Finalized naming and requiremnts before making public

EEA-sensors · Jan 31, 2021 · 66b6ade · 66b6ade
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diff --git a/README.md b/README.md
@@ -33,8 +33,8 @@ Example
 -------
 
 ```python
-from pekf.parallel import ieks
-from pekf.utils import MVNormalParameters
+from parsmooth.parallel import ieks
+from parsmooth.utils import MVNormalParameters
 
 initial_guess = MVNormalParameters(...)
 data = ...

diff --git a/notebooks/READM.md b/notebooks/READM.md
@@ -0,0 +1,13 @@
+# Examples for the paper Temporal Parallelization of Bayesian Smoothers [1]
+
+### Author: [Adrien Corenflos](https://github.com/AdrienCorenflos/)
+
+These notebooks illustrate the parallel implementation of iterated Kalman filters and smoothers on GPU. They can be downloaded to be run locally or on Google Colab:
+
+### Last run with:
+jax==0.1.77   
+jaxlib==0.1.55+cuda101
+
+
+### References
+[1] Simo Särkkä and Ángel F. García-Fernández (2021). Temporal Parallelization of Bayesian Smoothers. IEEE Transactions on Automatic Control, Volume: 66, Issue: 1, Pages 299-306. arXiv: https://arxiv.org/abs/1905.13002 DOI: https://doi.org/10.1109/TAC.2020.2976316
diff --git a/notebooks/cubature_example.ipynb b/notebooks/cubature_example.ipynb
@@ -1,5 +1,19 @@
 {
  "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "!pip install git+https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers.git@master"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "If running on Colab please run the command above."
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -18,10 +32,10 @@
     "\n",
     "from jax.config import config\n",
     "\n",
-    "from pekf.parallel import ckf, cks, icks\n",
-    "from pekf.sequential import ckf as seq_ckf, cks as seq_cks, icks as seq_icks\n",
-    "from pekf.models.bearings import get_data, make_parameters, plot_bearings\n",
-    "from pekf.utils import MVNormalParameters\n",
+    "from parsmooth.parallel import ckf, cks, icks\n",
+    "from parsmooth.sequential import ckf as seq_ckf, cks as seq_cks, icks as seq_icks\n",
+    "from parsmooth.models.bearings import get_data, make_parameters, plot_bearings\n",
+    "from parsmooth.utils import MVNormalParameters\n",
     "\n",
     "config.update(\"jax_debug_nans\", True)\n",
     "config.update(\"jax_enable_x64\", True)"
@@ -255,9 +269,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "parallelEKF",
+   "display_name": "parsmooth",
    "language": "python",
-   "name": "parallelekf"
+   "name": "parsmooth"
   },
   "language_info": {
    "codemirror_mode": {
@@ -269,9 +283,9 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,
  "nbformat_minor": 4
-}
+}
diff --git a/notebooks/ekf_example.ipynb b/notebooks/ekf_example.ipynb
@@ -1,5 +1,19 @@
 {
  "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "!pip install git+https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers.git@master"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "If running on Colab please run the command above."
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -18,10 +32,10 @@
     "\n",
     "from jax.config import config\n",
     "\n",
-    "from pekf.parallel import ekf, eks, ieks\n",
-    "from pekf.sequential import ekf as seq_ekf, eks as seq_eks, ieks as seq_ieks\n",
-    "from pekf.models.bearings import get_data, make_parameters, plot_bearings\n",
-    "from pekf.utils import MVNormalParameters\n",
+    "from parsmooth.parallel import ekf, eks, ieks\n",
+    "from parsmooth.sequential import ekf as seq_ekf, eks as seq_eks, ieks as seq_ieks\n",
+    "from parsmooth.models.bearings import get_data, make_parameters, plot_bearings\n",
+    "from parsmooth.utils import MVNormalParameters\n",
     "\n",
     "config.update(\"jax_debug_nans\", True)\n",
     "config.update(\"jax_enable_x64\", True)"
@@ -271,9 +285,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "parallelEKF",
+   "display_name": "parsmooth",
    "language": "python",
-   "name": "parallelekf"
+   "name": "parsmooth"
   },
   "language_info": {
    "codemirror_mode": {
@@ -285,7 +299,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/notebooks/linear_test.ipynb b/notebooks/linear_test.ipynb
@@ -1,5 +1,19 @@
 {
  "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "!pip install git+https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers.git@master"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "If running on Colab please run the command above."
