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

Data adapter: Keep track of the jacobian for variable transforms #245

Open
Kucharssim opened this issue Nov 7, 2024 · 2 comments
Open
Assignees
Labels
feature New feature or request

Comments

@Kucharssim
Copy link
Collaborator

Given that the data adapter is now used for variable transforms (for e.g., implementing parameter constraints or scaling), it would be nice to keep track of the jacobian of the transform, so that if the user wants to use the log_prob method, it is possible to automatically obtain the log prob on the "constrained/data space" instead of the "unconstrained/network space".

For custom transforms, the user would have to supply corresponding log_det_jacobian function, but of course that should be only optional to those cases where the user wants to use log_prob in the first place.

I know we talked about this with @LarsKue and @paul-buerkner already at different time points, just making it an issue so that we can keep track of it here.

@Kucharssim Kucharssim added the feature New feature or request label Nov 7, 2024
@stefanradev93
Copy link
Contributor

Hi Simon, I like the idea! Would you like to try a draft implementation a few pull requests down the line?

@Kucharssim
Copy link
Collaborator Author

Sure, I can give it a go :)

@Kucharssim Kucharssim self-assigned this Nov 11, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
feature New feature or request
Projects
None yet
Development

No branches or pull requests

2 participants