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facebookincubator / flowtorch

This library would form a permanent home for reusable components for deep probabilistic programming. The library would form and harness a community of users and contributors by focusing initially on complete infra and documentation for how to use and create components.
https://flowtorch.ai
MIT License
300 stars 21 forks source link

Spline bijector #71

Closed stefanwebb closed 2 years ago

stefanwebb commented 2 years ago

Motivation

The spline autoregressive and coupling bijectors are state-of-the-art and would be very useful for effective variational inference.

Changes proposed

Added bij.Spline and bij.SplineAutoregressive

Test Plan

tests/test_bijector.py automatically tests the correctness of the Jacobian and inverse operation

stefanwebb commented 2 years ago

Let's merge #65 first - I had to build on top of that code for spline bijectors :)

facebook-github-bot commented 2 years ago

@stefanwebb has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

facebook-github-bot commented 2 years ago

@stefanwebb has updated the pull request. You must reimport the pull request before landing.

facebook-github-bot commented 2 years ago

@stefanwebb has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

facebook-github-bot commented 2 years ago

@stefanwebb merged this pull request in facebookincubator/flowtorch@1b9aa95ee49b272d63bf51d2e984ebe0e9517cb3.