State Space Model Book Club

Resources

• Community - https://community.intuitivebayes.com/
• Kick off Blog Post - https://ravinkumar.com/ssm-book-club.html
• Livestreams - https://www.youtube.com/@ravink/streams
• ProbML Book - https://probml.github.io/pml-book/book2.html
  • Chapter 8
  • Chapter 9
  • Chapter 29

Environment Setup

The best way to learn is to get hands on with the code. Installing an environment gives you the most control.

There are many python environment management tools, learn whatever tool you want, we'll be using conda by default.

Create a Workspace

Clone this repo

git clone [email protected]:canyon289/ssm_book_club.git

Move into the repo:

cd ssm_book_club

Create conda environment (not for Windows users - see below)

Unix/Mac Users

1. Create the Conda Environment:

conda env create -f environment.yml

2. Activate the new environment:

conda activate ssm_book_club

Windows Users

The installation of the dynamax dependency jaxlib runs some issues on Windows. One possible workaround is the following:

1. Remove the pip dependencies at the bottom of the environment.yml file.

- pip:
    - dynamax @ git+https://github.com/probml/dynamax

2. Create the conda environment using:

conda env create -f environment.yml

3. Activate the new environment

conda activate ssm_book_club

4. Pip install jaxlib with, for example:

pip install "jax[cpu]===0.3.25" -f https://whls.blob.core.windows.net/unstable/index.html --use-deprecated legacy-resolver

Note that this will install the CPU only version of jax (and jaxlib). If you are interested in adding GPU support see additional information here https://github.com/cloudhan/jax-windows-builder#unstable-builds. Version 0.3.25 is the latest available as of 2023-01-21. For more versions see the list at https://whls.blob.core.windows.net/unstable/index.html and release information at https://github.com/google/jax/releases.

5. Pip install dynamax with:

pip install dynamax[notebooks]