Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Sampling functions for the MuE/missing data discrete HMM. #2898

Merged
merged 25 commits into from
Jul 22, 2021

Conversation

EWeinstein
Copy link
Contributor

An implementation of sampling and estimation functions for the missing data discrete HMM, used in MuE models, including:

  1. Smoothing latent state estimator.
  2. Viterbi MAP estimator of latent states.
  3. Sampling latent states conditional on observations (forward filtering backward sampling).
  4. Sampling observations conditional on latent states.

This commit also includes updates to maintain compatibility with the latest torch version (in particular, the behavior of randperm changed), and updates to the MuE paper reference.

@fritzo
Copy link
Member

fritzo commented Jul 7, 2021

Hi @EWeinstein you may need to make format now that we're using black. Let me know if you need anything. Happy to do a quick little 1.7.1 release after this merges if this is holding up anyone in your lab.

Copy link
Member

@fritzo fritzo left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks for your patience @EWeinstein. This review involves some tricky code. Would you be up to walk me through some of the code over zoom, and generally catch up?

tests/contrib/mue/test_missingdatahmm.py Outdated Show resolved Hide resolved
examples/contrib/mue/FactorMuE.py Outdated Show resolved Hide resolved
examples/contrib/mue/ProfileHMM.py Outdated Show resolved Hide resolved
pyro/contrib/mue/missingdatahmm.py Outdated Show resolved Hide resolved
pyro/contrib/mue/missingdatahmm.py Outdated Show resolved Hide resolved
Copy link
Member

@fritzo fritzo left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks for walking me through the code today!

@fritzo fritzo merged commit b704945 into pyro-ppl:dev Jul 22, 2021
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants