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Releases: tingiskhan/pyfilter
Releases · tingiskhan/pyfilter
0.17.10: Parameterize starting mean (#100)
* Handles getting parameters deeper than one level * Improvements to local linear trend * Ups version * Passes kwargs * Black formatting * Minor improvements * Bug fix for prediction * Adds test for prediction * Adds new model and tests, and fixes SemiLocalLinear * Applies black * Bug fix * Bug fix again * Removes todo * Improvements to local_linear_trend.py * Improves testing suite and adds test for smoothing * Record states is now on filter * Fixes smoothing * Correct initialization * Fixes smoothing for parameterized models and adds test
0.17.9: Attempt joint series (#99)
* Uses monte carlo samples for estimating the noise variance instead, and increase number of samples * Adds more steps * Moves `num_steps` to base class instead as not unique to diffusion * Ups version * Correct slicing and event_shape * Adds first iteration of JointState * Adds first iteration of JointStochasticProcess and Affine version * `functional_parameters` now take function as input * Adds filtering tests * Concat along -1 * TODO and check * Adds a couple of models * Adds arg_constraints as property instead * Do not validate args * Fix for batched * Up version * Adapt `VariationalBayes` after `num_steps` changes
0.17.8
Fixes and improves logging for inference module
0.16.3
Hotfix
0.15.1
Changes from module to mixin
0.14.2
Bug fix
0.14.0: Modularization (#90)
* Initial rewrite to use torch.nn.Module * Minor changes * Dunno * Dunno * Fix * Dunno what happened * More changes * Changes and cleanup * PMMH fix * Some changes * Minor changes * NB updates * Black * Doc
0.13.2: Pmmh (#87)
* Adds PMMH * Lowers step size * Test * Include all states * Only pass state * Passes observation as well, and also adds first iteration of gradient based proposal * Updates README * Version update Co-authored-by: Victor <[email protected]>
0.13.1
Update NB
0.11.1: To functionality (#84)
* Result is not saved on filter * Improves VB somewhat * Type checking * Small improvement * Exception * Type check * Improvements to VariationalBayes * Removes PMMH, need better implementation * Better inheritance? * NB updates Co-authored-by: Victor <[email protected]>