Please refer to https://github.com/mossjacob/alfi for the up-to-date code and examples.
This library implements several Latent Force Models. These are all implemented in building blocks simplifying the creation of novel models or combinations.
We support analytical (exact) inference in addition to inducing point approximations for non-linear LFMs with ODEs and PDEs written in PyTorch.
See Jupyter notebooks in the docs/notebooks/ directory. The docs contain linear, non-linear (both variational and MCMC methods), and partial Latent Force Models. The notebooks also contain complete examples from the literature such as a replication of the analytical linear Latent Force Model from Lawrence et al., 2006
These notebooks should help get started with LaFoMo.
For analytical Latent Force Models, have a look at these notebooks carrying out exact inference in the directory:
notebooks/linear/*
For non-linear Latent Force Models, the variational approach is used, in the directory:
notebooks/nonlinear/*
notebooks/pde/*
notebooks/nn/*