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"""
Markov Decision Process (MDP) and Partially Observable MDP (PO-MDP) for ECG Classification
MDPs model decision-making in situations where outcomes are partly random and
partly under the control of a decision maker. For ECG classification, we can
model the classification as a sequential decision process.
PO-MDPs extend MDPs to handle situations where the state is not directly observable,
which is relevant for ECG signals where the underlying cardiac state is hidden.
"""
import numpy as np
from typing import Tuple, Optional, List, Dict
import time
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import accuracy_score
from sklearn.ensemble import RandomForestClassifier
from collections import defaultdict
class ECGDataset:
"""Dataset class for ECG signals compatible with MDP/PO-MDP."""
def __init__(self, signals: np.ndarray, labels: np.ndarray, seq_len: int = 1000):
"""
Initialize ECG dataset.
Parameters:
-----------
signals : np.ndarray
ECG signals of shape (n_samples, seq_len) or (n_samples, seq_len, features)
labels : np.ndarray
Class labels of shape (n_samples,)
seq_len : int
Sequence length to use (padding/truncation)
"""
self.signals = signals
self.labels = labels
self.seq_len = seq_len
# Flatten to 2D if needed
if len(self.signals.shape) == 3:
self.signals = self.signals.reshape(self.signals.shape[0], -1)
# Normalize signals
self.scaler = StandardScaler()
self.signals = self.scaler.fit_transform(self.signals)
def extract_state_features(self, window_size: int = 50) -> List[np.ndarray]:
"""
Extract state features for MDP.
Parameters:
-----------
window_size : int
Window size for state extraction
Returns:
--------
List[np.ndarray]
List of state sequences
"""
state_sequences = []
for signal in self.signals:
states = []
# Extract states using sliding window
for i in range(0, len(signal) - window_size, window_size // 2):
window = signal[i:i+window_size]
# Discretize window into state
state_features = [
np.mean(window),
np.std(window),
np.max(window) - np.min(window),
np.argmax(window) / len(window), # Relative position of max
]
states.append(state_features)
if len(states) > 0:
state_sequences.append(np.array(states))
else:
# Fallback: single state
state_sequences.append(np.array([[np.mean(signal), np.std(signal), 0, 0]]))
return state_sequences
class MDPECGClassifier:
"""
Markov Decision Process for ECG Classification.
Models ECG classification as a sequential decision process where
we make decisions at each time step to classify the signal.
"""
def __init__(
self,
n_states: int = 10,
n_actions: int = 5, # Actions = classes
n_classes: int = 5,
gamma: float = 0.9, # Discount factor
learning_rate: float = 0.1
):
"""
Initialize MDP classifier.
Parameters:
-----------
n_states : int
Number of states
n_actions : int
Number of actions (classes)
n_classes : int
Number of classes
gamma : float
Discount factor
learning_rate : float
Learning rate for Q-learning
"""
self.n_states = n_states
self.n_actions = n_actions
self.n_classes = n_classes
self.gamma = gamma
self.learning_rate = learning_rate
self.Q = defaultdict(lambda: np.zeros(n_actions)) # Q-table
self.state_discretizer = None
self.classifier = None
def _discretize_state(self, state_features: np.ndarray) -> int:
"""
Discretize continuous state features into state index.
Parameters:
-----------
state_features : np.ndarray
Continuous state features
Returns:
--------
int
Discrete state index
"""
# Simple discretization: use hash of quantized features
quantized = (state_features * 10).astype(int) % self.n_states
state_idx = int(np.sum(quantized) % self.n_states)
return state_idx
def fit(self, X: np.ndarray, y: np.ndarray):
"""
Train MDP classifier using Q-learning.
Parameters:
-----------
X : np.ndarray
Training signals
y : np.ndarray
Training labels
"""
# Extract state sequences
dataset = ECGDataset(X, y)
state_sequences = dataset.extract_state_features()
# Train using Q-learning
for seq_idx, (states, label) in enumerate(zip(state_sequences, y)):
# Use last state for classification
if len(states) > 0:
last_state = states[-1]
state_idx = self._discretize_state(last_state)
# Update Q-value (reward = 1 if correct, 0 otherwise)
# We'll use a simplified approach: learn state-action values
action = int(label)
self.Q[state_idx][action] += self.learning_rate * (1.0 - self.Q[state_idx][action])
# Also train a classifier for final prediction
# Extract features from last states
features = []
labels_list = []
for states, label in zip(state_sequences, y):
if len(states) > 0:
features.append(states[-1])
labels_list.append(label)
if len(features) > 0:
from sklearn.ensemble import RandomForestClassifier
self.classifier = RandomForestClassifier(n_estimators=50, random_state=42)
self.classifier.fit(features, labels_list)
self.state_discretizer = dataset
def predict(self, X: np.ndarray) -> np.ndarray:
"""
Predict class labels.
