Markov Chain Explained

A Markov chain is a stochastic model that outlines the probability of a sequence of events occurring based on the previous event. Here’s what you need to know.

Written by Vatsal Patel
Published on Aug. 11, 2022
Markov Chain Explained
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In this article I will explain and provide the Python implementations of Markov chain. It will not be a deep dive into the mathematics behind Markov chains, but instead, will focus on how it works and how to implement it with Python

What Is a Markov Chain?

A Markov chain is a stochastic model that uses mathematics to predict the probability of a sequence of events occurring based on the most recent event. A common example of a Markov chain in action is the way Google predicts the next word in your sentence based on your previous entry within Gmail. 

A Markov chain is a stochastic model created by Andrey Markov that outlines the probability associated with a sequence of events occurring based on the state in the previous event. It’s a very common and easy to understand model that’s frequently used in industries that deal with sequential data such as finance. Even Google’s page rank algorithm, which determines what links to show first in its search engine, is a type of Markov chain. Through mathematics, this model uses our observations to predict an approximation of future events.

The main goal of the Markov process is to identify the probability of transitioning from one state to another. One of the primary appeals to Markov is that the future state of a stochastic variable is only dependent on its present state. An informal definition of a stochastic variable is described as a variable whose values depend on the outcomes of random occurrences.

 

What Are the Main Characteristics of a Markov Chain?

As stated above, a Markov process is a stochastic process which has memoryless characteristics. The term “memorylessness” in mathematics is a property of probability distributions. It generally refers to scenarios in which the time associated with a certain event occurring does not depend on how much time has already elapsed. In other words, when a model has a memoryless property, it implies that the model has “forgotten” which state the system is in. Hence, previous states of the process would not influence the probabilities.

The main characteristic of a Markov process is this property of memorylessness. The predictions associated with a Markov process are conditional on its current state and are independent of past and future states.

This memorylessness attribute is both a blessing and a curse to the Markov model in application. Imagine a scenario in which you wish to predict words or sentences based on previously entered text —similar to how Google does for Gmail. The benefit of using the Markov process to do this is that the newly generated predictions would not be dependent on something you wrote paragraphs ago. However, the downside is that you won’t be able to predict text that’s based on context from a previous state of the model. This is a common problem in natural language processing (NLP) and an issue many models face.

A tutorial explaining the basics of a Markov chain. | Video: Normalized Nerd

More on Natural Language ProcessingA Step-by-Step NLP Machine Learning Classifier Tutorial

 

How to Create a Markov Chain Model

A Markov chain model is dependent on two key pieces of information — the transition matrix and initial state vector.

 

Transition Matrix

Denoted as “P,” This NxN matrix represents the probability distribution of the state’s transitions. The sum of probabilities in each row of the matrix will be one, implying that this is a stochastic matrix.

Note that a directed, connected graph can be converted into a transition matrix. Each element in the matrix would represent a probability weight associated to an edge connecting two nodes.

markov chain probability chart
This graph outlines the probability associated with moving from one state to another. For example, there is a 60 percent chance to move from state B to state A. | Image: Vatsal Patel
     +-----+-----+-----+         
     |  A  |  B  |  C  |   - Represents the network above
+-----+-----+-----+-----+   - NxN transition matrix
|  A  |  .2 |  .3 |  .5 |   - element hold probabilities
+-----+-----+-----+-----+   - row sum of probabilities = 1 
|  B  |  .6 |  0  |  .4 |   - .3 is the probability for state A
+-----+-----+-----+-----+     to go to state B
|  C  |  .1 | .7  |  .2 |   - .7 is the probability for state C
+-----+-----+-----+-----+     to go to state B

 

Initial State Vector 

Denoted as “S,” this Nx1 vector represents the probability distribution of starting at each of the N possible states. Every element in the vector represents the probability of beginning at that state.

Given these two dependencies, you can take the product of P x I to determine the initial state of the Markov chain. In order to predict the probability of future states occurring, you can raise your transition matrix P to the “M’th” power.

 

What Is an Example of a Markov Chain?

A common application of Markov chains in data science is text prediction. It’s an area of NLP that is commonly used in the tech industry by companies like Google, LinkedIn and Instagram. When you’re writing emails, Google predicts and suggests words or phrases to autocomplete your email. And when you receive messages on Instagram or LinkedIn, those apps suggest potential replies. These are the applications of a Markov chain we will explore. That said, the types of models these large scale companies use in production for these features are more complicated.

