 1 T − 1 γ i ( t ) , {\displaystyle a_{ij}^{}={\frac {\sum _{t=1}^{T-1}\xi _{ij}(t)}{\sum _{t=1}^{T-1}\gamma _{i}(t)}},} which is the expected number of transitions from state i to state j compared to the expected total number of transitions starting in state i, including from state i to itself. The number of transitions starting in state i is equivalent to the number of times state i is observed in the sequence from t = 1 to t = T − 1. b i ∗ ( v k ) = ∑ t = 1 T 1 y t = v k γ i ( t ) ∑ t = 1 T γ i ( t ) , {\displaystyle b_{i}^{}(v_{k})={\frac {\sum _{t=1}^{T}1_{y_{t}=v_{k}}\gamma _{i}(t)}{\sum _{t=1}^{T}\gamma _{i}(t)}},} where 1 y t = v k = { 1 if y t = v k , 0 otherwise {\displaystyle 1_{y_{t}=v_{k}}={\begin{cases}1&{\text{if }}y_{t}=v_{k},\\0&{\text{otherwise}}\end{cases}}} is an indicator function, and b i ∗ ( v k ) {\displaystyle b_{i}^{}(v_{k})} is the expected number of times the output observations have been equal to v k {\displaystyle v_{k}} while in state i {\displaystyle i} over the expected total number of times in state i {\displaystyle i} . These steps are now repeated iteratively until a desired level of convergence. Note: It is possible to over-fit a particular data set. That is, P ( Y ∣ θ final ) > P ( Y ∣ θ true ) {\displaystyle P(Y\mid \theta _{\text{final}})>P(Y\mid \theta _{\text{true}})} . The algorithm also does not guarantee a global maximum. ==== Multiple sequences ==== The algorithm described thus far assumes a single observed sequence Y = y 1 , … , y T {\displaystyle Y=y_{1},\ldots ,y_{T}} . However, in many situations, there are several sequences observed: Y 1 ,

Artifact (app)

Artifact was a personalized social news aggregator app that uses recommender systems to suggest articles. Launched in January 2023 by Nokto, Inc., a company founded by co-founders of Instagram Kevin Systrom and Mike Krieger, the app is available for iOS and Android. The app's name is a portmanteau of the words "articles", "artificial intelligence", and "fact". The app shut down in January 2024 as a result of low interest. == History == Nokto, Inc. was established on March 3, 2022, as a foreign stock company in California, with its headquarters in San Francisco. The company's main product, Artifact, is the first new product launched by Krieger and Systrom since their 2018 resignation from Instagram after conflicts with parent company Meta, which acquired Instagram in 2012. Artifact launched on January 31, 2023, after the team had been working on it for over a year, offering the option to sign up for a waiting list for its private beta, which grew to about 160,000 people, and then launching in open beta on February 22, 2023. With a team of seven employees in San Francisco, the app was free throughout its lifetime, with the founders explaining at the time that different business models - such as advertising or subscription fees - could be explored in the future. In January 2024, cofounder Kevin Systrom announced that the app would be shutting down after concluding that "the market opportunity isn’t big enough to warrant continued investment in this way." In April 2024, it was announced Artifact had been acquired by Yahoo, who intended to use the service's technology in an upgraded Yahoo! News app. == Features == Frequently described as "TikTok for text" and a competitor to Twitter, Artifact was a news aggregator that used machine learning to make personalized recommendations based on topics, news sources, and authors that the reader is interested in. In addition to reading articles, the app offered the ability to like articles, leave comments, or listen to an audio version of an article read by AI-generated voices, including a simulation of the voices of Snoop Dogg or Gwyneth Paltrow. AI also would rewrite clickbait headlines that users flagged. Artifact later expanded to a social network where users could post links, images and text to their profile, which could be liked or commented on by other users. Similar to other social news websites like Reddit, reader accounts had profiles with reputation scores.

BBC Own It

The BBC Own It app was a British information site designed to protect and support children using the Internet. The app was launched in 2017 and retired in 2022, though the website retired in 2024 and has since moved to BBC Teach. As part of the BBC's partnership with Internet Matters, the not-for-profit contributed to content on the BBC Own It website. == History == In 2016, The Royal Foundation of The Duke and Duchess of Cambridge established The Royal Foundation Taskforce on the Prevention of Cyberbullying. Work began in 2017 by the BBC to create an app about cyberbullying and online safety (later titled Own It) in response to a call for action from the Taskforce. In December 2017, the BBC launched Own It. In November 2018, work on the BBC Own It App was announced by Prince William. In September 2019, the BBC Own It App was launched into the AppStore and Google Play. In 2022, the BBC discontinued the app, although the website was still active, however in 2024, the website was discontinued, and now any links to the website now redirect to a BBC Teach page. == Awards == UXUK award for Best Education or Learning Experience (2019) Banff World Media Festival Rockies Award for Children & Youth Interactive Content (2020) CogX Award for Best Innovation In Natural Language Processing (2020)

