Merge remote-tracking branch 'origin/main' into ck/maximum-likelihood

Author: charlesknipp

.github/workflows/CompatHelper.yml

@@ -0,0 +1,44 @@
+name: CompatHelper
+on:
+  schedule:
+    - cron: 0 0 * * *
+  workflow_dispatch:
+permissions:
+  contents: write
+  pull-requests: write
+jobs:
+  CompatHelper:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check if Julia is already available in the PATH
+        id: julia_in_path
+        run: which julia
+        continue-on-error: true
+      - name: Install Julia, but only if it is not already available in the PATH
+        uses: julia-actions/setup-julia@v2
+        with:
+          version: '1'
+          arch: ${{ runner.arch }}
+        if: steps.julia_in_path.outcome != 'success'
+      - name: "Add the General registry via Git"
+        run: |
+          import Pkg
+          ENV["JULIA_PKG_SERVER"] = ""
+          Pkg.Registry.add("General")
+        shell: julia --color=yes {0}
+      - name: "Install CompatHelper"
+        run: |
+          import Pkg
+          name = "CompatHelper"
+          uuid = "aa819f21-2bde-4658-8897-bab36330d9b7"
+          version = "3"
+          Pkg.add(; name, uuid, version)
+        shell: julia --color=yes {0}
+      - name: "Run CompatHelper"
+        run: |
+          import CompatHelper
+          CompatHelper.main(subdirs=["GeneralisedFilters", "SSMProblems"])
+        shell: julia --color=yes {0}
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          COMPATHELPER_PRIV: ${{ secrets.DOCUMENTER_KEY }}

.github/workflows/DocsNav.yml

@@ -0,0 +1,39 @@
+name: Rebuild docs with newest navbar
+
+on:
+  # 3:25 AM UTC every Sunday -- choose an uncommon time to avoid
+  # periods of heavy GitHub Actions usage
+  schedule:
+    - cron: '25 3 * * 0'
+  # Whenever needed
+  workflow_dispatch:
+
+permissions:
+  contents: write
+
+jobs:
+  update-navbar:
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout gh-pages branch
+        uses: actions/checkout@v4
+        with:
+          ref: gh-pages
+
+      - name: Insert navbar
+        uses: TuringLang/actions/DocsNav@main
+        with:
+          doc-path: '.'
+
+      - name: Commit and push changes
+        run: |
+          if [[ -n $(git status -s) ]]; then
+            git config user.name github-actions[bot]
+            git config user.email github-actions[bot]@users.noreply.github.com
+            git add -A
+            git commit -m "Update navbar (automated)"
+            git push
+          else
+            echo "No changes to commit"
+          fi

.github/workflows/Documentation.yml

@@ -0,0 +1,53 @@
+name: Documentation
+
+on:
+  push:
+    branches:
+      - main
+    tags: ['*']
+  pull_request:
+  workflow_dispatch:
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
+jobs:
+  docs:
+    name: ${{ matrix.pkg.name }} Docs
+    runs-on: ubuntu-latest
+    permissions:
+      contents: write
+      statuses: write
+    strategy:
+      fail-fast: false
+      matrix:
+        pkg:
+          - name: GeneralisedFilters
+            dir: './GeneralisedFilters'
+          - name: SSMProblems
+            dir: './SSMProblems'
+    
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: '1'
+      - uses: julia-actions/cache@v1
+      - name: Install dependencies
+        run: julia --project=${{ matrix.pkg.dir }}/docs/ --color=yes -e '
+          using Pkg;
+          Pkg.Registry.update();
+          Pkg.develop(PackageSpec(path="${{ matrix.pkg.dir }}"));
+          if "${{ matrix.pkg.name }}" == "GeneralisedFilters"
+              Pkg.develop(PackageSpec(path="./SSMProblems"));
+          end;
+          Pkg.instantiate();'
+      - name: Build and deploy
+        uses: TuringLang/actions/DocsDocumenter@main
+        with:
+          pkg_path: ${{ matrix.pkg.dir }}
+          doc-path: ${{ matrix.pkg.dir }}/docs
+          doc-make-path: ${{ matrix.pkg.dir }}/docs/make.jl
+          doc-build-path: ${{ matrix.pkg.dir }}/docs/build
+          dirname: ${{ matrix.pkg.name }}

.github/workflows/Format.yml

@@ -0,0 +1,29 @@
+name: Format
+
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+
+jobs:
+  format:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@latest
+        with:
+          version: 1
+      - name: Format code
+        run: |
+          using Pkg
+          Pkg.add(; name="JuliaFormatter", uuid="98e50ef6-434e-11e9-1051-2b60c6c9e899")
+          using JuliaFormatter
+          format("GeneralisedFilters"; verbose=true)
+          format("SSMProblems"; verbose=true)
+        shell: julia --color=yes {0}
+      - uses: reviewdog/action-suggester@v1
+        if: github.event_name == 'pull_request'
+        with:
+          tool_name: JuliaFormatter
+          fail_on_error: true

