HMM 模型输入数据处理的优雅做法 来自实际项目

实际项目我是这样做的：

def mining_ue_procedures_behavior(seq, lengths, imsi_list):
    print("seq 3:", seq[:3], "lengths 3:", lengths[:3])
    # model.fit(seq, lengths)
    fitter = LabelEncoder().fit(seq)

    import sys
    n_components=[5, 10, 20, 30][int(sys.argv[1])]
    n_iter=[10, 30, 50, 100][int(sys.argv[2])]

    model_file = 'hmm_model_{}_{}.pkl'.format(n_components, n_iter)
    if os.path.exists(model_file):
        input_file = open(model_file, 'rb')
        model = pickle.load(input_file)
        input_file.close()
    else:
        model = hmm.MultinomialHMM(n_components=n_components, n_iter=n_iter)
        seq2 = fitter.transform(seq)
        model.fit(np.array([seq2]).T, lengths)
        output_file = open(model_file, 'wb')
        pickle.dump(model, output_file)
        output_file.close()
    print("model.startprob_:", model.startprob_)
    print("model.transmat_:", model.transmat_)
    print("model.emissionprob_:", model.emissionprob_)
    ## [[  1.11111111e-01   2.22222222e-01   6.66666667e-01]
    ##  [  5.55555556e-01   4.44444444e-01   6.27814351e-28]]
    start = 0
    ans = []
    for i,l in enumerate(lengths):
        s = seq[start: start+l]
        score = model.score(np.array([[d] for d in fitter.transform(s)]))
        ans.append([score, imsi_list[i], s])
        # print("score:", model.score(np.array([[d] for d in fitter.transform(s)])), s)
        start += l
    ans.sort(key=lambda x: x[0])
    score_index = 0
    malicious_ue = []
    for i,item in enumerate(ans):
        if item[score_index] < Config.HMMBaseScore:
            malicious_ue.append(item)
        print(item)
    # print(ans)

　　

输入数据参考了下面的优雅做法：

# predict a sequence of hidden states based on visible states
seq = []
lengths = []
for _ in range(100):
    length = random.randint(5, 10)
    lengths.append(length)
    for _ in range(length):
        r = random.random()
        if r < .2:
            seq.append(0)
        elif r < .6:
            seq.append(1)
        else:
            seq.append(2)
seq = np.array([seq]).T
model = model.fit(seq, lengths)

此外，HMM模型的持续增量训练：

# 解决问题3，学习问题，仅给出X，估计模型参数,鲍姆-韦尔奇算法，其实就是基于EM算法的求解
# 解决这个问题需要X的有一定的数据量，然后通过model.fit(X, lengths=None)来进行训练然后自己生成一个模型
# 并不需要设置model.startprob_,model.transmat_,model.emissionprob_
# 例如:

import numpy as np
from hmmlearn import hmm

states = ["Rainy", "Sunny"]##隐藏状态
n_states = len(states)##隐藏状态长度

observations = ["walk", "shop", "clean"]##可观察的状态
n_observations = len(observations)##可观察序列的长度

model = hmm.MultinomialHMM(n_components=n_states, n_iter=1000, tol=0.01)

X = np.array([[2, 0, 1, 1, 2, 0],[0, 0, 1, 1, 2, 0],[2, 1, 2, 1, 2, 0]])
model.fit(X)
print model.startprob_
print model.transmat_
print model.emissionprob_
# [[  1.11111111e-01   2.22222222e-01   6.66666667e-01]
#  [  5.55555556e-01   4.44444444e-01   6.27814351e-28]]
print model.score(X)
model.fit(X)
print model.startprob_
print model.transmat_
print model.emissionprob_
和第一次fit(X)得到的行顺序不一样
# [[  5.55555556e-01   4.44444444e-01   9.29759770e-28]
#  [  1.11111111e-01   2.22222222e-01   6.66666667e-01]]
print model.score(X)
model.fit(X)
print model.startprob_
print model.transmat_
print model.emissionprob_
print model.score(X)
# 可以进行多次fit,然后拿评分最高的模型，就可以预测了
print model.predict(bob_Actions, lengths=None)
# 预测最可能的隐藏状态
# 例如:
# [0 1 0 0 0 1]
print model.predict_proba(bob_Actions, lengths=None)# 预测各个隐藏状态的概率
# 例如:
# [[ 0.82770645  0.17229355]
#  [ 0.27361913  0.72638087]
#  [ 0.58700959  0.41299041]
#  [ 0.69861348  0.30138652]
#  [ 0.81799813  0.18200187]
#  [ 0.24723966  0.75276034]]
# 在生成的模型中，可以随机生成随机生成一个模型的Z和X
X,Z = model.sample(n_samples=5, random_state=None)
print "Bob Actions:", ", ".join(map(lambda x: observations[x], X))
print "weathers:", ", ".join(map(lambda x: states[x], Z))

# 保存模型
import pickle
output = open('D:\\xxx\\data1111.pkl', 'wb')
s = pickle.dump(model, output)
output.close()
# 调用模型
input = open('D:\\xxx\\data.pkl', 'rb')
model = pickle.load(model)
input.close()
model.predict(X)