rstudio / tfprobability

R interface to TensorFlow Probability
https://rstudio.github.io/tfprobability/
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Missing functions tfd_matrix_diag_transform and tfd_fill_triangular #126

Closed davidruegamer closed 4 years ago

davidruegamer commented 4 years ago

The documentation of tfd_multivariate_normal_tri_l and other multivariate normal distributions states that

Trainable (batch) lower-triangular matrices can be created with tfd_matrix_diag_transform() and/or tfd_fill_triangular()

If I am not mistaken, those functions are currently not avaiblable in the package?

skeydan commented 4 years ago

Hi,

thanks for noting this - I think the first of these does not exist any more, and the second really is a bijector: https://rstudio.github.io/tfprobability/reference/tfb_fill_triangular.html

I'll update the documentation.

davidruegamer commented 4 years ago

Perfect, thanks for the quick reply :+1: