quickest 0.1.1

Tools for studying change detection problems. The justification for this package is that there are libraries for studying Markov chains, and there are libraries for numeric optimisation, but there is no standalone library for optimising the parameters of a Markov decision process.

Install

Set up the workspace:

. .env
chmod +x scripts/*

Option 1. Install from source

Install poetry, pyenv, pylint, sphinx and pytest.

Build and install the library into the local pyenv environment:

make install

Option 2. Install from PyPI

This is not guaranteed to be the same version as the source in this repository. Check PyPI for the latest release date.

pip install quickest

Test

pytest

Use

Train a threshold

./scripts/train.sh

View the last experiment

./scripts/simulate.sh

Profile one training step

./scripts/profile.sh

Pass a -h flag to a bash script to see more instructions.

Documentation

Generate documentation:

make doc