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Add BernoulliLogit
#1623
Add BernoulliLogit
#1623
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Can you mention “parametrized by the log of the odds |
Codecov ReportBase: 85.94% // Head: 85.50% // Decreases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## master #1623 +/- ##
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- Coverage 85.94% 85.50% -0.45%
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Files 129 130 +1
Lines 8098 8155 +57
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+ Hits 6960 6973 +13
- Misses 1138 1182 +44
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Are you interested in the term "log-odds" specifically? The docstring already mentions that it is parameterized by the logit of the success rate, and log-odds is just another name for the logit (see e.g. https://en.wikipedia.org/wiki/Logit). |
Generally this PR should be ready and well-tested. |
should be good to merge when tests pass I think |
Well, that requires you knowing what a logit is. Saying it is "parametrised by |
Ah I see, I thought the main point of your comment was the term log odds. I changed the docstring, hopefully it is clearer now. |
This PR adds a Bernoulli distribution with the logit of the success rate as parameter.
This is motivated by use cases e.g. in Turing (TuringLang/Turing.jl#1890) where it is more convenient to work with unconstrained parameters. First class support for the parameterization allows us to evaluate e.g. the log pdf more efficiently.