Collapsed Amortized Variational Inference for Switching Nonlinear Dynamical Systems

This python code builds models for CAVI-SNLDS (ICML 2020).

Please find the required packages in requirements.txt.

An example segmentating a Lorenz attractor is shown in examples/lorenz_attractor_trainer.py To launch the example, call

python -m snlds.examples.lorenz_attractor_trainer --num_steps=100000

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
examples		examples
README.md		README.md
__init__.py		__init__.py
enviornment.yml		enviornment.yml
forward_backward_algo.py		forward_backward_algo.py
forward_backward_algo_test.py		forward_backward_algo_test.py
model_base.py		model_base.py
model_cavi_snlds.py		model_cavi_snlds.py
model_cavi_snlds_test.py		model_cavi_snlds_test.py
requirements.txt		requirements.txt
setup.py		setup.py
utils.py		utils.py
utils_test.py		utils_test.py

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