probml / probml/dynamax

implement non-parametric HMMs

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help wanted
Dominant language
Python
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Description

Implement some of the hierarchical dirichlet process HDP-HMM algorithms from https://github.com/mattjj/pyhsmm

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Begin with the linked pyhsmm repository and compare its hierarchical Dirichlet process HMM algorithms with Dynamax's existing state-space and hidden Markov model functionality. Identify which HDP-HMM algorithms are in scope and where they belong in this Python/JAX package; done means the selected algorithms are implemented and their behavior is validated.

Written by the indexing model from the issue text.

Assessment

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

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