.github/workflows/TagBot.yml

@@ -0,0 +1,39 @@
+name: TagBot
+on:
+  issue_comment:
+    types:
+      - created
+  workflow_dispatch:
+    inputs:
+      lookback:
+        default: "3"
+permissions:
+  actions: read
+  checks: read
+  contents: write
+  deployments: read
+  issues: read
+  discussions: read
+  packages: read
+  pages: read
+  pull-requests: read
+  repository-projects: read
+  security-events: read
+  statuses: read
+jobs:
+  TagBot:
+    if: github.event_name == 'workflow_dispatch' || github.actor == 'JuliaTagBot'
+    runs-on: ubuntu-latest
+    steps:
+      - name: Tag GeneralisedFilters
+        uses: JuliaRegistries/TagBot@v1
+        with:
+          token: ${{ secrets.GITHUB_TOKEN }}
+          ssh: ${{ secrets.DOCUMENTER_KEY }}
+          subdir: GeneralisedFilters
+      - name: Tag SSMProblems
+        uses: JuliaRegistries/TagBot@v1
+        with:
+          token: ${{ secrets.GITHUB_TOKEN }}
+          ssh: ${{ secrets.DOCUMENTER_KEY }}
+          subdir: SSMProblems

Project.toml renamed to GeneralisedFilters/Project.toml

@@ -21,20 +21,25 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
 [compat]
+AcceleratedKernels = "0.3"
+CUDA = "5"
+AbstractMCMC = "5"
 DataStructures = "0.18.20"
+Distributions = "0.25"
 GaussianDistributions = "0.5.2"
+HypothesisTests = "0.11"
+NNlib = "0.9"
+LogExpFunctions = "0.3"
 OffsetArrays = "1.14.1"
 Statistics = "1.11.1"
 StatsBase = "0.34.3"
 
 [extras]
-HypothesisTests = "09f84164-cd44-5f33-b23f-e6b0d136a0d5"
-LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 TestItemRunner = "f8b46487-2199-4994-9208-9a1283c18c0a"
 TestItems = "1c621080-faea-4a02-84b6-bbd5e436b8fe"
 
 [targets]
-test = ["HypothesisTests", "LinearAlgebra", "StableRNGs", "Test", "TestItemRunner", "TestItems", "PDMats"]
+test = ["PDMats", "StableRNGs", "Test", "TestItemRunner", "TestItems"]

GeneralisedFilters/src/GFTest/GFTest.jl

@@ -0,0 +1,15 @@
+module GFTest
+
+using CUDA
+using LinearAlgebra
+using NNlib
+using Random
+
+using GeneralisedFilters
+using SSMProblems
+
+include("utils.jl")
+include("models/linear_gaussian.jl")
+include("models/dummy_linear_gaussian.jl")
+
+end

test/utils/models/dummy_linear_gaussian.jl renamed to GeneralisedFilters/src/GFTest/models/dummy_linear_gaussian.jl

@@ -14,6 +14,8 @@
     dynamics, this model can be used in Rao-Blackwellised settings.
 """
 
+export InnerDynamics, create_dummy_linear_gaussian_model
+
 """
     Inner dynamics of the dummy linear Gaussian model.
 

test/utils/models/linear_gaussian.jl renamed to GeneralisedFilters/src/GFTest/models/linear_gaussian.jl

@@ -0,0 +1,4 @@
+function rand_cov(rng::AbstractRNG, T::Type{<:Real}, d::Int)
+    Σ = rand(rng, T, d, d)
+    return Σ * Σ'
+end

GeneralisedFilters/src/GFTest/utils.jl

@@ -26,7 +26,7 @@ function instantiate end
 
 # Default method
 function instantiate(model, alg, initial; kwargs...)
-    return Intermediate(initial, deepcopy(initial))
+    return Intermediate(initial, initial)
 end
 
 """
@@ -147,4 +147,7 @@ include("algorithms/kalman.jl")
 include("algorithms/forward.jl")
 include("algorithms/rbpf.jl")
 
+# Unit-testing helper module
+include("GFTest/GFTest.jl")
+
 end

src/GeneralisedFilters.jl renamed to GeneralisedFilters/src/GeneralisedFilters.jl

@@ -32,7 +32,7 @@ function step(
 end
 
 struct BootstrapFilter{RS<:AbstractResampler} <: AbstractParticleFilter
-    N::Integer
+    N::Int
     resampler::RS
 end
 
@@ -50,7 +50,7 @@ function instantiate(
     ::StateSpaceModel{T}, filter::BootstrapFilter, initial; kwargs...
 ) where {T}
     N = filter.N
-    return ParticleIntermediate(initial, deepcopy(initial), Vector{Int}(undef, N))
+    return ParticleIntermediate(initial, initial, Vector{Int}(undef, N))
 end
 
 function initialise(
@@ -78,7 +78,8 @@ function predict(
     new_particles = map(
         x -> SSMProblems.simulate(rng, model.dyn, step, x; kwargs...), collect(filtered)
     )
-    proposed = ParticleDistribution(new_particles, deepcopy(filtered.log_weights))
+    # Don't need to deep copy weights as filtered will be overwritten in the update step
+    proposed = ParticleDistribution(new_particles, filtered.log_weights)
 
     return update_ref!(proposed, ref_state, step)
 end