Giter VIP home page Giter VIP logo

Comments (4)

torfjelde avatar torfjelde commented on June 12, 2024 1

Can we define a generalization of the bijectors used for lower bounded, upper bounded and both? Would a coupling flow be useful here?

Yeah, so that's one approach that came up at some point where we basically define a TrunactedBijector which just reimplements the link and invlink for these distributions. You could do something like

# Could also implement this for the case of `Bijector{1}`
struct TruncatedBijector{T} <: Bijector{0}
    lb::T
    ub::T
end

function (b::TruncatedBijector)(x::Real)
    a, b = b.lb, b.ub
    lowerbounded, upperbounded = isfinite(a), isfinite(b)
    if lowerbounded && upperbounded
        return StatsFuns.logit((x - a) / (b - a))
    elseif lowerbounded
        return log(x - a)
    elseif upperbounded
        return log(b - x)
    else
        return x
    end 
end

function (ib::Inversed{<:TruncatedBijector})(y::Real)
    a, b = ib.orig.lb, ib.orig.ub
    lowerbounded, upperbounded = isfinite(a), isfinite(b)
    if lowerbounded && upperbounded
        return (b - a) * StatsFuns.logistic(y) + a
    elseif lowerbounded
        return exp(y) + a
    elseif upperbounded
        return b - exp(y)
    else
        return y
    end
end

function logabsdetjac(b::TruncatedBijector, x::Real)
    a, b = b.lb, b.ub
    lowerbounded, upperbounded = isfinite(a), isfinite(b)
    if lowerbounded && upperbounded
        return - log((x - a) * (b - x) / (b - a))
    elseif lowerbounded
        return - log(x - a)
    elseif upperbounded
        return - log(b - x)
    else
        return zero(x)
    end
end

from bijectors.jl.

torfjelde avatar torfjelde commented on June 12, 2024

I just want to point out that this has been solved for all cases except Truncated for which runtime information is required to be able to determine which transformation is necessary. This was done in PR #39.

from bijectors.jl.

mohamed82008 avatar mohamed82008 commented on June 12, 2024

Can we define a generalization of the bijectors used for lower bounded, upper bounded and both? Would a coupling flow be useful here?

from bijectors.jl.

torfjelde avatar torfjelde commented on June 12, 2024

Closed by #52

from bijectors.jl.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.