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -15,10 +29,10 @@
    "source": [
     "import jax.numpy as jnp\n",
     "from jax import jit\n",
-    "from pekf.parallel import ekf, eks\n",
-    "from pekf.sequential import ekf as seq_ekf, eks as seq_eks, ckf as seq_ckf, cks as seq_cks\n",
-    "from pekf.models.linear import get_data, make_parameters\n",
-    "from pekf.utils import MVNormalParameters"
+    "from parsmooth.parallel import ekf, eks\n",
+    "from parsmooth.sequential import ekf as seq_ekf, eks as seq_eks, ckf as seq_ckf, cks as seq_cks\n",
+    "from parsmooth.models.linear import get_data, make_parameters\n",
+    "from parsmooth.utils import MVNormalParameters"
    ]
   },
   {
@@ -37,8 +51,7 @@
      "name": "stderr",
      "output_type": "stream",
      "text": [
-      "/u/95/corenfa1/unix/PycharmProjects/parallelEKF/venv/lib/python3.7/site-packages/jax/lib/xla_bridge.py:130: UserWarning: No GPU/TPU found, falling back to CPU.\n",
-      "  warnings.warn('No GPU/TPU found, falling back to CPU.')\n"
+      "WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)\n"
      ]
     }
    ],
@@ -134,7 +147,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -152,20 +165,9 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 8,
+   "execution_count": null,
    "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "8.940697e-08\n",
-      "8.940697e-08\n",
-      "1.4901161e-08\n",
-      "1.4901161e-08\n"
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
     "print(jnp.max(jnp.abs(par_ekf_filtered.mean - seq_ekf_filtered.mean)))\n",
     "print(jnp.max(jnp.abs(par_ekf_filtered.mean - seq_ckf_filtered.mean)))\n",
@@ -183,7 +185,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 9,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -194,20 +196,9 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 10,
+   "execution_count": null,
    "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "5.9604645e-08\n",
-      "5.9604645e-08\n",
-      "2.9802322e-08\n",
-      "2.9802322e-08\n"
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
     "print(jnp.max(jnp.abs(par_eks_smoothed.mean - seq_eks_smoothed.mean)))\n",
     "print(jnp.max(jnp.abs(par_eks_smoothed.mean - seq_cks_smoothed.mean)))\n",
@@ -226,9 +217,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "parallelEKF",
+   "display_name": "parsmooth",
    "language": "python",
-   "name": "parallelekf"
+   "name": "parsmooth"
   },
   "language_info": {
    "codemirror_mode": {
@@ -240,7 +231,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/notebooks/runtime.ipynb b/notebooks/runtime.ipynb
@@ -1,5 +1,19 @@
 {
  "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "!pip install git+https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers.git@master"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "If running on Colab please run the command above."
