M HNH MARKOV N

Khoa Cng ngh Thng tin

Trng i hc Khoa hc, i hc Hu
(Hidden Markov Model)
1
M hnh Markov - Markov Model (1)
Xt m hnh v d bo thi tit
Gi s chng ta c 03 trng thi ca thi tit
Nng (N)
Ma (M)
Sng m (S)
Gi s thi tit trong mt ngy l khng thay i, ngha l khng chuyn t
trng thi ny sang trng thi khc.
2
M hnh Markov - Markov Model (2)
D on thi tit ca ngy mai da trn cc quan st cc trng thi thi tit
trong qu kh.
Xy dng mt m hnh thng k d on q
n
(trng thi thi tit ca ngy
th n).
q
n
ph thuc vo q
n-1
(trng thi thi tit ngy th n-1), q
n-2,
vv
Tm xc sut c iu kin

P(q
n
|q
n-1
, q
n-2
, , q
1
)
3
M hnh Markov - Markov Model (3)
Da vo cng thc chng ta c th d on xc sut ca cc trng thi thi
tit ca ngy mai, ngy mt, da vo cc trng thi quan st c trong qu
kh.
V d:
Chng ta bit thi tit ca ba ngy lin tip trc l {N, N, S}
Xc sut ngy mai tri ma (M) c tnh bi cng thc:
P(q
4
=M|q
3
=S,q
2
=N,q
1
=N)
Ngha l chng ta cn tm xc sut xy ra chui trng thi quan st c theo th t {N,
N, S, M}.
4
M hnh Markov - Markov Model (4)
n ln s trng thi quan st ln.
Vi n = 6, ta phi thu thp n 3
(6-1) =
243 trng thi trong qu kh.
Gi s mt cch n gin (gi thit markov):
Vi dy cc trng thi {q
1
, q
2
, , q
n
} th
P(q
n
|q
n-1
, q
n-2
, , q
1
) = P(q
n
|q
n-1
)
Gi l gi thit Markov bc nht (m hnh Markov).
Vi dy cc trng thi {q
1
, q
2
, , q
n
} th
P(q
n
|q
n-1
, q
n-2
, , q
1
) = P(q
n
|q
n-1
, q
n-2
)
Gi l gi thit Markov bc hai.
5
M hnh Markov - Markov Model (5)
Vi dy cc trng thi {q
1
, q
2
, , q
n
} m
P(q
n
|q
n-1
, q
n-2
, , q
1
) = P(q
n
|q
n-1
)
Gi l gi thit Markov bc nht (m hnh Markov).
Chui {q
i
} u ra c gi l xch Markov.
Ta c th biu din xc sut ca chui {q
1
, q
2
, , q
n
} bng cch s dng gi
thit Markov nh sau:

Vi gi thit Markov, chng ta ch cn bit xc sut chuyn t trng thi q
n-1

sang q
n,
tc l P(q
n
|q
n-1
).
[
=
= .
n
1 i
1 - i i n 2 1
) q | P(q ) q , , q , P(q
6
M hnh Markov - Markov Model (6)
m hnh d bo thi tit trn, chng ta c 3 * 3 = 9 gi tr P(q
n
|q
n-1
) vi q
n
, q
n-
1
e {N, M, S}.
Gi s c bng xc sut chuyn trng thi thi tit nh sau:

7
Xc sut chuyn trng
thi
Thi tit ngy mai
N M S
T
h

i

t
i

t

h

m

n
a
y

N
0.80 0.05 0.15
M
0.20 0.60 0.20
S
0.20 0.30 0.50
M hnh Markov - Markov Model (7)
Vi m hnh Markov bc nht, v vi d liu bng trn chng ta c th biu
din bng tmat hu hn sau:
8
N S
M
0.15
0.20
0.80
0.50
0.05
0.20
0.20
0.60
0.30
Xc sut chuyn trng
thi
Thi tit ngy mai
N M S
T
h

