aeppl
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Add more bijection transforms
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)
It would be helpful if you could open an issue for each missing transformation!
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