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The Subset Extended Kalman Filter for online updates to neural network models as systems evolve.

Project description

Subset Extended Kalman Filter

Updating Neural Network models as changes in the underlying system occur:

  • slowly and monotonically (drift)
  • discretely (transfer learning)

Installation

The sekf package can be installed using pip (though it is not yet on the pip namespace) two ways:

  • pip install git+https://github.com/joshuaeh/Subset-Extended-Kalman-Filter.git to install from the github repository
  • clone the repository using git clone https://github.com/joshuaeh/Subset-Extended-Kalman-Filter.git, then install locally using pip install -e <path_to_repo>
  • If you are getting a ModuleNotFoundError, check that you are using the correct python environment. I've also found it helpful to declare the package name when installing locally using uv: uv pip install -e "sekf @ .".

TODO

  • pypi distribution for pip install sekf user guide
  • documentation

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