Open johncant opened 3 months ago
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Hi, It's unlikely I'm going to have any time to work on this for the next 6 months. The hardest part is coming up with a closed form solution for log_det_jac, which I don't think I'm very close to doing.
Thanks for the update @johncant and for pushing this as far as you did.
I've ported this bijector from
tensorflow
and added toLKJCorr
. This ensures that initial samples drawn fromLKJCorr
are positive definite, which fixes #7101 . Sampling now completes successfully with no divergences.There are several parts I'm not comfortable with:
n
parameter fromop
orrv
withouteval
ing any pytensors?@fonnesbeck @twiecki @jessegrabowski @velochy - please could you take a look? I would like to make sure that this fix makes sense before adding tests and making the linters pass.
Notes:
forward
intensorflow_probability
isbackward
inpymc
Description
Backward method
Forward method
log_jac_det
This was quite complicated to implement, so I used the symbolic jacobian.
Related Issue
Checklist
Type of change
📚 Documentation preview 📚: https://pymc--7380.org.readthedocs.build/en/7380/