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This repository has been archived by the owner on Mar 26, 2024. It is now read-only.

Releases: tingiskhan/pyfilter

v0.29.0: Fix/threading (#149)

09 Apr 10:53
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* Major simplification

* Version

* Adds test for threading

* Changelog

* Test fix

v0.28.4: Feature/early stopping smc2 (#147)

23 Feb 18:39
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* Return state and update in kernel

* Moves state particle increase to kernel

* Bumpver

* NB

* Removes unused variables

* Black

* Changelog

* NB

* Use original context instead

* Removes unused kwargs

* Better `apply_fun`

* Bug fix

* State

* Earlier switch

* Lowers

* Enforces increase

* Advance instead

* Copies unnecessary

* Require 3.7

* Test

* NB

* Fix

v0.28.3: Fix/fix smc2 pmmh (#146)

18 Feb 11:35
80442d9
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* Check average acceptance rate

* Changelog

* Version

* Fix plotting title

* NB

v0.28.2: Fix/plot (#145)

17 Feb 08:57
1d660a0
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* Fixes plotting

* Better naming

* Monkey patch torch distribution instead

* Simplify

* NB

* Changelog

* Remove

v0.28.0: Feature/use stochproc 0.3.0 (#144)

11 Feb 10:18
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* Addapted to new structure of stoch-proc

* Fix

* Versin

* NBs

* Major bug fix and rename variable

* Speedup

* Speedup

* Fix

* More speedups

* Remove todo

* Removes unnuecessary definition

* Black

* Isort

* Notebooks

* Uses linear

* Bug fix

* Make hidden

* Cleanup

* Only perform resample if necessary

* Nb

* Fix

* Slightly cleaner

* NB

* Fix for dynamic size

* Adds test for constrained

* Fix

* Minor fix

* Bumps required version

* Minor speed improvement

* Adds method

* Lays foundation for functorch

* Cleanup

v0.27.0: Feature/use functorch (#142)

17 Jan 09:59
3bb78f4
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* Adds specialized class for handling mode finding

* Adds modefinder usage

* Uses for-loop instead

* Adds TODOs

* Massive changes pertaining to batch shape order

* Use expand instead

* Fixes smoothing

* Use expand

* Removes unnecessary parantheses

* Fixes dimension

* Bug fix

* Minor fix

* Adds todos

* Checks second order as well

* Fixes test

* Works for batched parameters

* Returns `keep_dim`

* Fixes batching

* Clones

* Cleanup

* Cleanup

* Cleanup

* Remove TODO

* Cleanup

* Removes duplicate

* Adds vectorization for faster inference

* Uses correct particles

* Fix

* NB

* Black

* Isort

* Adds TODO

* Changelog

* Update pyproject.toml

v0.26.2: Fix/minor improvement (#141)

13 Jan 18:06
e20e66a
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* Minor clean-up

* Bumpver

v0.26.1: Feature/gaussian pf (#140)

10 Jan 20:26
d4b80df
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* Fixes references of `.values` to conform to upcoming changes in stoch-proc

* Makes Prior into a lightweight mixin that is monkey patched

* Fixes plot

* Adds a method for moving to device

* Adds utility

* Uses correct parameters

* Correct detach

* Unsqueezer works with new structure

* Fixes value reference and dist module

* More fixes

* Saves prior values

* Remves unused variable

* Improve

* Fixes context test

* Bug fix

* Sends parameters instead

* Rename unused

* Fix

* Fixes

* Fixes reference

* Fixes tests

* black

* Sorts imports

* Cleanup

* Adds test for monkey patch

* Removes unused import

* Notebooks

* Removes import

* Batched FFBs now works

* Fix

* Major simplification

* Fix import

* Bug fix

* Remove whitespace

* NB

* NB

* Improves tests

* TODO

* Use toml file

* Perhas fix

* Fix

* Removes file and puts in toml

* Fix

* Removes unnecessary super calls

* Simplifies and renames

* NBs

* Unclear

* Readme

* Package fix

* Fix

* Pins version

* Increases particles

* Increases thresh

* Reproducibility

* Adds initial version of GaussianPF

* GPF now works I think

* TODO

* Fixes covariance

* Fixes GPF

* REname

* Adds todo

* Improves state of particle filter

* Bug fix

* Version bump

* Fixes tests

* Typing

* Separates concern

* Uses variance instead

* Bug fix

* GPF now works, and cleans up proposals

* Improves linearized

* Kwargs are now basically ignored

* Adds todo

* Kernel construction is now a function

* Bad docs

* TODO and linear kernel

* Adds to init

* Huge improvement to predict/correct loigc

* Docs

* Unsqueeze etc not necessary

* Fixes covariance etc

* Bug fix

* Squeezes weight instead

* Proposals now inherit from better parents

* Name change

* Sends non-weighted weights and uses einsum

* removes variable

* Proposal

* Better structure

* Adds tod

* Fixes

* Bug fix

* Clones mean/std

* Adds todo

* Fix

* Fix...

* Removes attribute

* Uses partial instead

* Fix

* Tad bit weird

* Fix

* Tests

* Utilizes v0.1.3 of stoch-proc

* Removes kwarg

* Changelog

* Uses linear

* Simplifies SISR

* Smoothing sems to work pretty badly for GPF

* Uses much smaller batch size

* Adds todo

* Uses common function instead

* Stops supporting local linearization

* Cleaner return, uses correct weights, fix doc

* Docs

* Docs

* More docs...

* Docs

* Docs...

* Docs

* More docs

* Even more docs

* Bug fix

* Docs

* Fixes seed

* NB

* Removes import

* APF and SISR are now only available via particle

* Docs

* NB

* Cleanup

* Handles bad proposal

* Removes variable

* NB

* Docs

* Fixes tests

* Improvement

* NB

v0.25.1: Fix/improved context (#136)

05 Dec 11:56
81ea734
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* Adds ignore for vscode

* `Prior` now supports checking if priors are same

* Lazy setting

* Slightly more verbose use of context

* Adds copy, less restrictive regarding stack

* Bug fix for PMMH

* Adds copy method, changes method name adds test

* Removes deprecated test

* Speeds up testing significantly

* Fixes check for cuda

* Adds support for copying

* Update version

* Adds an exception when trying to get non-existant parameter

* Adds support for FL-smoothing. Adds to test too

* Adds support for copy, adds test for copy

* Fixes test

* Changelog

* Adds ignore

* Renames `ParameterContext` to `InferenceContext`

* Minor fix

* Fixes FL and test

* Much more safe quasi handling

* Nutria

* Lorenz

* SV

* Rename and imporoved error

* Fixes test, sends key as input instead

* Fix

v0.24.10: Fix/use int not long (#133)

29 Sep 10:28
4120f5d
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* Changes to int

* Version bump and CHANGELOG.md

* Adds test for `NESSMC2`

* Moves the iteration number to the state instead