HiddenMarkovModels.jl Versions Save

A Julia package for simulation, inference and learning of Hidden Markov Models.

v0.5.1

1 month ago

HiddenMarkovModels v0.5.1

Diff since v0.5.0

Merged pull requests:

  • Final benchmarks (#94) (@gdalle)
  • Fix benchmark reproducibility (#95) (@gdalle)
  • Remove precompilation (#97) (@gdalle)

Closed issues:

  • Benchmarks (#2)
  • Porting issues from HMMBase.jl (#92)

v0.5.0

2 months ago

HiddenMarkovModels v0.5.0

Diff since v0.4.1

See #93 for the user-facing changes

Merged pull requests:

  • Fix benchmarks (#90) (@gdalle)
  • Speed up viterbi (#93) (@gdalle)

v0.4.1

2 months ago

HiddenMarkovModels v0.4.1

Diff since v0.4.0

Merged pull requests:

  • Document fit! (#88) (@gdalle)

v0.4.0

2 months ago

HiddenMarkovModels v0.4.0

Diff since v0.3.1

Breaking changes

See the API reference for more details

Multiple sequences:

  • Revamped multiple sequence formatting: multiple sequences are concatenated for the input and for the output

Removals:

  • Removed alias HMMs for the package name
  • Removed everything related to (Abstract)MarkovChain
  • Removed PermutedHMM

Renamings:

  • initial_distribution(hmm) became initialization(hmm)
  • obs_distribution(hmm, i) became obs_distributions(hmm)
  • in baum_welch, check_loglikelihood_increasing became loglikelihood_increasing

Storage:

  • in ForwardBackwardStorage, ξ is now a vector of abstract matrices instead of a 3-dimensional array

Method signatures:

  • Revamped multiple sequence formatting: algorithm(hmm, obs_seqs, nb_seqs) became algorithm(hmm, obs_seq, [control_seq]; seq_ends).
  • Modified the arguments for in-place fitting: fit!(hmm, init_count, trans_count, obs_seq, state_marginals) became fit!(hmm, fb_storage, obs_seq, control_seq; seq_ends)

Return types;

  • Revamped multiple sequence formatting: results are now concatenated, and loglikelihoods are computed sequencewise

Merged pull requests:

  • Stdlib compat + Documenter v1 + bump to 0.3.1 (#54) (@gdalle)
  • Add TagBot workflow (#55) (@gdalle)
  • Move Python deps from pip to conda (#57) (@gdalle)
  • Fix docs benchmark (#58) (@gdalle)
  • Complete revamp (#59) (@gdalle)
  • Minor fixes (#60) (@gdalle)
  • Reactivate multithreaded BW (#62) (@gdalle)
  • Put benchmarks inside HMMBenchmark subpackage (#63) (@gdalle)
  • Move DependaBot (#64) (@gdalle)
  • Split (#66) (@gdalle)
  • Simplify docstrings (#67) (@gdalle)
  • Typo (#68) (@gdalle)
  • Benchmarks with Python updated (#69) (@gdalle)
  • More benchmarks (#70) (@gdalle)
  • Don't tune forward (#71) (@gdalle)
  • Threads (#72) (@gdalle)
  • Remove deps and fix Enzyme (#73) (@gdalle)
  • Remove pre 1.9 stuff (#74) (@gdalle)
  • Switch to StableRNGs (#75) (@gdalle)
  • Clean up benchmarks (#77) (@gdalle)
  • Add multithreading (#78) (@gdalle)
  • 1 OpenBLAS thread (#79) (@gdalle)
  • Parallelize fitting (#80) (@gdalle)
  • Fairer Python benchmarks (#82) (@gdalle)
  • Format (#83) (@gdalle)
  • Correct benchmarks (#84) (@gdalle)
  • Add codecov token and documenter key (#85) (@gdalle)
  • Better docs and numerical stability (#87) (@gdalle)

Closed issues:

  • Chain rule (#3)
  • Benchmarks on different distributions (#8)
  • Add SIMD (#9)
  • Add links to (and comparisons with) other related packages (#14)
  • Make modification to allow support for Heterogeneous (Periodic) Hidden Markov Models (#52)
  • Clarify docs on the arguments of fit! (#53)
  • Fix benchmarks (#61)
  • MethodError Using baum_welch with MvLogNormal Emission Distributions (#76)
  • Test numerical stability (#86)

v0.3.1

6 months ago

What's Changed

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/compare/v0.3.0...v0.3.1

v0.3.0

8 months ago

What's Changed

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/compare/v0.2.2...v0.3.0

v0.2.2

10 months ago

What's Changed

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/compare/v0.2.1...v0.2.2

v0.2.1

10 months ago

What's Changed

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/compare/v0.2.0...v0.2.1

v0.2.0

10 months ago

What's Changed

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/compare/v0.1.0...v0.2.0

v0.1.0

11 months ago

Full Changelog: https://github.com/gdalle/HiddenMarkovModels.jl/commits/v0.1.0