Hidden Markov Model : Data Science Concepts

แชร์
ฝัง
  • เผยแพร่เมื่อ 9 มิ.ย. 2024
  • All about the Hidden Markov Model in data science / machine learning

ความคิดเห็น • 187

  • @13_yashbhanushali40
    @13_yashbhanushali40 ปีที่แล้ว +27

    Unbelievable Explanation!! I have referred to more than 10 videos where basic working flow of this model was explained but I must say that rather I'm sure that this is the most easiest explanation one can ever find on youtube , the way of explanation considering the practical approach was much needed and you did exactly that
    Thanks a ton man !

    • @user-xj1pi5ec6x
      @user-xj1pi5ec6x 4 หลายเดือนก่อน +1

      True experts always make it easy.

  • @mohammadmoslemuddin7274
    @mohammadmoslemuddin7274 3 ปีที่แล้ว +18

    Glad I found your videos. Whenever I need some explanation for hard things in Machine Learning, I come to your channel. And you always explain things so simply. Great work man. Keep it up.

  • @stevengreidinger8295
    @stevengreidinger8295 3 ปีที่แล้ว +1

    You gave the clearest explanation of this important topic I've ever seen! Thank you!

  • @chadwinters4285
    @chadwinters4285 2 ปีที่แล้ว +1

    I have to say you have an underrated way of providing intuition and making difficult to understand concepts really easy.

  • @jirasakburanathawornsom1911
    @jirasakburanathawornsom1911 2 ปีที่แล้ว +10

    Im continually amazed by how well and easy to understand you can teach, you are indeed an amazing teacher

  • @pinkymotta4527
    @pinkymotta4527 2 ปีที่แล้ว

    Crystal-clear explanation. Didn't have to pause video or go back at any point of video. Would definitely recommend to my students.

  • @paulbrown5839
    @paulbrown5839 3 ปีที่แล้ว +39

    To get to the probabilities in the top right of the board, you keep applying P(A,B)=P(A|B).P(B) ... eg. A=C3, B=C2 x C1 x M3 x M2 x M1 ... keep applying P(A,B)=P(A|B).P(B) and you will end up with same probabilities as shown on the whiteboard top right of screen for the viewer. Great video!

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว +3

      Thanks for that!

    • @ummerabab8297
      @ummerabab8297 ปีที่แล้ว +1

      Sorry, but I still don't get the calculation at the end. The whole video was explained flawlessly but the calculation was left out. I don't understand. If you can please further help. Thankyou.

    • @toyomicho
      @toyomicho ปีที่แล้ว +8

      @@ummerabab8297
      Here is some code in python showing the calculations
      in the output, you'll see that the hidden sequence s->s->h has the highest probability (0.018)
      ##### code ####################
      def get_most_likely():
      starting_probs={'h' :.4, 's':.6}
      transition_probs={'hh':.7, 'hs':.3,
      'sh':.5, 'ss':.5, }
      emission_probs = {'hr':.8, 'hg':.1,'hb':.1,
      'sr':.2, 'sg':.3, 'sb':.5}
      mood={1:'h', 0:'s'} # for generating all 8 possible choices using BitMasking
      observed_clothes = 'gbr'
      def calc_prob(hidden_states:str)->int:
      res = starting_probs[hidden_states[:1]] # Prob(m1)
      res *= transition_probs[hidden_states[:2]] # Prob(m2|m2)
      res *= transition_probs[hidden_states[1:3]] # Prob(m3|m2)
      res *= emission_probs[hidden_states[0]+observed_clothes[0]] # Prob(c1|m1)
      res *= emission_probs[hidden_states[1]+observed_clothes[1]] # Prob(c2|m2)
      res *= emission_probs[hidden_states[2]+observed_clothes[2]] # Prob(c2|m3)
      return res
      #Use BitMasking to generate all possible combinations of hidden states 's' and 'h'
      for i in range(8):
      hidden_states = []
      binary = i
      for _ in range(3):
      hidden_states.append(mood[binary&1])
      binary //=2
      hidden_states = "".join(hidden_states)
      print(hidden_states, round(calc_prob(hidden_states),5))
      ##### Output ######
      sss 0.0045
      hss 0.0006
      shs 0.00054
      hhs 0.000168
      ssh 0.018
      hsh 0.0024
      shh 0.00504
      hhh 0.001568

    • @AakashOnKeys
      @AakashOnKeys 27 วันที่ผ่านมา

      @@toyomicho I had the same doubt. Thanks for the code! Would be better if author pins this.

