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ReactiveBayes / ExponentialFamilyProjection.jl

A library to project an arbitrary function to an exponential family member distribution with the manifold optimization
MIT License
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Add bounded direction #12

Closed bvdmitri closed 4 months ago

bvdmitri commented 4 months ago

This PR adds a special bounded direction update rule that bounds the norm (manifold-specific) of a gradient with a pre-specified value. That should help with numerical stability for case where we encounter huge gradients.

codecov[bot] commented 4 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 99.00%. Comparing base (c508a74) to head (4ee04a4).

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #12 +/- ## ========================================== + Coverage 98.93% 99.00% +0.06% ========================================== Files 4 5 +1 Lines 188 201 +13 ========================================== + Hits 186 199 +13 Misses 2 2 ```

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bvdmitri commented 4 months ago

I'll work on the documentation tomorrow

bvdmitri commented 4 months ago

@Nimrais you fine merging this?