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Releases: tingiskhan/pyfilter
Releases · tingiskhan/pyfilter
v0.29.0: Fix/threading (#149)
* Major simplification * Version * Adds test for threading * Changelog * Test fix
v0.28.4: Feature/early stopping smc2 (#147)
* 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)
* Check average acceptance rate * Changelog * Version * Fix plotting title * NB
v0.28.2: Fix/plot (#145)
* Fixes plotting * Better naming * Monkey patch torch distribution instead * Simplify * NB * Changelog * Remove
v0.28.0: Feature/use stochproc 0.3.0 (#144)
* 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)
* 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)
* Minor clean-up * Bumpver
v0.26.1: Feature/gaussian pf (#140)
* 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)
* 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)
* Changes to int * Version bump and CHANGELOG.md * Adds test for `NESSMC2` * Moves the iteration number to the state instead