Allow different types for elementwise log (#100)

* Allow different type for elementwise log

* Bump

* Fix kwarg

* Fix init

* Fix test and CI

Author: gdalle

.github/workflows/test.yml

@@ -12,24 +12,23 @@ concurrency:
   cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 jobs:
   test:
-    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
-    runs-on: ${{ matrix.os }}
+    name: Julia ${{ matrix.version }} - ${{ github.event_name }}
+    runs-on: ubuntu-latest
     strategy:
       fail-fast: false
       matrix:
         version:
+          - '1.9'
           - '1'
         os:
           - ubuntu-latest
-        arch:
-          - x64
     steps:
-      - uses: actions/checkout@v2
-      - uses: julia-actions/setup-julia@v1
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.version }}
-          arch: ${{ matrix.arch }}
-      - uses: julia-actions/cache@v1
+          arch: x64
+      - uses: julia-actions/cache@v2
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
       - uses: julia-actions/julia-processcoverage@v1

Project.toml

@@ -1,7 +1,7 @@
 name = "HiddenMarkovModels"
 uuid = "84ca31d5-effc-45e0-bfda-5a68cd981f47"
 authors = ["Guillaume Dalle"]
-version = "0.5.1"
+version = "0.5.2"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

examples/basics.jl

@@ -189,7 +189,7 @@ This is important to keep in mind when testing new models.
 In many applications, we have access to various observation sequences of different lengths.
 =#
 
-nb_seqs = 100
+nb_seqs = 300
 long_obs_seqs = [last(rand(rng, hmm, rand(rng, 100:200))) for k in 1:nb_seqs];
 typeof(long_obs_seqs)
 
@@ -261,3 +261,4 @@ control_seq = fill(nothing, last(seq_ends));  #src
 test_identical_hmmbase(rng, hmm, 100; hmm_guess)  #src
 test_coherent_algorithms(rng, hmm, control_seq; seq_ends, hmm_guess)  #src
 test_type_stability(rng, hmm, control_seq; seq_ends, hmm_guess)  #src
+test_identical_hmmbase(rng, transpose_hmm(hmm), 100; hmm_guess=transpose_hmm(hmm_guess))  #src

libs/HMMTest/src/HMMTest.jl

@@ -9,11 +9,13 @@ using Random: AbstractRNG
 using Statistics: mean
 using Test: @test, @testset, @test_broken
 
+export transpose_hmm
 export test_equal_hmms, test_coherent_algorithms
 export test_identical_hmmbase
 export test_allocations
 export test_type_stability
 
+include("utils.jl")
 include("coherence.jl")
 include("allocations.jl")
 include("hmmbase.jl")

libs/HMMTest/src/utils.jl

@@ -0,0 +1,8 @@
+function transpose_hmm(hmm::HMM)
+    init = initialization(hmm)
+    trans = transition_matrix(hmm)
+    dists = obs_distributions(hmm)
+    trans_transpose = transpose(convert(typeof(trans), transpose(trans)))
+    @assert trans_transpose == trans
+    return HMM(init, trans_transpose, dists)
+end

src/types/hmm.jl

@@ -7,21 +7,31 @@ Basic implementation of an HMM.
 
 $(TYPEDFIELDS)
 """
-struct HMM{V<:AbstractVector,M<:AbstractMatrix,VD<:AbstractVector} <: AbstractHMM
+struct HMM{
+    V<:AbstractVector,
+    M<:AbstractMatrix,
+    VD<:AbstractVector,
+    Vl<:AbstractVector,
+    Ml<:AbstractMatrix,
+} <: AbstractHMM
     "initial state probabilities"
     init::V
     "state transition probabilities"
     trans::M
     "observation distributions"
     dists::VD
     "logarithms of initial state probabilities"
-    loginit::V
+    loginit::Vl
     "logarithms of state transition probabilities"
-    logtrans::M
+    logtrans::Ml
 
     function HMM(init::AbstractVector, trans::AbstractMatrix, dists::AbstractVector)
-        hmm = new{typeof(init),typeof(trans),typeof(dists)}(
-            init, trans, dists, elementwise_log(init), elementwise_log(trans)
+        log_init = elementwise_log(init)
+        log_trans = elementwise_log(trans)
+        hmm = new{
+            typeof(init),typeof(trans),typeof(dists),typeof(log_init),typeof(log_trans)
+        }(
+            init, trans, dists, log_init, log_trans
         )
         @argcheck valid_hmm(hmm)
         return hmm