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.