CliMA / CliMA/EnsembleKalmanProcesses.jl

Generalize ensemble Kalman algorithms to work with complex learnable parameters

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enhancement
Dominant language
Julia
Stars
125
Forks
24
Avg merge
1d 18h
Merged PRs (30d)
5

Description

For users that want to learn complex parameters (e.g., coefficients within an FNO), it would be useful to generalize the algorithms to directly allow them to work with complex numbers.

This would require modifying the covariances to use complex conjugates, and generalizing input types since

```
julia> b = sqrt(Complex(-2))
0.0 + 1.4142135623730951im

julia> isa(b, AbstractFloat)
false
```

Contributor guide

No contributing guide indexed for this repository

Research direction

Start by locating the ensemble Kalman algorithm implementations and any covariance or input-type tests. Determine the scope of complex-number support, including conjugate-based covariance calculations and accepted parameter types; done means the algorithms handle complex learnable parameters without breaking existing real-valued use.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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