HiddenMarkovModels.jl

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

MIT License

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HiddenMarkovModels.jl - v0.6.0

Published by github-actions[bot] 24 days ago

HiddenMarkovModels v0.6.0

Breaking changes

In-place single-sequence routines were hidden from the public API. Most user code will not be affected.

Performance improvements

  • Multithreading is now deactivated if seq_ends is passed as an NTuple. This helps remove overhead for very few sequences (especially for a single one).

Diff since v0.5.4

Merged pull requests:

  • Decompose forward function into initialize, predict, update (#105) (@THargreaves)
  • Update inference routines (#116) (@gdalle)

Closed issues:

  • Stop testing against HMMBase (#109)
  • Avoid @threads for a single sequence (#110)
HiddenMarkovModels.jl - v0.5.4

Published by github-actions[bot] 27 days ago

HiddenMarkovModels v0.5.4

Diff since v0.5.3

Merged pull requests:

  • Minor optimizations and simd (#108) (@gdalle)
  • Make HMMBase optional in the test suite (#111) (@gdalle)
  • Fix loglikelihood increase check in Baum-Welch (#112) (@gdalle)
  • Disable multithreading when seq_ends is passed as a tuple (#113) (@gdalle)
  • Bump version to 0.5.4 (#114) (@gdalle)
  • Improve code coverage (#115) (@gdalle)

Closed issues:

  • Avoid repeated transposition when using time-homogenous transition matrix (#106)
HiddenMarkovModels.jl - v0.5.3 Latest Release

Published by github-actions[bot] 5 months ago

HiddenMarkovModels v0.5.3

Diff since v0.5.2

Merged pull requests:

  • Allow heterogeneous distributions (#102) (@gdalle)

Closed issues:

  • Allow dist to be a Vector{Distribution{Univariate, Continuous}} in Baum Welch (#101)
HiddenMarkovModels.jl - v0.5.2

Published by github-actions[bot] 5 months ago

HiddenMarkovModels v0.5.2

Diff since v0.5.1

Merged pull requests:

  • Add JOSS citation (#98) (@gdalle)
  • Allow different types for elementwise log (#100) (@gdalle)

Closed issues:

  • Allow different types for transition matrix and elementwise log (#99)
HiddenMarkovModels.jl - v0.5.1

Published by github-actions[bot] 7 months 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)
HiddenMarkovModels.jl - v0.5.0

Published by github-actions[bot] 8 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)
HiddenMarkovModels.jl - v0.4.1

Published by github-actions[bot] 8 months ago

HiddenMarkovModels v0.4.1

Diff since v0.4.0

Merged pull requests:

  • Document fit! (#88) (@gdalle)
HiddenMarkovModels.jl - v0.4.0

Published by github-actions[bot] 8 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)
HiddenMarkovModels.jl - v0.3.1

Published by gdalle 12 months ago

What's Changed

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

HiddenMarkovModels.jl - v0.3.0

Published by gdalle about 1 year ago

What's Changed

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

HiddenMarkovModels.jl - v0.2.2

Published by gdalle over 1 year ago

What's Changed

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

HiddenMarkovModels.jl - v0.2.1

Published by gdalle over 1 year ago

What's Changed

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

HiddenMarkovModels.jl - v0.2.0

Published by gdalle over 1 year ago

What's Changed

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

HiddenMarkovModels.jl - v0.1.0

Published by gdalle over 1 year ago

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