Improve speed up for forward-backward algorithm
In the previous post we were talking about repmat function in MEX format. We can reach further improvements if replace forward-backward procedure with C implementation (MEX format). The source code for the forward-backward in C can be found in PMTK which is a collection of Matlab/Octave functions, written by Matt Dunham, Kevin Murphy.
The results see below (with the same initial conditions):
Without MEX fwdbck procudure
forward-backward MEX
Tags: freesoft, GRID Simulation, HMM, howto, Machine Learning, Markov Chain, Markov chain builder, markovian, Matlab, Probability, Science
| July 29th, 2011 | Posted in Matlab, Software |
| July 29th, 2011 | Posted in Matlab, Software |
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