HEAD | 04dbb37 | Goodness-of-fit diagnostics for Hawkes EM algorithm (#507) * Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * try get more python working on windows * Fix usage of threshold in _index_left and _t_left * Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * Fix usage of threshold in _index_left and _t_left * Example - QQplot of simulated Hawkes process * Examples - QQ plot of Hawkes EM algo * TimeFunction - fix future max * HawkesEM test - test 3 rtol * HawkesKernelTiemFunc - get norm using time_func * Clean comments in hawkes em test] --------- Co-authored-by: dekken <philip.deegan@gmail.com> Co-authored-by: claudio <claudio.bellani01@gmail.com> | 05 March 2023, 00:16:57 UTC |
refs/heads/Add-Barzilai-Bornstein-to-ConvSCCS | b63fb65 | Basic addition of bb. I get NaN values in estimated coefficients when performing cross validation or bootstrap for some reason | 24 October 2019, 13:36:18 UTC |
refs/heads/ConvSCCS-p-values-and-power | f34c21d | Make Bootstrap metrics compliant with eventual NaNs in coeffs | 16 January 2020, 09:44:32 UTC |
refs/heads/Peng-Custom1sumexp-with-Lag | fd08afe | commit - 17h30 lundi tested no-lag | 10 October 2018, 09:42:31 UTC |
refs/heads/Peng-Exp-Lag | ccc8ac4 | Test OK. Hawkes Exp lagged kernel. | 19 September 2018, 13:18:36 UTC |
refs/heads/Peng-SumExp-Lag | ed712ed | SumExp with lag tested | 19 September 2018, 19:59:48 UTC |
refs/heads/Peng-SumExpLeastSq | 712927c | Remove /n_total_jumps in hawkes_fixed_kern_loglik.cpp, for loss and grad, loss_and_grad | 22 December 2019, 18:45:48 UTC |
refs/heads/TICK-367-oscar-penalization | 66e0322 | TICK-367 ProxOscar running | 03 August 2017, 00:36:47 UTC |
refs/heads/TICK-406-add-learner-for-hawkes-sdca | 7dc1eb6 | Hawkes dual init | 11 May 2018, 09:11:05 UTC |
refs/heads/add-hawkes-custom-peng | 40abc5d | Test, removing the positive constraints on agd solver | 15 September 2018, 19:24:23 UTC |
refs/heads/add-hawkes-earthquake-example | 4b8cbef | Add Hawkes earthquake aftershocks study example | 05 March 2019, 15:03:00 UTC |
refs/heads/atomic-sdca | 6e5d0a6 | Clean SDCA | 02 October 2018, 15:01:58 UTC |
refs/heads/clean-atomic-sdca | 62ff07e | experiments file | 04 February 2019, 11:39:16 UTC |
refs/heads/compare-scikit-speed | daad8fc | Add timeout threadpool and kdd2012 and criteo datasets | 23 January 2018, 13:50:37 UTC |
refs/heads/compare-scikit-speed_rebased | f97f9bf | rebased | 08 July 2019, 11:49:33 UTC |
refs/heads/gh-pages | b4dc8a4 | v.0.6 | 12 September 2019, 10:18:06 UTC |
refs/heads/jmlr-experiments | e8f95b0 | Add csv | 24 February 2020, 10:01:26 UTC |
refs/heads/longitudinal-preprocessor-parallelization | 04f35d6 | Parallelize longitudinal preprocessors | 25 May 2018, 11:07:57 UTC |
refs/heads/master | 04dbb37 | Goodness-of-fit diagnostics for Hawkes EM algorithm (#507) * Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * try get more python working on windows * Fix usage of threshold in _index_left and _t_left * Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * Fix usage of threshold in _index_left and _t_left * Example - QQplot of simulated Hawkes process * Examples - QQ plot of Hawkes EM algo * TimeFunction - fix future max * HawkesEM test - test 3 rtol * HawkesKernelTiemFunc - get norm using time_func * Clean comments in hawkes em test] --------- Co-authored-by: dekken <philip.deegan@gmail.com> Co-authored-by: claudio <claudio.bellani01@gmail.com> | 05 March 2023, 00:16:57 UTC |
refs/heads/online | f1091e7 | online_forest_viz | 14 June 2018, 09:47:51 UTC |
refs/heads/online-forest | da70e90 | .. | 12 January 2018, 20:28:23 UTC |
refs/heads/publish_test | 0a4494e | version bump before github action pip publish test | 11 August 2020, 12:36:38 UTC |
refs/heads/re-online | 5351dbc | ... | 03 July 2019, 16:44:13 UTC |
refs/heads/rebased-custom-hawkes-peng | d577ced | Peng-Exp-Lag (most of hopefully) | 19 November 2018, 14:26:13 UTC |
refs/heads/set-better-default-step-for-learner | f0888de | Set default step for GLM and l2 penalization to a better value Useful for comparison with scikit. | 23 February 2018, 09:55:58 UTC |
refs/heads/smp | 0cd9f31 | ... | 12 July 2019, 15:01:40 UTC |
refs/remotes/dekken/re-org | 2ec7ff5 | #127 - restructure | 27 November 2017, 12:42:48 UTC |
refs/tags/0.2.1 | 97f9528 | Merge pull request #52 from X-DataInitiative/TICK-388-build-and-release-v02 TICK-388 Upgrade version | 26 July 2017, 14:53:51 UTC |
refs/tags/v0.3 | 7872bdc | Merge pull request #70 from X-DataInitiative/TICK-363-solvers-docstrings TICK-363 Improvement of the solvers docstrings | 26 October 2017, 15:56:07 UTC |
refs/tags/v0.4 | 3ae4697 | Merge pull request #156 from Dekken/v0.4 prepare for v0.4 - fix manifest | 31 January 2018, 08:43:37 UTC |
refs/tags/v0.5 | 9b04948 | Merge pull request #312 from X-DataInitiative/v0.5.0 v0.5.0 release | 09 November 2018, 18:32:43 UTC |
refs/tags/v0.6 | 7fa62a4 | Merge pull request #394 from Dekken/v0.6 version number increase | 11 September 2019, 09:11:19 UTC |