Add more bijection transforms
junpenglao opened this issue · 2 comments
junpenglao commented
The transformation currently available is a bit limited compare to tfp.bijector or numpyro.distributions.transforms, especially the ones for multivariate RVs (Cholesky, Cholesky for correlation matrix, ordered transformation, stickbreaking etc)
rlouf commented
It would be helpful if you could open an issue for each missing transformation!
rlouf commented
Here are the missing transforms I identified looking at other PPLs. We should open individual issues for each:
- Simplex constraint
- Zero-sum constraint
- Ordering constraint (
at.sort) - Truncation
- =at.abs=
- Cholesky
- L1BallTransform (stick-breaking)
- PermuteTransform (something subtensor)
- PowerTransform (
at.power(x, a)) - SigmoidTransform (
at.expit) - Expm1 (
at.expm1) - Log1p (
at.log1p) - Softplus (
at.softplus) - Reshape