Bugfix: missing cholesky_lower chainrule for ReverseDiff (#285)

* Bugfix: missing `cholesky_lower` chainrule for ReverseDiff * Update Project.toml * Update BijectorsReverseDiffExt.jl * Update pd.jl * Update BijectorsReverseDiffExt.jl * Update pd.jl
TuringLang · Aug 16, 2023 · a41f840 · a41f840 · yebai · Aug 16, 2023
1 parent 49c138f
commit a41f840
Show file tree

Hide file tree

Showing 3 changed files with 17 additions and 3 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,6 @@
 name = "Bijectors"
 uuid = "76274a88-744f-5084-9051-94815aaf08c4"
-version = "0.13.4"
+version = "0.13.5"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

diff --git a/ext/BijectorsReverseDiffExt.jl b/ext/BijectorsReverseDiffExt.jl
@@ -37,7 +37,9 @@ if isdefined(Base, :get_extension)
         pd_from_lower,
         lower_triangular,
         upper_triangular,
-        transpose_eager
+        transpose_eager,
+        cholesky_lower,
+        cholesky_upper
 
     using Bijectors.LinearAlgebra
     using Bijectors.Compat: eachcol
@@ -79,7 +81,9 @@ else
         pd_from_lower,
         lower_triangular,
         upper_triangular,
-        transpose_eager
+        transpose_eager,
+        cholesky_lower,
+        cholesky_upper
 
     using ..Bijectors.LinearAlgebra
     using ..Bijectors.Compat: eachcol

diff --git a/test/ad/pd.jl b/test/ad/pd.jl
@@ -16,4 +16,14 @@ _topd(x) = x * x' + I
     test_ad(y) do y
         sum(transform(binv, y))
     end
+
+    if AD == "ReverseDiff" # `AD` is defined in `test/ad/utils.jl`. 
+        test_ad(y) do y
+            sum(Bijectors.cholesky_lower(transform(binv, y)))
+        end
+
+        test_ad(y) do y
+            sum(Bijectors.cholesky_upper(transform(binv, y)))
+        end
+    end
 end