Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add more bijection transforms #172

Open
junpenglao opened this issue Sep 2, 2022 · 2 comments
Open

Add more bijection transforms #172

junpenglao opened this issue Sep 2, 2022 · 2 comments
Labels
enhancement New feature or request help wanted Extra attention is needed rv-transforms Involves transforms applied to random variables

Comments

@junpenglao
Copy link

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)

@rlouf
Copy link
Member

rlouf commented Sep 2, 2022

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

@brandonwillard brandonwillard added enhancement New feature or request help wanted Extra attention is needed rv-transforms Involves transforms applied to random variables labels Sep 2, 2022
@rlouf
Copy link
Member

rlouf commented Feb 13, 2023

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

@brandonwillard brandonwillard changed the title Add more bijector in transformation Add more bijection transforms Feb 13, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request help wanted Extra attention is needed rv-transforms Involves transforms applied to random variables
Projects
Status: Transforms
Development

No branches or pull requests

3 participants