Open bagibence opened 4 years ago
Hi @bagibence, thanks for pointing this out. We're not really supporting hierarchical LDS and SLDS at the moment, and should strip out those arguments. I think implementing them in a way that is reasonably well-performing (in terms of speed) would be fairly involved, since it would likely require writing custom M-steps. For now, I'm going to take out those arguments so things aren't so confusing!
Removed unused args in e487a65. Moving to "enhancement" since this would be a nice feature.
Hello! Is there any follow-up on this topic? I'm currently working with a LDS that has Bernoulli emissions and AR dynamics and I'm very interested to implement a hierarchical extension for both levels. I found some code in one of the branches for a hierarchical AR: https://github.com/lindermanlab/ssm/blob/e97ea4f0904cd204f392c2cfc4528ef860d71f9d/ssm/hierarchical.py
Is it possible to apply the same structure to implement a hierarchical version for Bernoulli emissions? Or does this require additional custom code for eg the M-steps?
Hi! I just noticed that the
SLDS
class doesn't seem to support hierarchical parameters anymore. Is this on purpose? If yes, I think__init__
taking the argumentshierarchical_transition_tags
,hierarchical_dynamics_tags
,hierarchical_emission_tags
is a bit misleading and could be removed. I thought I was fitting a hierarchical model by specifying them but then saw that they're not actually used. If not, could this functionality be restored by borrowing code fromHMM.__init__
or would it be much more complex than that?