-
Notifications
You must be signed in to change notification settings - Fork 2
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Parameter transformer #150
Draft
zihaoxu98
wants to merge
19
commits into
master
Choose a base branch
from
transformer
base: master
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Draft
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
for more information, see https://pre-commit.ci
Pull Request Test Coverage Report for Build 8289067506Details
💛 - Coveralls |
for more information, see https://pre-commit.ci
for more information, see https://pre-commit.ci
Thanks @zihaoxu98 . This PR is gorgeous, but maybe appletree currently does not strongly need it. I will convert it to draft and if we need it we can come back in the future. |
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Outdated suggestions cannot be applied.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.
This PR adds a new class called
Transformer
which applies transformation of the parameters. Some of the previous code is slightly modified but should not interfere any previous code.To define a transformer, you need to specify its 1. domain 2. codomain 3. transform (domain to codomain) and inverse transform (codomain to domain) 4. Jacobian. In principle everything should already be defined by giving transform, however we will rely on the users to define the symbolic inverse transform and Jacobian. The Jacobian is needed to transform the log posterior pdf. An example is also added to the test.
The Transformer can act on almost all appletree classes by simply doing something like
where
obj
can be 1. a dictionary of parameters 2. apt.Parameter 3. apt.Component 4. apt.Likelihood 5. apt.Context