Expand description
Parameter learning algorithms for probabilistic graphical models.
This module provides algorithms for learning model parameters from data:
- Maximum Likelihood Estimation (MLE): For fully observed data
- Expectation-Maximization (EM): For partially observed data
- Bayesian Estimation: With Dirichlet priors
- Baum-Welch Algorithm: Specialized EM for Hidden Markov Models
§Overview
Parameter learning is the process of estimating the parameters (probabilities) of a probabilistic model from observed data. This module supports both:
- Complete data: All variables are observed (use MLE)
- Incomplete data: Some variables are hidden (use EM)
§Examples
ⓘ
// Learn HMM parameters from observed sequences
let mut hmm = HiddenMarkovModel::new(2, 2);
let learner = BaumWelchLearner::new(100, 1e-4);
learner.learn(&mut hmm, &observation_sequences)?;Modules§
- utils
- Utilities for parameter learning.
Structs§
- Baum
Welch Learner - Baum-Welch algorithm for learning HMM parameters.
- Bayesian
Estimator - Bayesian parameter estimator with Dirichlet priors.
- Maximum
Likelihood Estimator - Maximum Likelihood Estimator for discrete distributions.
- SimpleHMM
- Simple HMM representation for parameter learning.