probml / probml/dynamax

Add one-step prediction method to LGSSM class

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Dominant language
Python
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Description

One-step prediction is a byproduct of filtering, but it alone is of interest in many situations.
So it would be convenient to add it as an optional output of the filtering function.

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

Locate the LGSSM class and its filtering function, then read how filtering represents its current outputs. Trace where one-step prediction is already computed as a filtering byproduct and determine how an optional output should be exposed. Done means callers can request the one-step prediction result without changing existing filtering behavior, with coverage for the new output.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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