Comment Comment by Aeolus98 A while ago I had to do a complex ML task.It involved tons of time series data that followed a state machine, with very little training data.A useful algorithm to force a series of noisy predictions to follow a state machine is the Viterbi decoder.Numba let me write a JITted version that got order of magnitude improvements, especially when there were over 10^8 time series points.It's a great piece of software, if a bit finicky sometimes. parent Aeolus98 9 years ago
It involved tons of time series data that followed a state machine, with very little training data.
A useful algorithm to force a series of noisy predictions to follow a state machine is the Viterbi decoder.
Numba let me write a JITted version that got order of magnitude improvements, especially when there were over 10^8 time series points.
It's a great piece of software, if a bit finicky sometimes.