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Support real-valued features #22

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fritzo opened this issue Aug 25, 2017 · 0 comments
Open
5 tasks

Support real-valued features #22

fritzo opened this issue Aug 25, 2017 · 0 comments
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difficulty: hard enhancement fun math

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fritzo commented Aug 25, 2017 •
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Support real-valued features for latent categorical and latent Gaussian states. For latent categorical states, this will correspond to a mixture of Gaussians under a normal-inverse-chi-squared prior. For latent Gaussian state, this will be a structured linear model.

  • PR Implement DataTable class for heterogeneous row-oriented data.
  • Implement ingest logic in format module.
  • Refactor training module to use DataTable
  • Refactor serving module to use DataTable
  • Refactor everything else to use DataTable
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