smolgp 0.0.1__tar.gz

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Files changed (44) hide show
  1. smolgp-0.0.1/.gitignore +16 -0
  2. smolgp-0.0.1/LICENSE +21 -0
  3. smolgp-0.0.1/PKG-INFO +40 -0
  4. smolgp-0.0.1/README.md +18 -0
  5. smolgp-0.0.1/pyproject.toml +57 -0
  6. smolgp-0.0.1/src/smolgp/__init__.py +23 -0
  7. smolgp-0.0.1/src/smolgp/gp.py +777 -0
  8. smolgp-0.0.1/src/smolgp/helpers.py +54 -0
  9. smolgp-0.0.1/src/smolgp/kernels/__init__.py +64 -0
  10. smolgp-0.0.1/src/smolgp/kernels/base.py +1202 -0
  11. smolgp-0.0.1/src/smolgp/kernels/integrated.py +373 -0
  12. smolgp-0.0.1/src/smolgp/solvers/__init__.py +42 -0
  13. smolgp-0.0.1/src/smolgp/solvers/integrated/__init__.py +16 -0
  14. smolgp-0.0.1/src/smolgp/solvers/integrated/kalman.py +129 -0
  15. smolgp-0.0.1/src/smolgp/solvers/integrated/parallel/kalman.py +401 -0
  16. smolgp-0.0.1/src/smolgp/solvers/integrated/parallel/rts.py +168 -0
  17. smolgp-0.0.1/src/smolgp/solvers/integrated/parallel/solver.py +313 -0
  18. smolgp-0.0.1/src/smolgp/solvers/integrated/rts.py +111 -0
  19. smolgp-0.0.1/src/smolgp/solvers/integrated/solver.py +280 -0
  20. smolgp-0.0.1/src/smolgp/solvers/kalman.py +113 -0
  21. smolgp-0.0.1/src/smolgp/solvers/parallel/kalman.py +258 -0
  22. smolgp-0.0.1/src/smolgp/solvers/parallel/rts.py +106 -0
  23. smolgp-0.0.1/src/smolgp/solvers/parallel/solver.py +251 -0
  24. smolgp-0.0.1/src/smolgp/solvers/rts.py +86 -0
  25. smolgp-0.0.1/src/smolgp/solvers/solver.py +242 -0
  26. smolgp-0.0.1/tests/__init__.py +0 -0
  27. smolgp-0.0.1/tests/benchmark/__init__.py +0 -0
  28. smolgp-0.0.1/tests/benchmark/benchmark.py +491 -0
  29. smolgp-0.0.1/tests/benchmark/figures/cond_benchmark.png +0 -0
  30. smolgp-0.0.1/tests/benchmark/figures/cond_int_benchmark.png +0 -0
  31. smolgp-0.0.1/tests/benchmark/figures/llh_benchmark.png +0 -0
  32. smolgp-0.0.1/tests/benchmark/figures/llh_int_benchmark.png +0 -0
  33. smolgp-0.0.1/tests/benchmark/figures/pred_benchmark.png +0 -0
  34. smolgp-0.0.1/tests/benchmark/figures/pred_int_benchmark.png +0 -0
  35. smolgp-0.0.1/tests/benchmark/funcs.py +136 -0
  36. smolgp-0.0.1/tests/benchmark/kernels.py +651 -0
  37. smolgp-0.0.1/tests/benchmark/plotting.py +84 -0
  38. smolgp-0.0.1/tests/benchmark/results/llh_benchmark.pkl +0 -0
  39. smolgp-0.0.1/tests/benchmark/run_benchmark.py +132 -0
  40. smolgp-0.0.1/tests/benchmark/testing-benchmark.ipynb +631 -0
  41. smolgp-0.0.1/tests/integrated-proof.ipynb +2589 -0
  42. smolgp-0.0.1/tests/testing-integrated.ipynb +2111 -0
  43. smolgp-0.0.1/tests/testing-kernels.ipynb +594 -0
  44. smolgp-0.0.1/tests/testing-multicomponent.ipynb +1213 -0
@@ -0,0 +1,16 @@
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+ *_version.py
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+ .coverage
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+ .nox
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+ .tox
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+ .coverage*
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+ /*.ipynb
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+ *.DAT
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+ docs/api/summary
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+ __pycache__
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+ *.egg-info
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+ uv.lock
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+
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+ .python-version
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+ .DS_Store
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+
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+ playground/
smolgp-0.0.1/LICENSE ADDED
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+ MIT License
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+
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+ Copyright (c) 2025 Ryan Rubenzahl
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+
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+ Permission is hereby granted, free of charge, to any person obtaining a copy
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+ of this software and associated documentation files (the "Software"), to deal
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+ in the Software without restriction, including without limitation the rights
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+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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+ SOFTWARE.
