10 ms·

Kalman and Bayesian Filters in Python

215 points by cast42 12y ago

lovelearning 12y ago
I have just started, and will likely take a couple of days to finish, but I already like what I've read so far. I really appreciate this author (Roger Labbe, yes?) as well as all the other authors of these online interactive ebooks or whatever they're called ("interabooks"?) for taking the time to prepare such comprehensive and informative material, purely to help others. Surely, preparing something like this could not have been easy or quick. The other day there was a fantastic one on digital signal processing, and today this. Really, a big thanks to all you e-authors out there!
- Bootvis 12y ago
  If you're one of those authors I too would like to thank you. Also I like to toot my own horn and help you. With some help I built ipy_pep8[1]. It helps iPython Notebook authors to make their code pep8 valid. It has already been used to improve "Probabilistic Programming and Bayesian Methods for Hackers". [1]: https://github.com/bobjansen/ipy_pep8 https://github.com/bobjansen/ipy_pep8 [2]: http://nbviewer.ipython.org/github/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/Prologue/Prologue.ipynb http://nbviewer.ipython.org/github/CamDavidsonPilon/Probabil...
  - RogerL 12y ago
    Sweet tool; I didn't know about it. I will be running it tonight against my source.
    - Bootvis 12y ago
      Cool! Please let me know what you think.
  - lovelearning 12y ago
    Sadly, I'm not one :(. But I do use iPython a lot, and will check out your tool. Thanks for the link!
    - Bootvis 12y ago
      It's a gteat way to contribute to existing projects ;)
whatok 12y ago
Just got started on this over the weekend and was really impressed with not only the content but the presentation as well. Really enjoy learning through iPython notebooks (now Jupyter) and can only imagine things getting better in the future.
- splike 12y ago
  My Machine Learning professor uses iPython notebooks to teach the content in a format much like this. I think its a fantastic way to present it. You have working code snippets right next to theoretical LaTeX formulas and all of the text and matplotlib graphs to explain it.
RogerL 12y ago
Author here. I struggle a lot with the choice of medium. In many senses Jupyter (IPython Notebook) is fanstastic in terms of workflow. With latex+external program+external data+external output it is hard to keep everything in sync. Here, it all happens in one place. And, of course, it should make it easier for the reader. "What happens if I change this constant?" (A normal question with scientific processing). Trivial to find out in the notebook; much more painful with a paper book. OTOH, latex is mature technology, and I mean that in in the most positive way possible. I don't have to worry that version 1.7 is coming out tomorrow, and that \int will no longer display an integral sign. I would like to make the book much more interactive - go all 'Bret Victor' on it, but at what cost? I just tried to use Plotly, for example, but they don't support the current version of matplotlib; they are skipping a version for whatever reason. I can't expect readers to play the version war just to read a book. Even with core Python+scipy stack I have doomed myself to endless maintenance as new, breaking changes occur. That is not hypothetical; IPython changed the format of the notebooks, and there went a weekend of work. And, with all of that said, I think most are just reading the PDF version, or using the static nbviewer rendering, not running it locally on their machine. Heck, that is how I read the other IPython books - in nbviewer or PDF form. You know what you can do in PDF that you can't do in Jupyter? Search. I can ctrl+f in a PDF and search an entire book; in Jupyter, which has no concept of a 'book', I have to go from notebook to notebook. Anyway, I welcome ideas on how to approach this. I come from a world of C++ where code I wrote in 1995 is still running today, and still compiles with the latest compilers. I'm sure I'm not approaching this problem optimally due to lack of experience in web based mediums. But I do fear, not unreasonably, that once I move on the book will become essentially inaccessible in just 10-20 years or so.
- edwintorok 12y ago
  Wasn't there a way to run the IPython notebook with a javascript kernel in the browser? At least that is how iocaml notebooks work (which AFAICT are IPython compatible): you have the full OCaml interpreter running as javascript and can edit any cells: http://gazagnaire.org/fuconf14/ http://gazagnaire.org/fuconf14/ This seems to be the Python equivalent: https://github.com/minrk/jskernel https://github.com/minrk/jskernel
gdubya 12y ago
I really like the subtle hat-tip to Star Wars with the use of TIE fighters in the graphs. (see http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/01_g-h_filter.ipynb http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesia...)
- engi_nerd 12y ago
  I see error bars...I really don't think those were intended to be anything but error bars.
  - RogerL 12y ago
    Total accident. Is it not clear to some that these are error bars?
    - engi_nerd 12y ago
      Apparently there was some confusion, but from my perspective it was perfectly clear.
epenn 12y ago
> I with IPython Notebook had spell check, but it doesn't seem to. I got a chuckle out of this. :) PS, I love the presentation thus far.