  • @rssamarth099
    @rssamarth099 7 หลายเดือนก่อน

    This helped me at the best time possible!! I didn't know jack about the math a while ago, but now I have a general grasp of the concept and was able to chart down my own problem as you were explaining the example. Thank you so much!!

  • @beyerch
    @beyerch 3 ปีที่แล้ว +29

    Really great explanation of this in an easy to understand format. Slightly criminal to not at least walk through the math on the problem, though.

  • @coupmd
    @coupmd 2 ปีที่แล้ว +2

    Wonderful explanation. I hand calculated a couple of sequences and then coded up a brute force solution for this small problem. This helped a lot! Really appreciate the video!

  • @ashortstorey-hy9ns
    @ashortstorey-hy9ns 2 ปีที่แล้ว

    You're really good at explaining these topics. Thanks for sharing!

  • @zishiwu7757
    @zishiwu7757 3 ปีที่แล้ว +3

    Thank you for explaining how HMM model works. You are a grade saver and explained this more clearly than a professor.

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว +1

      Glad it was helpful!

  • @totomo1976
    @totomo1976 ปีที่แล้ว

    Thank you so much for your clear explanation!!! Look forward to learning more machine-learning related math.

  • @songweimai6411
    @songweimai6411 ปีที่แล้ว +1

    Really appreciate your work. Much better than the professor in my class who has a pppppphhhhdddd degree.

  • @Aoi_Hikari
    @Aoi_Hikari หลายเดือนก่อน

    i had to rewind the videos a few times, but eventually i understood it, thanks

  • @linguipster1744
    @linguipster1744 3 ปีที่แล้ว +1

    oooh I get it now! Thank you so much :-) you have an excellent way of explaining things and I didn’t feel like there was 1 word too much (or too little)!

  • @spp626
    @spp626 ปีที่แล้ว

    Such a great explanation! Thank you sir.

  • @froh_do4431
    @froh_do4431 3 ปีที่แล้ว

    really good work on the simple explanation of a rather complicated topic 👌🏼💪🏼 thank you very much

  • @Dima-rj7bv
    @Dima-rj7bv 3 ปีที่แล้ว +1

    I really enjoyed this explanation. Very nice, very straightforward, and consistent. It helped me to understand the concept very fast.

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Glad it was helpful!

  • @louisc2016
    @louisc2016 2 ปีที่แล้ว

    I really like the way you explain something, and it helps me a lot! Thx bro!!!!

  • @1243576891
    @1243576891 3 ปีที่แล้ว +1

    This explanation is concise and clear. Thanks a lot!

  • @awalehmohamed6958
    @awalehmohamed6958 2 ปีที่แล้ว

    Instant subscription, you deserve millions of followers

  • @hichamsabah31
    @hichamsabah31 3 ปีที่แล้ว

    Very insightful. Keep up the good work.

  • @Molaga
    @Molaga 3 ปีที่แล้ว +1

    A great video. I am glad I discovered your channel today.

  • @slanglabadang
    @slanglabadang 3 หลายเดือนก่อน

    I feel like this is a great model to use to understand how time exists inside our minds

  • @clauzone03
    @clauzone03 3 ปีที่แล้ว +3

    You are great! Subscribed with notification after only the first 5 minutes listening to you! :-)

  • @nathanielfernandes8916
    @nathanielfernandes8916 ปีที่แล้ว +3

    I have 2 questions:
    1. The Markov assumption seems VERY strong. How can we guarantee the current state only depends on the previous state? (e.g., person has an outfit for the day of the week instead of based on yesterday)
    2. How do we collect the transition/emission probabilities if the state is hidden?

  • @beckyb8929
    @beckyb8929 2 ปีที่แล้ว

    beautiful! Thank you for making this understandable

  • @mia23
    @mia23 3 ปีที่แล้ว +1

    Thank you. That was a very impressive and clear explanation!

