AxUtil

My utilities package for julia. This is a collection of useful functions that are shared across projects. None of this work functions as a useful standalone project, and hence does not follow the julia convention of minimal projects which perform one thing well.

This is very much a WIP, and usually includes things that are specific to whatever I'm currently developing. It is also includes ports of things from pyalexutil. Briefly, it currently has the following modules:

• Arr: array functions, operations that I find useful which are not part of Base. This is at present kind of trivial.
• dpmeans: A dirichlet process kmeans algorithm, following Kulis & Jordan, 2012.
• Flux: some additions to Flux supported operations for Automatic Differentiation that I have used. The more useful ones (inv, ldiv, rdiv) have been moved into Flux itself.
• gmm: my own version of Gaussian Mixture Models. Various choices in Distributions.jl make these a little slow, and furthermore there's no generic MLE fitting routine. This includes a (weighted) EM algorithm for fitting, Bayes-by-Backprop for (unnormalised) density functions, plus some of the usual utilities for Distributions, such as rand, logpdf, show etc.
• Logging: Only one <: AbstractLogger at present: this adds a timestamp to SimpleLogger and shifts the output around a little. The file TimeStampLog.sublime-syntax provides useful highlighting of the log if using Sublime Text 3.
• Math: a few softmax-y logsumexp-y type functions, plus numerical gradient checking.
• MCDiagnostic: Some Monte Carlo diagnostics, including a few different Effective Sample Size functions and $\hat{R}$.
• MCMC: Currently just an implementation of (Truncated) Metropolis Adjusted Langevin Algorithm (T-MALA).
• Misc: Misc functions I miss from python/MATLAB, a faster version of countmap for Ints, and repelem-like behaviour for repeat.
• Plot: A few useful plotting utilities, including pairplot, axis operations and image tiling.
• Random: Mostly implementations of Multinomial sampling that are currently unavailable in Distributions.jl. [Update: I've subsequently noticed this is just called Categorical in Distributions.jl, however the linear scan version in particular appears to be substantially faster still than their version.].