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turn jitter into an argument of inv_probit instead of hard-coded inside #2018

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turn jitter into an argument of inv_probit instead of hard-coded inside #2018

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9 changes: 7 additions & 2 deletions gpflow/likelihoods/utils.py
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Expand Up @@ -16,6 +16,11 @@
import tensorflow as tf


def inv_probit(x: tf.Tensor) -> tf.Tensor:
jitter = 1e-3 # ensures output is strictly between 0 and 1
def inv_probit(x: tf.Tensor, jitter: float = 1e-3) -> tf.Tensor:
"""
Compute the inverse probit, i.e. the N(0,1) CDF, at x.

:param x: argument
:param jitter: small jitter that ensures output is strictly between 0 and 1
"""
return 0.5 * (1.0 + tf.math.erf(x / np.sqrt(2.0))) * (1 - 2 * jitter) + jitter