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Implementation of VecCorrBijector#246

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yebai merged 179 commits intomasterTuringLang/Bijectors.jl:masterfrom torfjelde/vec-corrTuringLang/Bijectors.jl:torfjelde/vec-corrCopy head branch name to clipboardJun 12, 2023

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Commits on Feb 6, 2023

• initial work on VecCorrBijector

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• added some tests for CorrBijector, and fixed implementation for VecCorrBijector

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• improved tests and are now using integer sqrt and division

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• moved things around a bit

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• added chainrule for ReverseDiff

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• some fixes for AD

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• added some TODOs

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• Update src/bijectors/corr.jl

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• define bijectors for LKJ and LKJCholesky

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• add TransformedDistribution constructor

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• define logpdf for LKJ & LKJCholesky

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• define rand for LKJ & LKJCholesky

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• add util to extract Cholesky factor

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• TYPO: capitalize matrix

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• add util to convert Vector index

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• add VecTriBijectors for LKJCholesky

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• TYPO: capitilize matrix

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• add LKJCholesky link for UpperTriangular

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• rename _logabsdetjac_chol_lkj

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• dispatch _logabsdetjac_inv_corr for ::Vector

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• add logabsdetjac for inverse link of LKJCholesky

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• add tests for VecTriBijectors

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• add rrule for LKJ(Cholesky) link function

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• Merge branch 'torfjelde/vec-corr' into ho/vec-lkj-cholesky

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• Merge pull request #1 from harisorgn/ho/vec-lkj-cholesky

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Commits on Apr 11, 2023

• use transpose in link for `::LowerTriangular'

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• add Tracker support for inverse link

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• better utility function call

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• use function barrier properly for type stability

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• account for difference in support dimensions

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• fix indexing in Jacobian of VecCorrBijector

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• add _logabsdetjac_dist for ::LKJCholesky

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• replace function composition for proper barrier

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• add util convert Transpose -> Matrix for type stability

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• add LKJCholesky Jacobian+type tests

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• fix logabsdetjac for inverse link

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• use Cholesky constructor compatible with v1.6

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• add empty line

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• add link rrule for LowerTriangular

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• minimize zero-setting operations in inverse link

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• minimize zero-setting operations in rrule

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• add parametric Val type to VecCorrBijector

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• update VecCorrBijector tests

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• use field value instead of Val-parametric type

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• update tests with new VecCorrBijector

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• using VecCorrBijector in test utils

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• add VecCorrBijector.mode check

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• update VecCorrBijector docstring

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• specialise Zygote@adjoint for AbstractMatrix

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• ReverseDiff opt-in to ChainRules

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• empty lines format

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• add AD test for inverse link

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• include VecCorrBijector tests

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• remove broken flag for Tracker

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• add roundtrip AD tests for VecCorrBijector

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• remove wrong ReverseDiff.@grad for pd_from_upper

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• update zero-filling in Tracker pullback

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• fix Zygote

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• merge lines - applying feedback suggestions

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• unthunk in pd_from_upper rrule

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• split structs into VecCorrBijector and VecCholeskyBijector

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• remove old Zygote adjoints

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• fix Union in @inferred after splitting structs

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• remove Tracker tests as support is dropped

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• use permutedims instead of casting

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• remove Union in @inferred

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• initial work on VecCorrBijector

  

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• added some tests for CorrBijector, and fixed implementation for VecCorrBijector

  

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• improved tests and are now using integer sqrt and division

  

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• moved things around a bit

  

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• added chainrule for ReverseDiff

  

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• some fixes for AD

  

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• added some TODOs

  

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• define bijectors for LKJ and LKJCholesky

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• add TransformedDistribution constructor

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• define logpdf for LKJ & LKJCholesky

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• define rand for LKJ & LKJCholesky

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• add util to extract Cholesky factor

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• TYPO: capitalize matrix

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• add VecTriBijectors for LKJCholesky

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• TYPO: capitilize matrix

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• add LKJCholesky link for UpperTriangular

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• add logabsdetjac for inverse link of LKJCholesky

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• add rrule for LKJ(Cholesky) link function

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• remove wrong ReverseDiff.@grad for pd_from_upper

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• split structs into VecCorrBijector and VecCholeskyBijector

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• remove old Zygote adjoints

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• Merge branch 'torfjelde/vec-corr' of https://github.com/TuringLang/Bijectors.jl into torfjelde/vec-corr

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• Merge branch 'torfjelde/vec-corr' of https://github.com/TuringLang/Bijectors.jl into torfjelde/vec-corr

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• Merge branch 'master' into torfjelde/vec-corr

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Commits on Jun 12, 2023

• remove old TODOs

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• add explicit zero-filling in link for CorrBijector

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• Merge branch 'torfjelde/vec-corr' of https://github.com/TuringLang/Bijectors.jl into torfjelde/vec-corr

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