215 points by cast42 12y ago

I have just started, and will likely take a couple of days to finish, but I already like what I've read so far. I really appreciate this author (Roger Labbe, yes?) as well as all the other authors of these online interactive ebooks or whatever they're called ("interabooks"?) for taking the time to prepare such comprehensive and informative material, purely to help others. Surely, preparing something like this could not have been easy or quick. The other day there was a fantastic one on digital signal processing, and today this. Really, a big thanks to all you e-authors out there!

Bootvis 12y ago
If you're one of those authors I too would like to thank you. Also I like to toot my own horn and help you. With some help I built ipy_pep8[1]. It helps iPython Notebook authors to make their code pep8 valid. It has already been used to improve "Probabilistic Programming and Bayesian Methods for Hackers". [1]: https://github.com/bobjansen/ipy_pep8 https://github.com/bobjansen/ipy_pep8 [2]: http://nbviewer.ipython.org/github/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/Prologue/Prologue.ipynb http://nbviewer.ipython.org/github/CamDavidsonPilon/Probabil...
- RogerL 12y ago
  Sweet tool; I didn't know about it. I will be running it tonight against my source.
  - Bootvis 12y ago
    Cool! Please let me know what you think.
- lovelearning 12y ago
  Sadly, I'm not one :(. But I do use iPython a lot, and will check out your tool. Thanks for the link!
  - Bootvis 12y ago
    It's a gteat way to contribute to existing projects ;)

whatok 12y ago

Just got started on this over the weekend and was really impressed with not only the content but the presentation as well. Really enjoy learning through iPython notebooks (now Jupyter) and can only imagine things getting better in the future.

splike 12y ago
My Machine Learning professor uses iPython notebooks to teach the content in a format much like this. I think its a fantastic way to present it. You have working code snippets right next to theoretical LaTeX formulas and all of the text and matplotlib graphs to explain it.

RogerL 12y ago

Author here. I struggle a lot with the choice of medium. In many senses Jupyter (IPython Notebook) is fanstastic in terms of workflow. With latex+external program+external data+external output it is hard to keep everything in sync. Here, it all happens in one place. And, of course, it should make it easier for the reader. "What happens if I change this constant?" (A normal question with scientific processing). Trivial to find out in the notebook; much more painful with a paper book. OTOH, latex is mature technology, and I mean that in in the most positive way possible. I don't have to worry that version 1.7 is coming out tomorrow, and that \int will no longer display an integral sign. I would like to make the book much more interactive - go all 'Bret Victor' on it, but at what cost? I just tried to use Plotly, for example, but they don't support the current version of matplotlib; they are skipping a version for whatever reason. I can't expect readers to play the version war just to read a book. Even with core Python+scipy stack I have doomed myself to endless maintenance as new, breaking changes occur. That is not hypothetical; IPython changed the format of the notebooks, and there went a weekend of work. And, with all of that said, I think most are just reading the PDF version, or using the static nbviewer rendering, not running it locally on their machine. Heck, that is how I read the other IPython books - in nbviewer or PDF form. You know what you can do in PDF that you can't do in Jupyter? Search. I can ctrl+f in a PDF and search an entire book; in Jupyter, which has no concept of a 'book', I have to go from notebook to notebook. Anyway, I welcome ideas on how to approach this. I come from a world of C++ where code I wrote in 1995 is still running today, and still compiles with the latest compilers. I'm sure I'm not approaching this problem optimally due to lack of experience in web based mediums. But I do fear, not unreasonably, that once I move on the book will become essentially inaccessible in just 10-20 years or so.

edwintorok 12y ago
Wasn't there a way to run the IPython notebook with a javascript kernel in the browser? At least that is how iocaml notebooks work (which AFAICT are IPython compatible): you have the full OCaml interpreter running as javascript and can edit any cells: http://gazagnaire.org/fuconf14/ http://gazagnaire.org/fuconf14/ This seems to be the Python equivalent: https://github.com/minrk/jskernel https://github.com/minrk/jskernel

gdubya 12y ago

I really like the subtle hat-tip to Star Wars with the use of TIE fighters in the graphs. (see http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/01_g-h_filter.ipynb http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesia...)

engi_nerd 12y ago
I see error bars...I really don't think those were intended to be anything but error bars.
- RogerL 12y ago
  Total accident. Is it not clear to some that these are error bars?
  - engi_nerd 12y ago
    Apparently there was some confusion, but from my perspective it was perfectly clear.

epenn 12y ago

> I with IPython Notebook had spell check, but it doesn't seem to. I got a chuckle out of this. :) PS, I love the presentation thus far.