Merge branch 'main' of github.com:probml/dynamax

Author: slinderman

docs/api.rst

@@ -193,9 +193,7 @@ Low-level inference
 -------------------
 
 .. autofunction:: dynamax.nonlinear_gaussian_ssm.extended_kalman_filter
-.. autofunction:: dynamax.nonlinear_gaussian_ssm.iterated_extended_kalman_filter
 .. autofunction:: dynamax.nonlinear_gaussian_ssm.extended_kalman_smoother
-.. autofunction:: dynamax.nonlinear_gaussian_ssm.iterated_extended_kalman_smoother
 
 .. autofunction:: dynamax.nonlinear_gaussian_ssm.unscented_kalman_filter
 .. autofunction:: dynamax.nonlinear_gaussian_ssm.unscented_kalman_smoother
@@ -219,9 +217,7 @@ Low-level inference
 -------------------
 
 .. autofunction:: dynamax.generalized_gaussian_ssm.conditional_moments_gaussian_filter
-.. autofunction:: dynamax.generalized_gaussian_ssm.iterated_conditional_moments_gaussian_filter
 .. autofunction:: dynamax.generalized_gaussian_ssm.conditional_moments_gaussian_smoother
-.. autofunction:: dynamax.generalized_gaussian_ssm.iterated_conditional_moments_gaussian_smoother
 
 Types
 -----

docs/notebooks/generalized_gaussian_ssm/cmgf_logistic_regression_demo.ipynb

@@ -17,12 +17,7 @@
         "id": "LOf_GnJovd81"
       },
       "source": [
-        "\n",
-        "\n",
-        "Online training of an multilayer perceptron (MLP) classifier using conditional moments Gaussian filter (CMGF).\n",
-        "\n",
-        "\n",
-        "We perform sequential (recursive) Bayesian inference for the parameters of a binary MLP classifier.\n",
+        "This notebook is similar to the previous notebook that demonstrated how to use CMGF for online Bayesian logistic regression. Here, we perform sequential (recursive) Bayesian inference for the parameters of a binary MLP classifier.\n",
         "To do this, we treat the parameters of the model as the unknown hidden states.\n",
         "We assume that these are approximately constant over time (we add a small amount of Gaussian drift,\n",
         "for numerical stability.)\n",
@@ -120,6 +115,13 @@
         "from jax.flatten_util import ravel_pytree"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Helper function to plot the posterior predictive distribution"
+      ]
+    },
     {
       "cell_type": "code",
       "execution_count": 5,
@@ -499,19 +501,10 @@
         "id": "ld7GSZ2PsxLh"
       },
       "source": [
-        "Finally, we generate a video of the MLP-Classifier being trained."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": 16,
-      "metadata": {
-        "id": "PaL3hY7lhTd4"
-      },
-      "outputs": [],
-      "source": [
-        "import matplotlib.animation as animation\n",
-        "from IPython.display import HTML"
+        "### Animation\n",
+        "Finally, we generate a video of the MLP-Classifier being trained.\n",
+        "\n",
+        "Note: This code is commented out by default since it takes a while time to run."
       ]
     },
     {
@@ -522,47 +515,22 @@
       },
       "outputs": [],
       "source": [
-        "def animate(i):\n",
-        "    ax.cla()\n",
-        "    w_curr = w_means[i]\n",
-        "    Zi = posterior_predictive_grid(input_grid, w_means[i], sigmoid_fn)\n",
-        "    title = f'CMGF-EKF-MLP ({i+1}/500)'\n",
-        "    plot_posterior_predictive(ax, input[:i+1], output[:i+1], title, input_grid, Zi) \n",
-        "    return ax"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": 18,
-      "metadata": {
-        "colab": {
-          "base_uri": "https://localhost:8080/",
-          "height": 319
-        },
-        "id": "tMbQ8HU9iUr7",
-        "outputId": "c5c55414-8720-432b-e3f5-a20db8c5ba43"
-      },
-      "outputs": [],
-      "source": [
-        "#fig, ax = plt.subplots(figsize=(6, 5))\n",
-        "#anim = animation.FuncAnimation(fig, animate, frames=500, interval=50)\n",
-        "#anim.save(\"cmgf_mlp_classifier.mp4\", dpi=200, bitrate=-1, fps=24)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": 19,
-      "metadata": {
-        "colab": {
-          "base_uri": "https://localhost:8080/",
-          "height": 381
-        },
-        "id": "TAMU4Qc6rYM5",
-        "outputId": "799e598f-4c85-4eb6-b3c0-6a84ae327ea6"
-      },
-      "outputs": [],
-      "source": [
-        "#HTML(anim.to_html5_video())"
+        "# import matplotlib.animation as animation\n",
+        "# from IPython.display import HTML\n",
+        "\n",
+        "# def animate(i):\n",
+        "#     ax.cla()\n",
+        "#     w_curr = w_means[i]\n",
+        "#     Zi = posterior_predictive_grid(input_grid, w_means[i], sigmoid_fn)\n",
+        "#     title = f'CMGF-EKF-MLP ({i+1}/500)'\n",
+        "#     plot_posterior_predictive(ax, input[:i+1], output[:i+1], title, input_grid, Zi) \n",
+        "#     return ax\n",
+        "\n",
+        "# fig, ax = plt.subplots(figsize=(6, 5))\n",
+        "# anim = animation.FuncAnimation(fig, animate, frames=500, interval=50)\n",
+        "# anim.save(\"cmgf_mlp_classifier.mp4\", dpi=200, bitrate=-1, fps=24)\n",
+        "\n",
+        "# HTML(anim.to_html5_video())"
       ]
     }
   ],