inputs to ARHMM
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Description
- When I fit ARHMM, should I explicitly provide the inputs (lagged emissions), or can I omit this argument, and the model creates this from the emissions?
arhmm = LinearAutoregressiveHMM(num_states, emission_dim, num_lags=num_lags)
fitted_params, lps = arhmm.fit_em(params, props, emissions, inputs=inputs)
- For a lag > 1, is there a special consideration of how the emissions and/or inputs should be arranged?
- Can I use ARHMM with exogenous inputs?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by inspecting LinearAutoregressiveHMM and its fit_em call to determine how inputs are handled. Document whether inputs can be omitted, how emissions and inputs should be arranged for num_lags greater than one, and whether exogenous inputs are supported.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100