i

t
i

t

h

m

n
a
y

N
0.80 0.05 0.15
M
0.20 0.60 0.20
S
0.20 0.30 0.50
M hnh Markov - Markov Model (8)
V d 1:
Cho bit hm nay tri nng (N). Tnh xc sut ngy mai tri nng (N) v ngy mt tri
ma (M).
S dng gi thit Markov v xc sut cho trong bng trn, ta c:
P(q
2
=N, q
3
=M|q
1
=N) = P(q
3
=M|q
2
=N,q
1
=N) * P(q
2
=N|q
1
=N)
= P(q
3
=M|q
2
=N) * P(q
2
=N|q
1
=N) (Gi thit Markov)
= 0.05 * 0.8 = 0.04
Chng ta c th tnh xc sut ny thng qua tmt trong hnh trn, bng cch nhn cc gi tr
trn ng i.
9
M hnh Markov - Markov Model (9)
V d 2:
Gi s thi tit ngy hm qua l ma (q
1
=M) v ngy hm nay l sng m (q
2
=S). Tnh xc
sut ngy mai tri s nng (q
3
=N).
S dng gi thit Markov v xc sut cho trong bng trn, ta c:
P(q
3
=N| q
2
=S, q
1
=M)
= P(q
3
=N|q
2
=S) (Gi thit Markov)
= 0.20
10
M hnh Markov - Markov Model (10)
V d 3:
Cho bit hm nay tri sng m (q
1
=S). Tnh xc sut ngy mt tri s ma (q
3
= M).
S dng gi thit Markov v xc sut cho trong bng trn, ta c:
P(q
3
=M|q
1
=S) = P(q
2
=N,q
3
=M|q
1
=S) +
P(q
2
=M,q
3
=M|q
1
=S) +
P(q
2
=S,q
3
=M|q
1
=S)
= P(q
3
=M|q
2
=N) * P(q
2
=N|q
1
=S) +
= P(q
3
=M|q
2
=M) * P(q
2
=M|q
1
=S) +
= P(q
3
=M|q
2
=S) * P(q
2
=S|q
1
=S)
= 0.05*0.20 +0.60*0.30+0.30*0.50 = 0.34
11
M hnh Markov n Hidden Markov Models (HMMs)
12
Gi s chng ta b nht trong mt ngi nh
v mun bit c thi tit bn ngoi.
Chng ta ch c th bit c mt th lin
quan n thi tit, l ngi chm sc hng
ngy c mang theo d (D) hay khng mang theo d (K).
Gi s xc sut ngi chm sc chng ta mang d c cho nh bng sau:
P(o
i
|q
i
) l xc sut ngi chm sc
mang theo d (o
i
= D) vi trng thi
thi tit q
i
trong ngy i.
Thi tit Xc sut mang d
N
0.10
M
0.80
S
0.30
M hnh Markov n Hidden Markov Models (HMMs)
13
Nh vy, thi tit bn ngoi s l n i vi chng ta.
By gi chng ta phi tm xc sut ca cc trng thi thi tit q
i
e {N, M, S}
thng qua cc quan st c o
i
, vi o
i
=D, nu ngi chm sc mang theo d,
o
i
=K nu ngi chm sc khng mang theo d. Ngha l chng ta phi tm
P(q
i
|o
i
).
Cng thc Bayes
Vi n ngy, vi dy trng thi thi tit Q={q
1
, q
2
, , q
n
} v dy cc trng thi
mang d O={o
1
, o
2
, , o
n
} ta c:
) (
) ( * ) | (
) | (
i
i i i
i i
o P
q P q o P
o q P =
) ,..., , (
) ,..., , ( * ) ,..., , | ,..., , (
) ,..., , | ,..., , (
2 1
2 1 2 1 2 1
2 1 2 1
n
n n n
n n
o o o P
q q q P q q q o o o P
o o o q q q P =
M hnh Markov n Hidden Markov Models (HMMs)
14
Trong :
P(q
1
, q
2
, , q
n
) l xc sut xy ra chui trng thi thi tit
Q = {q
1
, q
2
, , q
n
}, q
i
e {N, M, S}
P(o
1
, o
2
,, o
n
) l xc sut chui tn hiu ngi chm sc mang theo d hay khng mang theo
d O = {o
1
, o
2
,, o
n
}, o
i
e {D, K}.
Chng ta gi s o
i
c lp vi o
j
v q
j
, j = i, lc ta c th c lng:

) | ( ) ,..., , | ,..., , (
1
2 1 2 1 [
=
=
n
i
i i n n
q o P q q q o o o P
M hnh Markov n Hidden Markov Models (HMMs)
15
S l mt tp trng thi (n) gm N phn t: S = {s
1
, s
2
, , s
N
}
V l mt tp tn hiu (quan st c) gm M phn t: V = {v
1
, v
2
, , v
M
}
Q l mt chui tun t cc trng thi c chiu di T, tng ng vi O l mt chui
tun t cc tn hiu:
Q = {q
1
, q
2
, , q
T
}, O = {o
1
, o
2
, , o
T
}
HMM l mt b
= (A, B, t)