Parameters:
-----------
X : np.ndarray
Test signals
Returns:
--------
np.ndarray
Predicted labels
"""
predictions = []
# Extract state sequences
state_sequences = []
for signal in X:
if len(signal.shape) > 1:
signal = signal.flatten()
# Normalize
signal = self.state_discretizer.scaler.transform([signal])[0]
# Extract states
window_size = 50
states = []
for i in range(0, len(signal) - window_size, window_size // 2):
window = signal[i:i+window_size]
state_features = [
np.mean(window),
np.std(window),
np.max(window) - np.min(window),
np.argmax(window) / len(window),
]
states.append(state_features)
if len(states) > 0:
state_sequences.append(np.array(states))
else:
state_sequences.append(np.array([[np.mean(signal), np.std(signal), 0, 0]]))
# Predict using classifier
if self.classifier is not None:
features = [seq[-1] if len(seq) > 0 else seq[0] for seq in state_sequences]
# Ensure feature dimension matches
max_features = max(len(f) for f in features)
features_padded = []
for f in features:
if len(f) < max_features:
f_padded = np.pad(f, (0, max_features - len(f)), 'constant')
else:
f_padded = f[:max_features]
features_padded.append(f_padded)
# Match classifier input dimension
if len(features_padded[0]) != self.classifier.n_features_in_:
n_expected = self.classifier.n_features_in_
features_final = []
for f in features_padded:
if len(f) < n_expected:
f_final = np.pad(f, (0, n_expected - len(f)), 'constant')
else:
f_final = f[:n_expected]
features_final.append(f_final)
features_padded = features_final
predictions = self.classifier.predict(features_padded)
else:
# Fallback: use Q-table
for states in state_sequences:
if len(states) > 0:
last_state = states[-1]
state_idx = self._discretize_state(last_state)
action = np.argmax(self.Q[state_idx])
predictions.append(action)
else:
predictions.append(0)
return np.array(predictions)
class POMDPECGClassifier:
"""
Partially Observable Markov Decision Process for ECG Classification.
Extends MDP to handle cases where the true state is not directly observable,
which is relevant for ECG signals where the underlying cardiac state is hidden.
"""
def __init__(
self,
n_hidden_states: int = 10,
n_observations: int = 20,
n_actions: int = 5,
n_classes: int = 5
):
"""
Initialize PO-MDP classifier.
Parameters:
-----------
n_hidden_states : int
Number of hidden states
n_observations : int
Number of observation symbols
n_actions : int
Number of actions (classes)
n_classes : int
Number of classes
"""
self.n_hidden_states = n_hidden_states
self.n_observations = n_observations
self.n_actions = n_actions
self.n_classes = n_classes
self.belief_state = None
self.classifier = None
def _discretize_observation(self, signal: np.ndarray) -> int:
"""Discretize signal into observation symbol."""
# Quantize signal
min_val, max_val = signal.min(), signal.max()
if max_val > min_val:
normalized = (signal - min_val) / (max_val - min_val)
obs_idx = int(np.mean(normalized) * (self.n_observations - 1))
else:
obs_idx = 0
return obs_idx % self.n_observations
def fit(self, X: np.ndarray, y: np.ndarray):
"""
Train PO-MDP classifier.
Parameters:
-----------
X : np.ndarray
Training signals
y : np.ndarray
Training labels
"""
# Extract observation sequences
dataset = ECGDataset(X, y)
observations = []
for signal in dataset.signals:
# Discretize into observations
window_size = 50
obs_sequence = []
for i in range(0, len(signal) - window_size, window_size // 2):
window = signal[i:i+window_size]
obs = self._discretize_observation(window)
obs_sequence.append(obs)
observations.append(obs_sequence)
# Train classifier on observation features
features = []
labels_list = []
for signal, label in zip(dataset.signals, y):
# Extract features from observations
window_size = 50
signal_features = []
for i in range(0, len(signal) - window_size, window_size // 2):
window = signal[i:i+window_size]
signal_features.extend([
np.mean(window),
np.std(window),
np.max(window),
np.min(window)
])
if len(signal_features) > 0:
# Use aggregated features
features.append(signal_features[:50]) # Limit to 50 features
labels_list.append(label)
if len(features) > 0:
from sklearn.ensemble import RandomForestClassifier
# Ensure consistent feature dimension
max_len = max(len(f) for f in features)
features_padded = [np.pad(f, (0, max_len - len(f)), 'constant') if len(f) < max_len else f[:max_len]
for f in features]
self.classifier = RandomForestClassifier(n_estimators=100, random_state=42)
self.classifier.fit(features_padded, labels_list)
self.state_discretizer = dataset
def predict(self, X: np.ndarray) -> np.ndarray:
"""
Predict class labels.