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -103,10 +117,10 @@
     "import time\n",
     "import tqdm\n",
     "\n",
-    "from pekf.parallel import ieks, icks\n",
-    "from pekf.sequential import ieks as seq_ieks, icks as seq_icks\n",
-    "from pekf.models.bearings import get_data, make_parameters, plot_bearings\n",
-    "from pekf.utils import MVNormalParameters"
+    "from parsmooth.parallel import ieks, icks\n",
+    "from parsmooth.sequential import ieks as seq_ieks, icks as seq_icks\n",
+    "from parsmooth.models.bearings import get_data, make_parameters, plot_bearings\n",
+    "from parsmooth.utils import MVNormalParameters"
    ]
   },
   {
@@ -389,9 +403,9 @@
    "toc_visible": true
   },
   "kernelspec": {
-   "display_name": "parallelEKF",
+   "display_name": "parsmooth",
    "language": "python",
-   "name": "parallelekf"
+   "name": "parsmooth"
   },
   "language_info": {
    "codemirror_mode": {
@@ -403,7 +417,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/pekf/__init__.py → parsmooth/__init__.py b/pekf/__init__.py → parsmooth/__init__.py
diff --git a/pekf/cubature_common/__init__.py → parsmooth/cubature_common/__init__.py b/pekf/cubature_common/__init__.py → parsmooth/cubature_common/__init__.py
diff --git a/pekf/models/__init__.py → parsmooth/models/__init__.py b/pekf/models/__init__.py → parsmooth/models/__init__.py
diff --git a/pekf/models/bearings.py → parsmooth/models/bearings.py b/pekf/models/bearings.py → parsmooth/models/bearings.py
diff --git a/pekf/models/linear.py → parsmooth/models/linear.py b/pekf/models/linear.py → parsmooth/models/linear.py
diff --git a/pekf/parallel/__init__.py → parsmooth/parallel/__init__.py b/pekf/parallel/__init__.py → parsmooth/parallel/__init__.py
diff --git a/pekf/parallel/ckf.py → parsmooth/parallel/ckf.py b/pekf/parallel/ckf.py → parsmooth/parallel/ckf.py
@@ -4,7 +4,7 @@
 import jax.scipy.linalg as jlinalg
 from jax import lax, vmap
 
-from pekf.utils import MVNormalParameters, make_matrices_parameters
+from parsmooth.utils import MVNormalParameters, make_matrices_parameters
 from .operators import filtering_operator
 from ..cubature_common import get_sigma_points, get_mv_normal_parameters, covariance_sigma_points, SigmaPoints
 

diff --git a/pekf/parallel/cks.py → parsmooth/parallel/cks.py b/pekf/parallel/cks.py → parsmooth/parallel/cks.py
@@ -4,8 +4,8 @@
 import jax.scipy.linalg as jlinalg
 from jax import lax, vmap
 
-from pekf.parallel.ckf import filter_routine
-from pekf.utils import MVNormalParameters
+from parsmooth.parallel.ckf import filter_routine
+from parsmooth.utils import MVNormalParameters
 from .operators import smoothing_operator
 from ..cubature_common import get_sigma_points, SigmaPoints, get_mv_normal_parameters, covariance_sigma_points
 

diff --git a/pekf/parallel/ekf.py → parsmooth/parallel/ekf.py b/pekf/parallel/ekf.py → parsmooth/parallel/ekf.py
@@ -4,7 +4,7 @@
 import jax.scipy.linalg as jlinalg
 from jax import lax, vmap, jacfwd
 
-from pekf.utils import MVNormalParameters
+from parsmooth.utils import MVNormalParameters
 from .operators import filtering_operator
 
 

diff --git a/pekf/parallel/eks.py → parsmooth/parallel/eks.py b/pekf/parallel/eks.py → parsmooth/parallel/eks.py
@@ -4,7 +4,7 @@
 import jax.scipy.linalg as jlinalg
 from jax import lax, vmap, jacfwd
 
-from pekf.utils import MVNormalParameters
+from parsmooth.utils import MVNormalParameters
 from .ekf import filter_routine
 from .operators import smoothing_operator
 

diff --git a/pekf/parallel/operators.py → parsmooth/parallel/operators.py b/pekf/parallel/operators.py → parsmooth/parallel/operators.py
diff --git a/pekf/sequential/__init__.py → parsmooth/sequential/__init__.py b/pekf/sequential/__init__.py → parsmooth/sequential/__init__.py
diff --git a/pekf/sequential/cubature.py → parsmooth/sequential/cubature.py b/pekf/sequential/cubature.py → parsmooth/sequential/cubature.py
diff --git a/pekf/sequential/extended.py → parsmooth/sequential/extended.py b/pekf/sequential/extended.py → parsmooth/sequential/extended.py
diff --git a/pekf/utils.py → parsmooth/utils.py b/pekf/utils.py → parsmooth/utils.py