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TuringLang / Bijectors.jl

Implementation of normalising flows and constrained random variable transformations
https://turinglang.org/Bijectors.jl/
MIT License
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Implement `bijector` for `AbstractMvNormal` #127

Closed torfjelde closed 4 years ago

torfjelde commented 4 years ago

Implements bijector for AbstractMvNormal instead of each of the MvNormal types on per-basis.

Ref: https://github.com/willtebbutt/Stheno.jl/issues/113

devmotion commented 4 years ago

See https://github.com/TuringLang/Bijectors.jl/pull/126 for a discussion and some fixes for current test errors.

codecov[bot] commented 4 years ago

Codecov Report

Merging #127 into master will decrease coverage by 2.91%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #127      +/-   ##
==========================================
- Coverage   57.22%   54.31%   -2.92%     
==========================================
  Files          23       23              
  Lines        1169     1401     +232     
==========================================
+ Hits          669      761      +92     
- Misses        500      640     +140
Impacted Files Coverage Δ
src/transformed_distribution.jl 54.28% <100.00%> (-4.15%) :arrow_down:
src/bijectors/normalise.jl 75.00% <0.00%> (-18.11%) :arrow_down:
src/bijectors/adbijector.jl 71.42% <0.00%> (-11.91%) :arrow_down:
src/compat/tracker.jl 45.45% <0.00%> (-10.11%) :arrow_down:
src/bijectors/truncated.jl 48.19% <0.00%> (-5.15%) :arrow_down:
src/bijectors/pd.jl 48.00% <0.00%> (-4.18%) :arrow_down:
src/bijectors/stacked.jl 91.37% <0.00%> (-2.86%) :arrow_down:
src/bijectors/scale.jl 36.66% <0.00%> (-1.27%) :arrow_down:
src/bijectors/composed.jl 85.91% <0.00%> (-0.24%) :arrow_down:
... and 9 more

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