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Glad it was helpful!

  • @VascoDaGamaOtRupcha
    @VascoDaGamaOtRupcha 9 หลายเดือนก่อน +1

    You explain very well!

  • @skyt-csgo376
    @skyt-csgo376 2 ปีที่แล้ว

    You're such a great teacher!

  • @jinbowang8814
    @jinbowang8814 ปีที่แล้ว

    Really nice explanation! easy and understandable.

  • @alecvan7143
    @alecvan7143 ปีที่แล้ว

    Very insightful, thank you!

  • @ahokai
    @ahokai 2 ปีที่แล้ว

    I don't know why I had paid for my course and then came here to learn. Great explanation, thank you!

  • @juanjopiconcossio3146
    @juanjopiconcossio3146 ปีที่แล้ว

    Great great explanation. Thank you!!

  • @srijanshovit844
    @srijanshovit844 6 หลายเดือนก่อน

    Awesome explanation
    I understood in 1 go!!

  • @qiushiyann
    @qiushiyann 4 ปีที่แล้ว

    Thank you for this explanation!

  • @srinivasuluyerra7849
    @srinivasuluyerra7849 2 ปีที่แล้ว

    Great video, nicely explained

  • @mengxiaoh9048
    @mengxiaoh9048 ปีที่แล้ว

    thanks for the video! I've watched two other videos but this one is the easiest to understand HMM and I also like that you added the real-life application NLP example at the end

    • @ritvikmath
      @ritvikmath  ปีที่แล้ว

      Glad it was helpful!

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 3 ปีที่แล้ว

    This is really great explanation

  • @mirasan2007
    @mirasan2007 3 ปีที่แล้ว +2

    Dear ritvik, I watch your videos and I like the way you explain. Regarding this HMM, the stationary vector π is [0.625, 0.375] for the states [happy, sad] respectively. You can check the correct stationary vector by multiplying it with the transpose of the Transition probability Matrix, then it should result the same stationary vector as result:
    import numpy as np
    B = np.array([[0.7, 0.3], [0.5, 0.5]])
    pi_B = np.array([0.625, 0.375])
    np.matmul(B.T, pi_B)
    array([0.625, 0.375])

  • @silverstar6905
    @silverstar6905 4 ปีที่แล้ว

    verry nice explanation. looking forward to seeing something about quantile regression

  • @SPeeDKiLL45
    @SPeeDKiLL45 ปีที่แล้ว

    Great Video Bro ! Thanks

  • @minapagliaro7607
    @minapagliaro7607 4 หลายเดือนก่อน

    Great explanation ❤️

  • @jijie133
    @jijie133 ปีที่แล้ว

    Great video!

  • @NickVinckier
    @NickVinckier 3 ปีที่แล้ว +1

    This was great. Thank you!

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Glad you enjoyed it!

  • @Justin-General
    @Justin-General 2 ปีที่แล้ว

    Thank you, please keep making content Mr. Ritvik.

  • @ananya___1625
    @ananya___1625 ปีที่แล้ว

    As usual awesome explanation...After referring to tons of videos, I understood it clearly only after this video...Thank you for your efforts and time

    • @ritvikmath
      @ritvikmath  ปีที่แล้ว

      You are most welcome

  • @mousatat7392
    @mousatat7392 ปีที่แล้ว

    amazing keep up very cool explenation

  • @kiran10110
    @kiran10110 3 ปีที่แล้ว +1

    Damn - what a perfect explanation! Thanks so much! 🙌

  • @deter3
    @deter3 3 ปีที่แล้ว

    amazing explanation !!!

  • @mansikumari4954
    @mansikumari4954 8 หลายเดือนก่อน +1

    This is great!!!!!

  • @shahabansari5201
    @shahabansari5201 3 ปีที่แล้ว +1

    Very good explanation of HMM!

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Glad it was helpful!

  • @wendyqi4727
    @wendyqi4727 ปีที่แล้ว

    I love your videos so much! Could you please make one video about POMDP?

