[mlpack] [mlpack/mlpack] Anything wrong with hmm_train? (#833)

[Ryan Curtin]

Hi there,

Thanks for reporting the issue.  It turns out that there was a problem.  If your data was normalized to be all in the range [0, 1], training would have worked... :)

The emission distributions were being initialized to a zero-mean unit-covariance Gaussian, but your data takes values very far away from that Gaussian.  Thus during the forward-backward algorithm, the probabilities of each point would be 0, and this caused the log-likelihood to be -inf, which caused training to fail.

In 1b3f401 I committed a fix to this problem.  Now the emission distributions are initialized using the full dataset.  You can check out the newest version of mlpack from git.  Can you check and see that that fixes your issue with your full dataset?

Thanks,
Ryan

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