Suppose you had a large amount of text associated with a topic. You can imagine each sentence as a sequence of words in that corpus of text. Each word would then be its own state, and you would associate the probability of moving from one state to another based on the available words to which you are connected. This would allow you to transition from one state to another based on the probabilities associated with the transition matrix. This can be visualized below.

markov chain text prediction chart
This sequence can be envisioned as a connected, directed network. | Image: Vatsal Patel

For visualization purposes, the network above has a small amount of words in its corpus. When dealing with large amounts of text like the Harry Potter series, this network would become very large and complicated. If you look at the beginning word “Hello,” there are three other potential words and symbols following it: Everyone , There with their associated probabilities. The simplest way to calculate these probabilities is by frequency of the word in the corpus.

Hello --> ['Everyone', ',', 'Everyone', 'Everyone', 'There', 'There', 'There', There', There', ...]

If there were 20 words in the list above, where each word is stated after the word “Hello” then the probability of each word occurring would follow the following formula:

P(word) = Frequency of Word / Total Number of Words in List
P(Everyone) = 9 / 20
P(,) = 1 / 20
P(There) = 10 / 20

Your initial state vector would be associated with the probability of all the words you could’ve started your sentence with. In the example above, since “Hello” is the only word to start with, the initial state vector would be a Nx1 vector with 100 percent of the probability associated with the word “Hello.” You can now predict the future states through this Markov model. I’ll show you how to implement this in Python next.

More on Predictive AIPredictive Behavior Modeling: How to Keep Your Customers With AI

 

Create Your Own Markov Chain

I predicted sentences Shakespeare would write in a play. Upon downloading the dependencies, Shakespeare data and updating the file_path to where you saved it, this code can run on your computer, too. If you want to use a different text file to train the model on and predict, then just update the file_path to your specified location.

from collections import defaultdict
import string
import random

class Markov():
    def __init__(self, file_path):
        self.file_path = file_path
        
        self.text = self.remove_punctuations(self.get_text())
        self.model = self.model()
        
    def get_text(self):
        '''
        This function will read the input file and return the text associated to the file line by line in a list
        '''
        text = []
        for line in open(self.file_path):
            text.append(line)
        return ' '.join(text)
    
    def remove_punctuations(self, text):
        '''
        Given a string of text this function will return the same input text without any punctuations
        '''
        return text.translate(str.maketrans('','', string.punctuation))
    
    def model(self):
        '''
        This function will take a block of text as the input and map each word in the text to a key where the
        values associated to that key are the words which proceed it

        args:
            text (String) : The string of text you wish to train your markov model around

        example:
            text = 'hello my name is V hello my name is G hello my current name is F world today is a good day'
            markov_model(text)
            >> {'F': ['world'],
                'G': ['hello'],
                'V': ['hello'],
                'a': ['good'],
                'current': ['name'],
                'good': ['day'],
                'hello': ['my', 'my', 'my'],
                'is': ['V', 'G', 'F', 'a'],
                'my': ['name', 'name', 'current'],
                'name': ['is', 'is', 'is'],
                'today': ['is'],
                'world': ['today']}
        '''

        # split the input text into individual words seperated by spaces
        words = self.text.split(' ')

        markov_dict = defaultdict(list)

        # create list of all word pairs
        for current_word, next_word in zip(words[0:-1], words[1:]):
            markov_dict[current_word].append(next_word)

        markov_dict = dict(markov_dict)
        print('Successfully Trained')
        return markov_dict
      
def predict_words(chain, first_word, number_of_words=5):
    '''
    Given the input result from the markov_model function and the nunmber of words, this function will allow you to predict the next word
    in the sequence
    
    args:
        chain (Dictionary) : The result of the markov_model function
        first_word (String) : The word you want to start your prediction from, note this word must be available in chain
        number_of_words (Integer) : The number of words you want to predict
    
    example:
        chain = markov_model(text)
        generate_sentence(chain, first_word = 'do', number_of_words = 3)
        >> Do not fail.
    '''
    
    if first_word in list(chain.keys()):
        word1 = str(first_word)
        
        predictions = word1.capitalize()

        # Generate the second word from the value list. Set the new word as the first word. Repeat.
        for i in range(number_of_words-1):
            word2 = random.choice(chain[word1])
            word1 = word2
            predictions += ' ' + word2

        # End it with a period
        predictions += '.'
        return predictions
    else:
        return "Word not in corpus"
  
  if __name__ == '__main__':
    m = Markov(file_path='Shakespeare.txt')
    chain = m.model
    print(predict_words(chain, first_word = 'do', number_of_words = 10))

In summation, a Markov chain is a stochastic model that outlines a probability associated with a sequence of events occurring based on the state in the previous event. The two key components to creating a Markov chain are the transition matrix and the initial state vector. It can be used for many tasks like text generation, which I’ve shown how to do based on the Python code above.

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