smolgp-0.0.1/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: smolgp
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+ Version: 0.0.1
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+ Summary: Gaussian Process State Space Models in Python/JAX
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+ Project-URL: Homepage, https://github.com/smolgp-dev/smolgp
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+ Project-URL: Issues, https://github.com/smolgp-dev/smolgp/issues
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+ Author-email: Ryan Rubenzahl <rrubenzahl@gmail.com>, Soichiro Hattori <soichiro.hattori@gmail.com>
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+ License: MIT
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+ License-File: LICENSE
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+ Classifier: Development Status :: 4 - Beta
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+ Classifier: Intended Audience :: Developers
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: License :: OSI Approved :: MIT License
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Programming Language :: Python
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+ Classifier: Programming Language :: Python :: 3
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+ Requires-Python: >=3.10
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+ Requires-Dist: equinox>=0.13.1
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+ Requires-Dist: jax>=0.6.2
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+ Requires-Dist: tinygp>=0.3.0
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+ Description-Content-Type: text/markdown
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+
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+ <p align="center">
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+ <img width="100" height="100" alt="smolgp-logo" src="https://github.com/user-attachments/assets/66c691c9-c4d3-4253-9587-82f50adda047"/><br>
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+ <strong>smolgp</strong><br>
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+ <i>State Space Models for O(Linear/Log) Gaussian Processes</i>
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+ </p>
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+
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+ `smolgp` is a Python/JAX extension of the [`tinygp`](https://github.com/dfm/tinygp) package that implements
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+ 1. A Kalman filter and RTS smoother as a `StateSpaceSolver` compatible with `tinygp`-like GP kernels.
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+ 2. An `IntegratedStateSpaceSolver` that can handle integrated (and possibly overlapping) measurements from mutliple instruments (see Rubenzahl and Hattori et al. in prep)
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+ 3. Parallelized versions of 1 (see [Särkkä and García-Fernández 2020](https://ieeexplore.ieee.org/document/9013038)) and 2 (see [Yaghoobi and Särkkä 2024](https://ieeexplore.ieee.org/abstract/document/10804629) and its [implementation](https://github.com/Fatemeh-Yaghoobi/Parallel-integrated-method?tab=readme-ov-file)) using `jax.lax.associative_scan`
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+
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+ TODO:
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+ - benchmark plots from paper/showing full GP vs. QSM GP vs. SSM vs. parallel SSM
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+ - doc/example useage
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+ - tests
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+
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+ Possible additions
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+ - define other kernels not in tinygp
smolgp-0.0.1/README.md ADDED
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+ <p align="center">
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+ <img width="100" height="100" alt="smolgp-logo" src="https://github.com/user-attachments/assets/66c691c9-c4d3-4253-9587-82f50adda047"/><br>
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+ <strong>smolgp</strong><br>
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+ <i>State Space Models for O(Linear/Log) Gaussian Processes</i>
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+ </p>
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+
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+ `smolgp` is a Python/JAX extension of the [`tinygp`](https://github.com/dfm/tinygp) package that implements
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+ 1. A Kalman filter and RTS smoother as a `StateSpaceSolver` compatible with `tinygp`-like GP kernels.
