Add init_state arg to filtering API

[SamDuffield]

As discussed in #253

This allows batched filtering starting from a specified init_state.

This adds the support without the major refactor that would be needed if we were to remove init_prepare from cuthbert.filter entirely (which is arguably cleaner: less code, no optional arg but slightly more load on the user).

[Copilot]

Pull request overview

Adds an init_state optional argument to the offline filtering APIs (standard and factorial) to support batched filtering that starts from a caller-provided initial state, aligning with the direction discussed in #253 without removing init_prepare.

Changes:

• Extend cuthbert.filter and cuthbert.factorial.filter to accept an optional init_state and adjust expected model_inputs length accordingly.
• Update filtering implementations to skip init_prepare when an initial state is supplied.
• Add/adjust tests to exercise filtering behavior when init_state is provided.

Reviewed changes

Copilot reviewed 4 out of 4 changed files in this pull request and generated 9 comments.

File	Description
cuthbert/filtering.py	Adds init_state to the unified filtering API and updates the prep flow accordingly.
cuthbert/factorial/filtering.py	Adds init_state support to factorial filtering and updates the initialization path.
tests/cuthbert/gaussian/test_kalman.py	Adds coverage for providing init_state to the standard filter (seq + parallel).
tests/cuthbert/factorial/test_kalman.py	Adds coverage for providing init_state to factorial filtering.

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[Sahel13]

This looks good. Since this is a user-facing change, one minor question is whether we should make the arguments that have defaults in cuthbert.filter keyword-only, so that users that currently use filter(obj, inputs, False, key) would get a clear error.

[SamDuffield]

This looks good. Since this is a user-facing change, one minor question is whether we should make the arguments that have defaults in cuthbert.filter keyword-only, so that users that currently use filter(obj, inputs, False, key) would get a clear error.

Good idea, I like this!

[SamDuffield]

@Sahel13 I made the args after model_inputs keyword-only, can you confirm that's what you meant?

[Sahel13]

Yup this is it!

[SamDuffield]

As this is a user-facing change, it would be good to get @AdrienCorenflos' thoughts too