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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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Logbasemeasure correction #19

Closed Nimrais closed 4 months ago

Nimrais commented 4 months ago

It was observed, that the method does not correctly project the distributions with non constant base measure. This PR corrects the gradient of the objective and the objective value.

The tests for Chisq right now are passing.

Ref https://github.com/ReactiveBayes/ExponentialFamilyProjection.jl/issues/18

codecov[bot] commented 4 months ago

Codecov Report

Attention: Patch coverage is 98.21429% with 1 line in your changes missing coverage. Please review.

Project coverage is 99.06%. Comparing base (d7412dc) to head (ac82def). Report is 44 commits behind head on main.

Files Patch % Lines
src/projected_to.jl 94.11% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #19 +/- ## ========================================== - Coverage 99.41% 99.06% -0.35% ========================================== Files 4 5 +1 Lines 172 215 +43 ========================================== + Hits 171 213 +42 - Misses 1 2 +1 ```

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