Howdy! Today I will explain another algorithm used within the space of Hidden Markov Models: the Forward Algorithm. Please revise the previous blog articles about HMMs and Markov Chains if you are not familiar with the syntax.
Goal of te Forward Algrithm:
- Its goal is to compute the probability of a sequence of observed variables as efficiently as possible
How does it work:
- Watch this amazing youtube video: https://www.youtube.com/watch?v=c6OrSKsH_gg
- Its from a woman named “Xiaole Shirley Liu” – I could not write or find a better explanation!
My Python implementation:
#Will post it in some days!
Cheers!