probml / probml/dynamax

Add check for strictly positive training data for CategoricalHMM

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Python
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Description

Apologies if I missed this but I wasn't able to find in the documentation the CategoricalHMM takes positive values only. I only realized it when I noticed my predictions from fitted models behaving weirdly.
It would be useful to add a warning (or even a transform of the inputs) when fitting the HMM.
Happy to submit a PR if this would be useful.

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First steps

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Research direction

Start at the CategoricalHMM fitting entry point and inspect how training data is currently accepted. Confirm whether the expected behavior is a warning or transformation, then add coverage showing how non-positive data is handled and run the relevant test suite.

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
35/100

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