  • @laurelpegnose7911
    @laurelpegnose7911 2 ปีที่แล้ว

    Great video to get an intuition for HMMs. Two minor notes:
    1. There might be an ambiguity of the state sad (S) and the start symbol (S), which might have been resolved by renaming one or the other
    2. About the example configuration of hidden states which maximizes P: I think this should be written as a tuple (s, s, h) rather than a set {s, s, h} since the order is relevant?
    Keep up the good work! :-)

  • @GarageGotting
    @GarageGotting 3 ปีที่แล้ว +1

    Fantastic explanation. Thanks a lot

  • @kristiapamungkas697
    @kristiapamungkas697 3 ปีที่แล้ว +1

    You are a great teacher!

  • @caspahlidiema4027
    @caspahlidiema4027 3 ปีที่แล้ว +1

    The best ever explanation on HMM

  • @otixavi8882
    @otixavi8882 2 ปีที่แล้ว +2

    Great video, however I was wondering if the hidden state transitioning probabilities are unknown, is there a way to compute/calculate them based on the observations?

  • @ingoverhulst
    @ingoverhulst 4 ปีที่แล้ว +1

    Great work! I really enjoy your content.

  • @chia-chiyu7288
    @chia-chiyu7288 3 ปีที่แล้ว +1

    Very helpful!! Thanks!

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Glad it was helpful!

  • @kanhabansal524
    @kanhabansal524 ปีที่แล้ว

    best explanation over internet

  • @zacharyzheng3610
    @zacharyzheng3610 ปีที่แล้ว

    Brilliant explanation

  • @seansanyal1895
    @seansanyal1895 4 ปีที่แล้ว +9

    hey Ritvik, nice quarantine haircut! thanks for the video, great explanation as always. stay safe

    • @ritvikmath
      @ritvikmath  4 ปีที่แล้ว +3

      thank you! please stay safe also

  • @PF-vn4qz
    @PF-vn4qz ปีที่แล้ว

    Thank you!

  • @mihirbhatia9658
    @mihirbhatia9658 3 ปีที่แล้ว +1

    I wish you went through Bayes Nets before coming to HMM. That would make the conditional probabilities so much more easier to understand for HMMs. Great explanation though !! :)

  • @arungorur3305
    @arungorur3305 3 ปีที่แล้ว +3

    Ritvik, great videos.. I have learnt a lot.. thx. A quick Q re: HMM. How does one create transition matrix for hidden states when in fact you don't know the states.. thx!

  • @b7Z8Sjd
    @b7Z8Sjd 3 ปีที่แล้ว

    Thank you for this video

  • @Aquaeflavie81
    @Aquaeflavie81 2 ปีที่แล้ว

    Great !!

  • @mango-strawberry
    @mango-strawberry 2 หลายเดือนก่อน

    brilliant explanation

    • @ritvikmath
      @ritvikmath  2 หลายเดือนก่อน

      Glad you think so!

  • @gnkk6002
    @gnkk6002 3 ปีที่แล้ว +1

    Wonderful explanation 👌

  • @hex9219
    @hex9219 19 วันที่ผ่านมา

    awesome

  • @shubhamjha5738
    @shubhamjha5738 3 ปีที่แล้ว +1

    Nice one

  • @gopinsk
    @gopinsk 2 ปีที่แล้ว +4

    I agree Teaching is an art. You have mastered it. Application to real world scenarios are really helpful. Really feel so confident after watching your videos. Question, How did we get the probabilities to start with? are those arbitrary or followed any scientific method to arrive at those numbers?

    • @OskarBienko
      @OskarBienko ปีที่แล้ว

      I'm curious too. Did you figure it out?

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 4 ปีที่แล้ว +1

    Great video

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 2 ปีที่แล้ว

    Cool. Have you done a video on how to get those probabilities from observed data? Is it using MCMC?

  • @Infaviored
    @Infaviored ปีที่แล้ว

    If there is a concept I did not understand from my lectures, an i see there is a video by this channel, i know I will understand it afterwards.

    • @ritvikmath
      @ritvikmath  ปีที่แล้ว

      thanks!

    • @Infaviored
      @Infaviored ปีที่แล้ว

      @@ritvikmath no, thank you! Ever thought of teaching at an university?