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+ 2. An `IntegratedStateSpaceSolver` that can handle integrated (and possibly overlapping) measurements from mutliple instruments (see Rubenzahl and Hattori et al. in prep)
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+ 3. Parallelized versions of 1 (see [Särkkä and García-Fernández 2020](https://ieeexplore.ieee.org/document/9013038)) and 2 (see [Yaghoobi and Särkkä 2024](https://ieeexplore.ieee.org/abstract/document/10804629) and its [implementation](https://github.com/Fatemeh-Yaghoobi/Parallel-integrated-method?tab=readme-ov-file)) using `jax.lax.associative_scan`
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+
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+ TODO:
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+ - benchmark plots from paper/showing full GP vs. QSM GP vs. SSM vs. parallel SSM
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+ - doc/example useage
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+ - tests
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+
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+ Possible additions
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+ - define other kernels not in tinygp
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+ [project]
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+ name = "smolgp"
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+ version = "0.0.1"
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+ description = "Gaussian Process State Space Models in Python/JAX"
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+ authors = [{ name = "Ryan Rubenzahl", email = "rrubenzahl@gmail.com" },
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+ { name = "Soichiro Hattori", email = "soichiro.hattori@gmail.com"}]
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+ readme = "README.md"
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+ requires-python = ">=3.10"
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+ license = { text = "MIT" }
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+ classifiers = [
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+ "Development Status :: 4 - Beta",
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+ "Intended Audience :: Developers",
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+ "Intended Audience :: Science/Research",
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+ "License :: OSI Approved :: MIT License",
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+ "Operating System :: OS Independent",
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+ "Programming Language :: Python",
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+ "Programming Language :: Python :: 3",
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+ ]
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+ dependencies = [
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+ "equinox>=0.13.1",
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+ "jax>=0.6.2",
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+ "tinygp>=0.3.0",
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+ ]
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+
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+ [dependency-groups]
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+ dev = [
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+ "astropy>=6.1.7",
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+ "jupyter>=1.1.1",
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+ "matplotlib>=3.10.6",
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+ ]
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+ cuda12 = ["jax[cuda12]"]
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+ cuda13 = ["jax[cuda13]"]
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+
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+ [tool.uv]
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+ conflicts = [
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+ [
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+ {group = "cuda12"},
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+ {group = "cuda13"}
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+ ]
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+ ]
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+
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+ [project.urls]
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+ Homepage = "https://github.com/smolgp-dev/smolgp"
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+ Issues = "https://github.com/smolgp-dev/smolgp/issues"
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+
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+ [build-system]
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+ requires = ["hatchling >= 1.26"]
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+ build-backend = "hatchling.build"
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+
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+ [tool.uv.sources]
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+ tinygp = { git = "https://github.com/dfm/tinygp" }
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+
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+ [tool.ruff]
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+ ignore = ["E731", # lambda functions
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+ "E741", # ambiguous variable names (e.g. I)
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+ "E743", # ambiguous function names (e.g. I)
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+ ]
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+ """
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+ ``smolgp`` is designed to be a drop-in extension of the `tinygp <https://github.com/dfm/tinygp>`_
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+ library for building Gaussian Process (GP) models in Python. It is also built
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+ on top of `jax <https://github.com/google/jax>`_. ``smolgp`` uses state space
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+ representations of Gaussian Processes to implement linear-time (or up to logN with
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+ parallelization on GPU) solvers for GP regression and forecasting. It also implements
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+ "integrated" kernels that can model time-averaged measurements, such as those from
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+ long-exposure astronomical observations, which can also be solved in linear time and is
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+ compatible with the parallel methods.
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+
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+ The primary way that you will use to interact with ``smolgp`` is by constructing
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+ "kernel" functions using the building blocks provided in the ``kernels``
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+ subpackage (see :ref:`api-kernels`), and then passing that to a
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+ :class:`GaussianProcess` object to do all the computations. Check out the
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+ :ref:`tutorials` for a more complete introduction.
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+ """
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+
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+ from smolgp import (
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+ kernels as kernels,
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+ solvers as solvers,
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+ )
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+ from smolgp.gp import GaussianProcess as GaussianProcess
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+ # from smolgp.smolgp_version import __version__ as __version__