Python Implementation of Viterbi Algorithm


I'm doing a Python project in which I'd like to use the Viterbi Algorithm. Does anyone know of a complete Python implementation of the Viterbi algorithm? The correctness of the one on Wikipedia seems to be in question on the talk page. Does anyone have a pointer?

Best Solution

Here's mine. Its paraphrased directly from the psuedocode implemenation from wikipedia. It uses numpy for conveince of their ndarray but is otherwise a pure python3 implementation.

import numpy as np

def viterbi(y, A, B, Pi=None):
    Return the MAP estimate of state trajectory of Hidden Markov Model.

    y : array (T,)
        Observation state sequence. int dtype.
    A : array (K, K)
        State transition matrix. See HiddenMarkovModel.state_transition  for
    B : array (K, M)
        Emission matrix. See HiddenMarkovModel.emission for details.
    Pi: optional, (K,)
        Initial state probabilities: Pi[i] is the probability x[0] == i. If
        None, uniform initial distribution is assumed (Pi[:] == 1/K).

    x : array (T,)
        Maximum a posteriori probability estimate of hidden state trajectory,
        conditioned on observation sequence y under the model parameters A, B,
    T1: array (K, T)
        the probability of the most likely path so far
    T2: array (K, T)
        the x_j-1 of the most likely path so far
    # Cardinality of the state space
    K = A.shape[0]
    # Initialize the priors with default (uniform dist) if not given by caller
    Pi = Pi if Pi is not None else np.full(K, 1 / K)
    T = len(y)
    T1 = np.empty((K, T), 'd')
    T2 = np.empty((K, T), 'B')

    # Initilaize the tracking tables from first observation
    T1[:, 0] = Pi * B[:, y[0]]
    T2[:, 0] = 0

    # Iterate throught the observations updating the tracking tables
    for i in range(1, T):
        T1[:, i] = np.max(T1[:, i - 1] * A.T * B[np.newaxis, :, y[i]].T, 1)
        T2[:, i] = np.argmax(T1[:, i - 1] * A.T, 1)

    # Build the output, optimal model trajectory
    x = np.empty(T, 'B')
    x[-1] = np.argmax(T1[:, T - 1])
    for i in reversed(range(1, T)):
        x[i - 1] = T2[x[i], i]

    return x, T1, T2