sekf 0.0.4a0

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

Subset Extended Kalman Filter

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

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

Installation

The only required dependencies aside from the standard library are numpy>=1.8.0 (for .npz file saving) and torch>=2.0.0 (for torch.func functions)

The sekf package can be installed using pip:

• pip install sekf to install from pypi
• 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

• documentation