A l ma trn xc sut chuyn trng thi. Xc sut chuyn t trng thi i sang trng thi j, c lp
vi thi gian:
A = [a
ij
], a
ij
= P(q
t
=s
j
|q
t-1
=s
i
)
B l ma trn xc sut tn hiu. Xc sut quan st c tn hiu k t trng thi i, c lp vi t:
B = [b
i
(k)], b
i
(k) = P(o
t
=v
k
|q
t
=s
i
)
t l chui xc sut khi u: t = [t
i
], t
i
= P(q
1
=s
i
)
M hnh Markov n Hidden Markov Models (HMMs)
16
Lu hai gi thit:
Gi thit Markov, trng thi hin ti ch ph thuc vo trng thi trc , tc l:
P(q
t
|q
t-1
, q
t-2
, , q
1
) = P(q
t
|q
t-1
)
Tn hiu quan st c ti thi im t ch ph thuc vo trng thi hin ti, n c lp
vi cc tn hiu quan st v cc trng thi trc , ngha l:
P(o
t
|o
t-1
, o
t-2
, , o
t
, q
t
, q
t-1
, , q
1
) = P(o
t
|q
t
)
M hnh Markov n Hidden Markov Models (HMMs)
17
Dng lc mt co tnh ton cho HMMs.
Trng thi 1
Trng thi 2
Trng thi 3
b
1,k
b
2,k
b
3,k
o
1
t=1
b
1,k
b
2,k
b
3,k
o
2
t=2
b
1,k
b
2,k
b
3,k
o
i
t=i
b
1,k
b
2,k
b
3,k
o
N
t=N
Dy tn hiu quan st
a
1,1
a
1,2
a
1,3
thi gian
.
.
.
.
.
.
M hnh Markov n Hidden Markov Models (HMMs)
18
V d lc mt co cho m hnh d bo thi tit
N
M
S
b
N,K
=0.9
o
1
=K

t=1 t=2 t=3
Dy tn hiu quan st
a
N,S
=0.15

thi gian
o
2
=K

o
3
=K

a
S,N
=0.20

b
S,K
=0.7
b
N,K
=0.9
Ba bi ton vi m hnh Markov n
19
Hu ht cc ng dng ca m hnh Markov n u i n vic gii ba bi ton
c bn sau:
1. Cho m hnh Markov n = (A, B, t), tnh P(O| ) l xc sut xy ra chui tn hiu O =
{o
1
, o
2
, , o
T
}.
2. Cho m hnh Markov n = (A, B, t), tm chui trng thi
Q = {q
1
, q
2
, , q
T
} sao cho xc sut tng ng vi chui
tn hiu quan st c O = {o
1
, o
2
, , o
T
} ln nht, tc l P(O,Q|) cc i.
3. Xy dng m hnh Markov n = (A, B, t) sao cho P(O|) hoc P(O,Q|) t cc i
Ba bi ton vi m hnh Markov n
20
Li gii bi ton 1:
trong :

nh vy:

Tnh ton khi lng ln: 2TN
T
Forward-Backward Procedure: N
2
T

=
Q
Q P Q O P O P ) | ( ) , | ( ) | (
[
=
= =
T
t
T q q q t t
o b o b o b q o P Q O P
T
1
2 1
) ( )... ( ) ( ) , | ( ) , | (
2 1

T T
q q q q q q q
a a a O P
1 3 2 2 1 1
... ) | (

= t


= =
T
T T T
q q
T q q q q q q q q
Q
o q q o b a o b Q P Q O P O P
...
2 1
1
1 2 2 1 1 1
) ( )... ( ) ( ) | ( ) , | ( ) | ( t
Ba bi ton vi m hnh Markov n
21
Li gii bi ton 2:
Thut ton Viterbi
Li gii bi ton 3:
Thut ton phn on K-Trung bnh
Cng thc c lng li Baum-Welch

Cc ng dng ca m hnh Markov n
22
Nhn dng m thanh
Nhn dng ch vit
Tin sinh hc v h gen hc
D on cc vng mang m trn mt trnh t gene.
Xc nh cc h gene hoc h protein lin quan.
M phng cu trc khng gian ca protein t trnh t amino acid.