Optical granulometry

Optical granulometry is the process of measuring the different grain sizes in a granular material, based on a photograph. Technology has been created to analyze a photograph and create statistics based on what the picture portrays. This information is vital in maintaining machinery in various trades worldwide. Mining companies can use optical granulometry to analyze inactive or moving rock to quantify the size of these fragments. Forestry companies can zero in on wood chip sizes without stopping the production process, and minimize sizing errors. With more photoanalysis technologies being produced, mining companies have shown an increased interest in these types of systems because of their ability to maintain efficiency throughout the mining process. Companies are saving millions of dollars annually because of this new technology, and are cutting back on maintenance costs on equipment. In order for optical granulometry to be completely successful, an accurate photo must be taken – under sufficient lighting, and using proper technology – to obtain quantified results. If these requirements are met, an image analysis system can be implemented. == The process == Software uses four basic steps in determining the average size of material: See the Wikipedia article on Photoanalysis to see how mining, forestry and agricultural companies are using this technology to improve quality control techniques. == Smartphone-based, segmentation-free estimation of grain size distribution == Recently, a methodology has emerged by which soil grain size distribution can be inferred from optical images acquired with commodity smartphones by training convolutional neural networks to predict parameters of the distribution curve directly from the image, without explicit image segmentation . In this approach, a standardized image of a soil surface is captured under controlled conditions, preprocessed to reduce device-specific variability, and passed to a regression model that outputs the parameters of a cumulative distribution function e.g., a two-parameter Weibull curve. The resulting distribution can be used to derive geotechnical descriptors and class boundaries.

Drops (app)

Drops is a language learning app that was created in Estonia by Daniel Farkas and Mark Szulyovszky in 2015. It is the second product from the company, after their first app, LearnInvisible, had issues in retaining a user's engagement over the required time period. The languages available include Native Hawaiian and Māori, and was classified as one of the fifty "Most Innovative Companies" for 2019 by Fast Company. The company partnered with Global Eagle Entertainment to include Travel Talk, a feature intended to focus on words and phrases frequently used by travelers. At the beginning of the COVID-19 pandemic in March 2020, the number of users increased by 55 percent in the United States and 92 percent in the United Kingdom. Droplets, a language app for children, includes profiles for multiple teachers working with remote students. The company also produces an app called Scripts, intended to help users learn to write alphabets. The app was purchased by the Norwegian company Kahoot! on 24 November 2020.

Eyes of Things

Eyes of Things (EoT) is the name of a project funded by the European Union’s Horizon 2020 Research and Innovation Programme under grant agreement number 643924. The purpose of the project, which is funded under the Smart Cyber-physical systems topic, is to develop a generic hardware-software platform for embedded, efficient (i.e. battery-operated, wearable, mobile), computer vision, including deep learning inference. On November 29, 2018, the European Space Agency announced that it was testing the suitability of the device for space applications in advance of a flight in a Cubesat. == Motivation == EoT is based on the following tenets: Future embedded systems will have more intelligence and cognitive functionality. Vision is paramount to such intelligent capacity Unlike other sensors, vision requires intensive processing. Power consumption must be optimized if vision is to be used in mobile and wearable applications Cloud processing of edge-captured images is not sustainable. The sheer amount of visual data generated cannot be transferred to the cloud. Bandwidth is not sufficient and cloud servers cannot cope with it. == Partners == VISILAB group at University of Castilla–La Mancha (Coordinator) Movidius Awaiba Thales Security Solutions & Systems DFKI Fluxguide Evercam nVISO == Awards == 2019 Electronic Component and Systems Innovation Award by the European Commission 2018 HiPEAC Tech Transfer Award 2018 EC Innovation Radar - highlighting excellent innovations Award 2018 Internet of Things (IoT) Technology Research Award Pilot by Google 2016 Semifinalist "THE VISION SHOW STARTUP COMPETITION", Global Association for Vision Information, Boston US

Vujak

VuJak is an early video sampler, a VJ remix and mashup tool created in 1992 by Brian Kane, Lisa Eisenpresser, and Jay Haynes. The original name of the project was Mideo, but it was later changed to VuJak. VuJak was based on MIDI control of video in real-time. It was created with MAX from Opcode Systems, and utilized the newly released QuickTime 1.0 movie object. The first working version of the program was built on a Mac IIfx with 8 megs of ram, and could jump in real-time across a 160 x 120 pixel QuickTime movie via a midi keyboard. Later versions could manipulate full screen video, included the first real-time video scratch feature, had looping, vari-speed, and random play features, and allowed for recording and editing of video sequences within the application. VuJak also had networking capabilities which allowed artists to "jam" in real time across standard phone lines. The first public exhibition of VuJak was at the Digital Hollywood conference in Beverly Hills in 1993, where it was promoted by Timothy Leary. VuJak was featured in Mondo 2000, CBS Evening News, Wired Magazine, Electronic Musician, Billboard Magazine, The Hollywood Reporter, and it was used to create promotional videos for MTV. In 1994, VuJak was a featured interactive exhibition at the Exploratorium in San Francisco. Development of VuJak ceased in 1995.