Enum ParameterConstraint 

pub enum ParameterConstraint {
    Real,
    Positive,
    UnitInterval,
    Bounded {
        lower: f64,
        upper: f64,
    },
    Simplex {
        dim: usize,
    },
    LowerBounded {
        lower: f64,
    },
    UpperBounded {
        upper: f64,
    },
}

Type of parameter constraint and its corresponding transformation

Variants

Real

Unconstrained real-valued parameter (identity transform)

Positive

Positive parameter (log transform: unconstrained -> positive)

UnitInterval

Parameter on (0, 1) (logistic transform)

Bounded

Parameter on (lower, upper) (scaled logistic transform)

Fields

lower: f64

Lower bound

upper: f64

Upper bound

Simplex

Simplex constraint (sum to 1) using stick-breaking transform

Fields

dim: usize

Dimension of the simplex

LowerBounded

Lower-bounded parameter (shifted log transform)

Fields

lower: f64

Lower bound

UpperBounded

Upper-bounded parameter (reflected log transform)

Fields

upper: f64

Upper bound

Implementations

impl ParameterConstraint

pub fn forward(&self, unconstrained: f64) -> f64

Transform from unconstrained to constrained space

pub fn inverse(&self, constrained: f64) -> Result<f64>

Transform from constrained to unconstrained space

pub fn log_det_jacobian(&self, unconstrained: f64) -> f64

Compute the log absolute determinant of the Jacobian of the forward transform

This is needed for correcting the density when transforming from unconstrained to constrained space: p(constrained) = p_unconstrained(inverse(constrained)) * |det J^{-1}|

Equivalently, for the ELBO in unconstrained space: log p(forward(eta)) + log |det J_forward(eta)|

Trait Implementations

impl Clone for ParameterConstraint

fn clone(&self) -> ParameterConstraint

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ParameterConstraint

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.