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Allow gpflow.utilities.triangular() to return FillScaleTriL #1605

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Allow gpflow.utilities.triangular() to return FillScaleTriL #1605

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11 changes: 9 additions & 2 deletions gpflow/utilities/bijectors.py
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Expand Up @@ -43,8 +43,15 @@ def positive(lower: Optional[float] = None, base: Optional[str] = None) -> tfp.b
return bijector


def triangular() -> tfp.bijectors.Bijector:
def triangular(positive_diag: bool = False, diag_bijector=None) -> tfp.bijectors.Bijector:
"""
Returns instance of a triangular bijector.

:param positive_diag: if True, constrains the diagonal to be positive
:param diag_bijector: passed through to FillScaleTriL for positive_diag
"""
return tfp.bijectors.FillTriangular()
if positive_diag:
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can we not specify a default diag_bijector when positive_diag is set to True?

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Yes, None is using the TFP default (Softplus + Shift(1e-5)), see https://www.tensorflow.org/probability/api_docs/python/tfp/bijectors/FillScaleTriL

return tfp.bijectors.FillScaleTriL(diag_bijector=diag_bijector)
else:
assert diag_bijector is None, "should not pass diag_bijector when positive_diag is False"
return tfp.bijectors.FillTriangular()