Parameters:
-----------
X : np.ndarray
Test signals
Returns:
--------
np.ndarray
Predicted labels
"""
predictions = []
for signal in X:
if len(signal.shape) > 1:
signal = signal.flatten()
# Normalize
signal = self.state_discretizer.scaler.transform([signal])[0]
# Extract features
window_size = 50
signal_features = []
for i in range(0, len(signal) - window_size, window_size // 2):
window = signal[i:i+window_size]
signal_features.extend([
np.mean(window),
np.std(window),
np.max(window),
np.min(window)
])
if len(signal_features) > 0:
# Pad to match training dimension
if hasattr(self.classifier, 'n_features_in_'):
n_expected = self.classifier.n_features_in_
if len(signal_features) < n_expected:
signal_features = np.pad(signal_features, (0, n_expected - len(signal_features)), 'constant')
else:
signal_features = signal_features[:n_expected]
pred = self.classifier.predict([signal_features])[0]
predictions.append(pred)
else:
predictions.append(0)
return np.array(predictions)
def train_mdp(
X_train: np.ndarray,
y_train: np.ndarray,
X_val: Optional[np.ndarray] = None,
y_val: Optional[np.ndarray] = None,
model_type: str = 'mdp',
verbose: bool = True
) -> dict:
"""
Train MDP or PO-MDP model.
Parameters:
-----------
X_train : np.ndarray
Training signals
y_train : np.ndarray
Training labels
X_val : Optional[np.ndarray]
Validation signals
y_val : Optional[np.ndarray]
Validation labels
model_type : str
'mdp' or 'pomdp'
verbose : bool
Print training progress
Returns:
--------
dict
Model and training history
"""
start_time = time.time()
if model_type == 'mdp':
model = MDPECGClassifier(n_states=10, n_actions=5, n_classes=5)
elif model_type == 'pomdp':
model = POMDPECGClassifier(n_hidden_states=10, n_observations=20, n_actions=5, n_classes=5)
else:
raise ValueError(f"Unknown model_type: {model_type}")
model.fit(X_train, y_train)
train_time = time.time() - start_time
history = {
'train_time': train_time,
'model_type': model_type
}
if verbose:
print(f"Trained {model_type.upper()} in {train_time:.2f} seconds")
return {'model': model, 'history': history}
def evaluate_model(
model: dict,
X_test: np.ndarray,
y_test: np.ndarray,
device: str = 'cpu'
) -> Tuple[float, float, np.ndarray, np.ndarray]:
"""
Evaluate MDP/PO-MDP model on test set.
Parameters:
-----------
model : dict
Model dictionary
X_test : np.ndarray
Test signals
y_test : np.ndarray
Test labels
device : str
Device (not used, kept for compatibility)
Returns:
--------
Tuple[float, float, np.ndarray, np.ndarray]
(test_loss, test_acc, y_true, y_pred)
"""
mdp_model = model['model']
y_pred = mdp_model.predict(X_test)
test_acc = accuracy_score(y_test, y_pred) * 100
test_loss = 1.0 - (test_acc / 100.0) # Simple loss approximation
return test_loss, test_acc, y_test, y_pred
def create_synthetic_ecg_data(
n_samples: int = 3000,
seq_len: int = 1000,
n_classes: int = 5,
noise_level: float = 0.1
) -> Tuple[np.ndarray, np.ndarray]:
"""Create synthetic ECG data for testing."""
signals = []
labels = []
for i in range(n_samples):
label = i % n_classes
t = np.linspace(0, 4 * np.pi, seq_len)
if label == 0:
signal = np.sin(t) + 0.5 * np.sin(2 * t) + 0.3 * np.sin(3 * t)
elif label == 1:
signal = np.sin(t) + 0.8 * np.sin(1.5 * t) + 0.2 * np.sin(4 * t)
elif label == 2:
signal = 1.2 * np.sin(0.8 * t) + 0.6 * np.sin(2.5 * t) + 0.4 * np.sin(5 * t)
elif label == 3:
signal = 0.9 * np.sin(t) + 0.7 * np.sin(1.8 * t) + 0.3 * np.sin(3.5 * t)
else:
signal = 1.1 * np.sin(1.2 * t) + 0.5 * np.sin(2.2 * t) + 0.4 * np.sin(4.5 * t)
signal += np.random.normal(0, noise_level, seq_len)
signals.append(signal)
labels.append(label)
return np.array(signals), np.array(labels)
if __name__ == "__main__":
"""Test MDP/PO-MDP implementation."""
print("="*60)
print("Testing MDP ECG Classifier")
print("="*60)
# Create synthetic data
X, y = create_synthetic_ecg_data(n_samples=1000, seq_len=500)
# Split data
split_idx = int(0.7 * len(X))
X_train, X_test = X[:split_idx], X[split_idx:]
y_train, y_test = y[:split_idx], y[split_idx:]
# Train MDP
result = train_mdp(X_train, y_train, model_type='mdp', verbose=True)
# Evaluate
test_loss, test_acc, y_true, y_pred = evaluate_model(result, X_test, y_test)
print(f"\nTest Accuracy: {test_acc:.2f}%")
print(f"Test Loss: {test_loss:.4f}")