Jesse Grabowski
Jesse Grabowski
Is P0 the initial state covariance matrix or the square root of the initial state covariance matrix?
I'm not sure I follow your point about P0 not mattering after the first update. x0 and P0 are taken to be predictions $x_{1|0}$ and $P_{1|0}$ (following Durbin and Koopsman),...
Is P0 the initial state covariance matrix or the square root of the initial state covariance matrix?
Sure, we can change the order of the names as a short term solution. But I still think they are bad names, before if you set `{"cycle_init":[A0, B0]}` with neither...
Fix for the elipsis bug was merged yesterday. I installed from their main and the tests now pass, which is nice! I guess we will have to wait for them...
Also tests that are failing on CI are passing for me locally, so I don't really know what's going on with that.
Is there any `opt` in `opt_einsum`? I thought using that was value-add over plain numpy.
Yes, I am also looking at this now. It's a jax bug that can be recreated easily: ``` import jax jax.jit(jax.numpy.tri)(3, 3, 0) ``` We can ignore it. Looks like...
Opened an issue here: https://github.com/google/jax/issues/22751 I'll hit the docstrings ASAP if that's all that's holding this up
First pass on docstrings. Working on the doctests revealed two things: 1. Our implementation of `_delta` does not agree with that of JAX: ```python from jax._src.lax.lax import _delta as jax_delta...
I understand it's optional, but it also shouldn't be discarded if available no?
Draft of the JAX overload. Need your input on the `Pad` `OpFromGraph`. I needed some way to hang on to the keyword arguments. It seems like there might be a...