pypomp.core.results.PompTrainResult

class pypomp.core.results.PompTrainResult(method: str, execution_time: float | None, key: Array, timestamp: Timestamp = <factory>, theta: list[dict] = <factory>, traces_da: DataArray = <factory>, optimizer: Optimizer = <factory>, J: int = 0, M: int = 0, eta: LearningRate | None = None, alpha: float = 0.97, thresh: int = 0, alpha_cooling: float = 1.0)[source]

Bases: PompEstimationTracesMixin, PompBaseResult

Result from Pomp.train() method.

Methods

CLL([average])

Return conditional log-likelihoods as a DataFrame.

ESS([average])

Return Effective Sample Size as a DataFrame.

__init__(method, execution_time, key, ...)

merge(*results)

Merge multiple result objects of the same type.

print_summary([n])

Print a summary of this result.

to_dataframe([ignore_nan])

Convert result to DataFrame using traces_da.

traces()

Return traces DataFrame using traces_da.

Attributes

J

The number of particles used for filtering.

M

The number of iterations performed.

alpha

The discount factor for the gradient moving average.

alpha_cooling

The cooling factor for the discount factor.

eta

The learning rate object.

thresh

The resampling threshold used.

traces_da

Parameter traces and log-likelihoods across iterations.

optimizer

The optimizer used for training.

theta

The list of parameter sets used for the computation.

method

The name of the method that produced this result (e.g., 'pfilter', 'mif').

execution_time

Total execution time in seconds.

key

The JAX random key used for this execution.

timestamp

The date and time when the result was created.