  • @Sasha-ub7pz
    @Sasha-ub7pz 2 ปีที่แล้ว

    Thanks, amazing explanation. I was looking for such video but unfortunately, those authors have bad audio.

  • @StreetArtist360
    @StreetArtist360 2 ปีที่แล้ว

    Thanks.

  • @kalpanasharma5672
    @kalpanasharma5672 3 ปีที่แล้ว

    AMAZING.

  • @jaivratsingh9966
    @jaivratsingh9966 2 ปีที่แล้ว

    Nice!

  • @anna-mm4nk
    @anna-mm4nk ปีที่แล้ว

    appreciate that the professor was a 'she'
    took me by surprise and made me smile :)
    also great explanation, made me remember that learning is actually fun when you understand what the fuck is going on

  • @5602KK
    @5602KK 3 ปีที่แล้ว +1

    Incredible. All of the other videos I have watched have me feeling quite over whelmed.

  • @ls09405
    @ls09405 6 หลายเดือนก่อน +1

    Great Video. But how did you calculate {SSH} is maximum?

  • @curiousredpand90
    @curiousredpand90 3 ปีที่แล้ว

    Ah you explained so much better than my Ivy League professor!!!

  • @ResilientFighter
    @ResilientFighter 3 ปีที่แล้ว +2

    Ritvik, it might be helpful if you add some practice problems in the description

  • @barhum5765
    @barhum5765 ปีที่แล้ว

    God bless your soul man

  • @claytonwohl7092
    @claytonwohl7092 3 ปีที่แล้ว +1

    At 2:13, the lecturer says, "it's not random" whether the professor wears a red/green/blue shirt. Not true. It is random. It's random but dependent on the happy/sad state of the professor. Sorry to nitpick. I definitely enjoyed this video :)

    • @ritvikmath
      @ritvikmath  3 ปีที่แล้ว

      Fair point !! Thanks :)

  • @anand_dudi
    @anand_dudi 2 ปีที่แล้ว

    thanks

  • @user-ri7uz9il1v
    @user-ri7uz9il1v 2 ปีที่แล้ว

    Tanx a LOT

  • @souravdey1227
    @souravdey1227 2 ปีที่แล้ว

    Really crisp explanation. I just have a query. When you say that the mood on a given day "only" depends on the mood the previous day, this statement seems to come with a caveat. Because if it "only" depended on the previous day's mood, then the Markov chain will be trivial.
    I think what you mean is that the dependence is a conditional probability on the previous day's mood: meaning, given today's mood, there is a "this percent" chance that tomorrow's mood will be this and a "that percent" chance that tomorrow's mood will be that. "this percent" and "that percent" summing up to 1, obviously.
    The word "only" somehow conveyed a probability of one.
    I hope I am able to clearly explain.

  • @montheral5073
    @montheral5073 4 ปีที่แล้ว

    thank you..

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 3 ปีที่แล้ว

    Can you matrix multiply transmission with emission since they look like matrices?

  • @yasminemohamed5157
    @yasminemohamed5157 2 ปีที่แล้ว

    You‘re awesome

  • @MegaJohnwesly
    @MegaJohnwesly ปีที่แล้ว

    oh man. Thanks alot :). I tried to understand here and there by reading..But I didn't get it. But this video is gold

  • @dhirgajbhiye06
    @dhirgajbhiye06 2 ปีที่แล้ว

    Cool bro!

  • @PeteThomason
    @PeteThomason 2 ปีที่แล้ว

    Thank you, that was a very clear introduction. They key thing I don't get is where the transition and emission probabilities come from. In a real-world problem, how do you get at those?

    • @jordanblatter1595
      @jordanblatter1595 2 ปีที่แล้ว

      In the case of the NLP example with part of speech tagging, the model would need data consisting of sentences that are assigned tags by humans. The problem is that there isn't much of that data lying around.

  • @dingusagar
    @dingusagar ปีที่แล้ว

    nice explanation

  • @0xlaptopsticker29
    @0xlaptopsticker29 4 ปีที่แล้ว +2

    love this and the garch python video

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 3 ปีที่แล้ว

    How did you factorize the joint into conditionals? Is there a link?