SSMBook/_build/jupyter_execute/chapters/scratchpad.py

#!/usr/bin/env python
# coding: utf-8

# In[1]:


### Import standard libraries

import abc
from dataclasses import dataclass
import functools
from functools import partial
import itertools
import matplotlib.pyplot as plt
import numpy as np
from typing import Any, Callable, NamedTuple, Optional, Union, Tuple

import jax
import jax.numpy as jnp
from jax import lax, vmap, jit, grad
#from jax.scipy.special import logit
#from jax.nn import softmax
import jax.random as jr



import distrax
import optax

import jsl
import ssm_jax


# In[2]:


import inspect
import inspect as py_inspect
import rich
from rich import inspect as r_inspect
from rich import print as r_print

def print_source(fname):
    r_print(py_inspect.getsource(fname))


# In[3]:


# meta-data does not work yet in VScode
# https://github.com/microsoft/vscode-jupyter/issues/1121

{
    "tags": [
        "hide-cell"
    ]
}


### Install necessary libraries

try:
    import jax
except:
    # For cuda version, see https://github.com/google/jax#installation
    get_ipython().run_line_magic('pip', 'install --upgrade "jax[cpu]"')
    import jax

try:
    import distrax
except:
    get_ipython().run_line_magic('pip', 'install --upgrade  distrax')
    import distrax

try:
    import jsl
except:
    get_ipython().run_line_magic('pip', 'install git+https://github.com/probml/jsl')
    import jsl

try:
    import rich
except:
    get_ipython().run_line_magic('pip', 'install rich')
    import rich



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# In[4]:


{
    "tags": [
        "hide-cell"
    ]
}


### Import standard libraries

import abc
from dataclasses import dataclass
import functools
import itertools

from typing import Any, Callable, NamedTuple, Optional, Union, Tuple

import matplotlib.pyplot as plt
import numpy as np


import jax
import jax.numpy as jnp
from jax import lax, vmap, jit, grad
from jax.scipy.special import logit
from jax.nn import softmax
from functools import partial
from jax.random import PRNGKey, split

import inspect
import inspect as py_inspect
import rich
from rich import inspect as r_inspect
from rich import print as r_print

def print_source(fname):
    r_print(py_inspect.getsource(fname))


# In[5]:


import ssm_jax
from ssm_jax.hmm.models import GaussianHMM

print_source(GaussianHMM)


# In[6]:


# Set dimensions
num_states = 5
emission_dim = 2

# Specify parameters of the HMM
initial_probs = jnp.ones(num_states) / num_states
transition_matrix = 0.95 * jnp.eye(num_states) + 0.05 * jnp.roll(jnp.eye(num_states), 1, axis=1)
emission_means = jnp.column_stack([
    jnp.cos(jnp.linspace(0, 2 * jnp.pi, num_states+1))[:-1],
    jnp.sin(jnp.linspace(0, 2 * jnp.pi, num_states+1))[:-1]
])
emission_covs = jnp.tile(0.1**2 * jnp.eye(emission_dim), (num_states, 1, 1))

hmm = GaussianHMM(initial_probs,
                       transition_matrix,
                       emission_means, 
                       emission_covs)

print_source(hmm.sample)


# In[7]:


import distrax
from distrax import HMM

A = np.array([
    [0.95, 0.05],
    [0.10, 0.90]
])

# observation matrix
B = np.array([
    [1/6, 1/6, 1/6, 1/6, 1/6, 1/6], # fair die
    [1/10, 1/10, 1/10, 1/10, 1/10, 5/10] # loaded die
])

pi = np.array([0.5, 0.5])

(nstates, nobs) = np.shape(B)

hmm = HMM(trans_dist=distrax.Categorical(probs=A),
            init_dist=distrax.Categorical(probs=pi),
            obs_dist=distrax.Categorical(probs=B))

print(hmm)


# In[8]:


print_source(hmm.sample)


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