Batched Kalman Filters #450
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Pushed latest progress: working with Filter, not yet with Smoother |
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Copilot reviewed 7 out of 7 changed files in this pull request and generated 2 comments.
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conda-envs/environment-test.yml:20
- [nitpick] The pip dependency list appears to have a potentially misformatted entry ('- -e .'); please verify the correct YAML structure to ensure dependencies are installed as intended.
- -e .
| assert 0 | ||
| # outputs = filter_func(*inputs) | ||
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| for output_idx, name in enumerate(output_names): | ||
| expected_output = get_expected_shape(name, p, m, r, n) | ||
| assert ( | ||
| outputs[output_idx].shape == expected_output | ||
| ), f"Shape of {name} does not match expected" | ||
| expected_shape = get_expected_shape(name, p, m, r, n, batch_size) | ||
| # assert outputs[output_idx].shape == expected_shape, ( | ||
| # f"Shape of {name} does not match expected" | ||
| # ) |
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A hard-coded 'assert 0' is present in the test_output_shapes_one_state_one_observed function, which forces the test to fail. Please remove this debugging placeholder to allow the test to run normally.
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| mus_, covs_ = mus.type(), covs.type() | ||
| print(f"mus_.type.shape: {mus_.type.shape}, covs_.type.shape: {covs_.type.shape}") |
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Debug print statements remain in the rv_op function; consider removing them before merging to clean up output in production.
| print(f"mus_.type.shape: {mus_.type.shape}, covs_.type.shape: {covs_.type.shape}") | |
| # Debugging information removed or replaced with logging if necessary |
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Add batch dimension feature to Kalman filters, to enable fitting multiple time series at the same time