aeppl icon indicating copy to clipboard operation
aeppl copied to clipboard

Add more bijection transforms

Open junpenglao opened this issue 3 years ago • 2 comments

The transformation currently available is a bit limited compare to tfp.bijector or numpyro.distributions.transforms, especially the ones for multivariate RVs (Cholesky, Cholesky for correlation matrix, ordered transformation, stickbreaking etc)

junpenglao avatar Sep 02 '22 08:09 junpenglao

It would be helpful if you could open an issue for each missing transformation!

rlouf avatar Sep 02 '22 18:09 rlouf

Here are the missing transforms I identified looking at other PPLs. We should open individual issues for each:

  • [ ] Simplex constraint
  • [ ] Zero-sum constraint
  • [ ] Ordering constraint (at.sort)
  • [ ] Truncation
  • [ ] =at.abs=
  • [ ] Cholesky
  • [ ] L1BallTransform (stick-breaking)
  • [ ] PermuteTransform (something subtensor)
  • [ ] PowerTransform (at.power(x, a))
  • [ ] SigmoidTransform (at.expit)
  • [ ] Expm1 (at.expm1)
  • [ ] Log1p (at.log1p)
  • [ ] Softplus (at.softplus)
  • [ ] Reshape

rlouf avatar Feb 13 '23 04:02 rlouf