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Major refactoring of pylds. #6

Merged
merged 21 commits into from
Nov 13, 2016
Merged

Major refactoring of pylds. #6

merged 21 commits into from
Nov 13, 2016

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slinderman
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This refactor includes, among other things:

  • a new readme
  • info form for all operations (filtering/smoothing/sampling)
  • support for missing data (particularly with diagonal observation noise)
  • support for input driven dynamics
  • support for count data via Polya-gamma augmentation
  • support for Poisson data via EM with Laplace Approximation
  • support for sparse count data with zero inflated count models

slinderman and others added 21 commits November 5, 2016 11:57
@slinderman
backporting class structure from pyslds. seem to have a bug in set_ex…
d2040ab 
…pected_stats with inputs
@slinderman
minor
fb740b7
@slinderman
adding bernoulli lds example
eb1aded
@slinderman
comment
67334eb
@slinderman
log likelihood is closer. mean field with inputs is busted
49931e9
@slinderman
trying to debug mf with inputs. no luck
c19410e
@slinderman
reverting to no-input examples for meanfield. updating count states
9c0085d
@slinderman
cleaning up examples, adding readme
f92b10e
@slinderman
Update README.md
b54f444
@slinderman
Update README.md
54b5b0c
@slinderman
adding simple example
d4d5019
@slinderman
EM with Laplace approximation for Poisson LDS
cb0313d
@slinderman
working on zero inflated count models
c013735
@slinderman
zero inflation runs
45a50b9
@slinderman
now with more zero inflation
7f88055
@slinderman
comments
53d9524
@slinderman
comments
48a72a3
@slinderman
rewriting info form messages to take in log normalizers and accumulate
353ee89
@slinderman
updating other states objects to pass in log normalizers
50f5dfe
@slinderman
readme
f38df0e
@slinderman
starting to fix the diag plus low rank test
aaf6326
@slinderman slinderman merged commit a6450b5 into master Nov 13, 2016
This was referenced Nov 13, 2016
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@slinderman