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Hawkes Cumulant Matching - PyTorch implementation #506

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We give two implementations of HawkesCumulantMatching: one with tensorflow HawkesCumulantMatchingTf, and one with pytorch HawkesCumulantMatchingPyT.

This draft PR incorporates #505

claudio-ICL and others added 30 commits December 9, 2022 17:48
pytorch-hawkes-cumulant

 On branch pytorch-hawkes-cumulant
 Your branch is ahead of 'origin/pytorch-hawkes-cumulant' by 1 commit.
   (use "git push" to publish your local commits)

 All conflicts fixed but you are still merging.

 Changes to be committed:
	modified:   ../../../.github/workflows/build_nix.yml
	modified:   ../../../lib/cpp/hawkes/inference/hawkes_cumulant.cpp
	modified:   ../../../lib/cpp/hawkes/simulation/simu_hawkes.cpp
	modified:   ../../../lib/cpp/hawkes/simulation/simu_point_process.cpp
	modified:   ../../../lib/include/tick/hawkes/inference/hawkes_cumulant.h
	modified:   ../../../lib/swig/tick/hawkes/inference/hawkes_cumulant.i
	modified:   hawkes_cumulant_matching.py
	modified:   tests/hawkes_cumulant_matching_test.py
 On branch tensorflow-v1-hawkes-cumulants
 Your branch is up-to-date with 'origin/tensorflow-v1-hawkes-cumulants'.

 Changes to be committed:
	modified:   lib/cpp/hawkes/inference/hawkes_cumulant.cpp
	modified:   lib/include/tick/hawkes/inference/hawkes_cumulant.h
	modified:   lib/swig/tick/hawkes/inference/hawkes_cumulant.i
	modified:   tick/hawkes/inference/hawkes_cumulant_matching.py
Conflicts:
	.github/workflows/build_nix.yml
	tick/hawkes/inference/hawkes_cumulant_matching.py
'tensorflow-v1-hawkes-cumulants' into 'pytorch-hawkes-cumulant'
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2 participants