Port implementation of SimplexToOrderedTransform from numpyro #3320
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fritzo
requested changes
Feb 5, 2024
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👍 Looks great, thanks for porting this! I'll take a closer review of the math on second pass.
Thanks for adding tests and a docstring!
Could you also register this in docs/source/distributions.rst in the Transforms section? We try to keep that section alphabetical. I usually make docs and check that the new class does show up in the generated docs.
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@fritzo Thanks for giving this a look! The issues you flagged should be fixed now. Let me know if there's anything else this needs. |
fritzo
approved these changes
Feb 7, 2024
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This pull request adds support to Pyro for
SimplexToOrderedTransform. The implementation used is a port of thenumpyroimplementation of the same class.I was working on implementing a model based on this numpyro guide using Pyro, and this was the one thing which was necessary to reimplement.
Because this class is meant to be used on values greater than zero, I have additionally added the ability to specify the family of distribution which should be used in the transformation tests; this new transformation uses a Dirichlet distribution for its tests.