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Hawkes Cumulant Matching - PyTorch implementation #506
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Hawkes Cumulant Matching - PyTorch implementation #506
claudio-ICL
wants to merge
32
commits into
X-DataInitiative:master
from
claudio-ICL:pytorch-hawkes-cumulant
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pytorch-hawkes-cumulant On branch pytorch-hawkes-cumulant Your branch is ahead of 'origin/pytorch-hawkes-cumulant' by 1 commit. (use "git push" to publish your local commits) All conflicts fixed but you are still merging. Changes to be committed: modified: ../../../.github/workflows/build_nix.yml modified: ../../../lib/cpp/hawkes/inference/hawkes_cumulant.cpp modified: ../../../lib/cpp/hawkes/simulation/simu_hawkes.cpp modified: ../../../lib/cpp/hawkes/simulation/simu_point_process.cpp modified: ../../../lib/include/tick/hawkes/inference/hawkes_cumulant.h modified: ../../../lib/swig/tick/hawkes/inference/hawkes_cumulant.i modified: hawkes_cumulant_matching.py modified: tests/hawkes_cumulant_matching_test.py
On branch tensorflow-v1-hawkes-cumulants Your branch is up-to-date with 'origin/tensorflow-v1-hawkes-cumulants'. Changes to be committed: modified: lib/cpp/hawkes/inference/hawkes_cumulant.cpp modified: lib/include/tick/hawkes/inference/hawkes_cumulant.h modified: lib/swig/tick/hawkes/inference/hawkes_cumulant.i modified: tick/hawkes/inference/hawkes_cumulant_matching.py
Conflicts: .github/workflows/build_nix.yml tick/hawkes/inference/hawkes_cumulant_matching.py
'tensorflow-v1-hawkes-cumulants' into 'pytorch-hawkes-cumulant'
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We give two implementations of
HawkesCumulantMatching
: one with tensorflowHawkesCumulantMatchingTf
, and one with pytorchHawkesCumulantMatchingPyT
.This draft PR incorporates #505