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Probabilistic Machine Learning in PyTorch

Pytorch Implementations for Probabilistic Machine Learning book by Kevin Murphy.

The implementations in here are in some way a trade-off between readability, execution speed and me trying to get stuff done quickly. This means that I only had limited time to optimize the code and that e.g. stuff that I could potentially parallelize is still being iterated over using a for loop.

It's also not a collection of solutions to the exercises in the book. Instead it's a collection of algorithms from the book that I found interesting or useful to implement.

Installation

pip install .

Implementations

11.4.2 EM for GMMs

17.4.2 Forwards Algorithm for HMMs with Gaussian likelihood

17.4.3 Forwards-Backwards Algorithm for HMMs with Gaussian likelihood

17.5.2 EM for HMMs with Gaussian likelihood