Handle local measures in TransformedDistribution. #92
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
![copybara-service[bot]](https://avatars.githubusercontent.com/in/44061?s=60&v=4){kind=small}
copybara-service
bot
force-pushed
the
test_385616650
branch
2 times, most recently
from
9318b11
to
b7d457d
Compare
copybara-service
bot
force-pushed
the
test_385616650
branch
2 times, most recently
from
cb3898c
to
ac6414a
Compare
This change continues to set up the framework for tracking base measures and computing corrections on transformed densities. In `TransformedDistribution` we update `log_prob` to call a version of `experimental_local_measure` that keeps track of the base measure. We use the backwards-compatibility argument to control this rollout. Note that this change reverses the bijector method called by `transformed_distribution._log_prob` from `inverse_log_det_jacobian` to `forward_log_det_jacobian`, which (i) shifted the numerics, and (ii) affected which functions get exercised by the test suite. As a result, in this change we (i) loosen tolerances in some tests, and (ii) find and fix a dtype correctness bug in `moyal_cdf`. PiperOrigin-RevId: 385616650
copybara-service
bot
force-pushed
the
test_385616650
branch
from
ac6414a
to
72afc80
Compare
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Handle local measures in TransformedDistribution.
This change continues to set up the framework for tracking base measures and computing corrections on transformed densities. In
TransformedDistributionwe updatelog_probto call a version ofexperimental_local_measurethat keeps track of the base measure. We use the backwards-compatibility argument to control this rollout.Note that this change reverses the bijector method called by
transformed_distribution._log_probfrominverse_log_det_jacobiantoforward_log_det_jacobian, which (i) shifted the numerics, and (ii) affected which functions get exercised by the test suite. As a result, in this change we (i) loosen tolerances in some tests, and (ii) find and fix a dtype correctness bug inmoyal_cdf.