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Add LKJ bijector #125

Merged
merged 64 commits into from
Aug 24, 2020
Merged

Add LKJ bijector #125

merged 64 commits into from
Aug 24, 2020

Commits on Jul 30, 2020

  1. add a stan style corr bijector

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    yiyuezhuo committed Jul 30, 2020
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Commits on Jul 31, 2020

  1. implement a version which is only compatible with ForwardDiff AD backend

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    yiyuezhuo committed Jul 31, 2020
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Commits on Aug 2, 2020

  1. add AD support except Tracker

    @yiyuezhuo
    yiyuezhuo committed Aug 2, 2020
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Commits on Aug 6, 2020

  1. sync

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    yiyuezhuo committed Aug 6, 2020
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  2. add tests for interface

    @yiyuezhuo
    yiyuezhuo committed Aug 6, 2020
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Commits on Aug 9, 2020

  1. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 9, 2020
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  2. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  3. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  4. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  5. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  6. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  7. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  8. Update src/compat/tracker.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  9. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 9, 2020
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  10. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 9, 2020
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  11. Update src/compat/zygote.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  12. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 9, 2020
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  13. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 9, 2020
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  14. Update src/compat/zygote.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  15. Update src/compat/reversediff.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  16. Update src/compat/reversediff.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  17. Update src/compat/tracker.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 9, 2020
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  18. Update src/bijectors/corr.jl 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
    @yiyuezhuo @devmotion
    yiyuezhuo and devmotion committed Aug 9, 2020
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Commits on Aug 11, 2020

  1. stash

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  2. pass basic tests for all AD

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  3. clean up

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  4. add data only AD unit test

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  5. fix type instability

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  6. Update src/bijectors/corr.jl 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
    @yiyuezhuo @devmotion
    yiyuezhuo and devmotion committed Aug 11, 2020
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  7. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 11, 2020
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  8. Update src/compat/reversediff.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 11, 2020
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  9. Update src/compat/tracker.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 11, 2020
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  10. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
    @yiyuezhuo @torfjelde
    yiyuezhuo and torfjelde committed Aug 11, 2020
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  11. Update src/bijectors/corr.jl 

    Co-authored-by: Tor Erlend Fjelde <tor.github@gmail.com>
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    yiyuezhuo and torfjelde committed Aug 11, 2020
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  12. remove link_lkj and inv_link_lkj

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  13. switch looping order

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    yiyuezhuo committed Aug 11, 2020
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  14. rename logabsdetjac_lkj_inv and merge z

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    yiyuezhuo committed Aug 11, 2020
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  15. fix zeros type instability

    @yiyuezhuo
    yiyuezhuo committed Aug 11, 2020
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  16. add @inbounds

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    yiyuezhuo committed Aug 11, 2020
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Commits on Aug 13, 2020

  1. replace log(1 - tanh(y[...])^2) with numerically stable implementation

    @yiyuezhuo
    yiyuezhuo committed Aug 13, 2020
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  2. removed logabsdetjac_lkj_inv

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    yiyuezhuo committed Aug 13, 2020
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Commits on Aug 14, 2020

  1. rename two functions used in corr

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    yiyuezhuo committed Aug 14, 2020
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Commits on Aug 18, 2020

  1. Merge branch 'master' into Stan_corr_impl_adjoint

    @yiyuezhuo
    yiyuezhuo committed Aug 18, 2020
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Commits on Aug 21, 2020

  1. Update src/bijectors/corr.jl 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
    @yiyuezhuo @devmotion
    yiyuezhuo and devmotion committed Aug 21, 2020
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  2. Update src/bijectors/corr.jl 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
    @yiyuezhuo @devmotion
    yiyuezhuo and devmotion committed Aug 21, 2020
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  3. Apply suggestions from code review 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
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    yiyuezhuo and devmotion committed Aug 21, 2020
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  4. Update src/bijectors/corr.jl 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
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    yiyuezhuo and devmotion committed Aug 21, 2020
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  5. add broken test

    @yiyuezhuo
    yiyuezhuo committed Aug 21, 2020
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  6. Merge branch 'Stan_corr_impl_adjoint' of https://github.com/yiyuezhuo… 

    …/Bijectors.jl into Stan_corr_impl_adjoint
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    yiyuezhuo committed Aug 21, 2020
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  7. apply some suggestions

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    yiyuezhuo committed Aug 21, 2020
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  8. avoid some zero filling

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    yiyuezhuo committed Aug 21, 2020
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  9. move dense transform as last as possible, add reversediff dense dense… 

    … matrix compat hack
    @yiyuezhuo
    yiyuezhuo committed Aug 21, 2020
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  10. furthur remove extra zero filling and f(0) leveraging UpperTriangular… 

    … except ReverseDiff
    @yiyuezhuo
    yiyuezhuo committed Aug 21, 2020
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  11. forward special speedup, drop copy-paste maintain ability

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    yiyuezhuo committed Aug 21, 2020
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Commits on Aug 22, 2020

  1. Apply suggestions from code review 

    Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
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    yiyuezhuo and devmotion committed Aug 22, 2020
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  2. optimize forwarddiff and remove custom AD for reversediff

    @yiyuezhuo
    yiyuezhuo committed Aug 22, 2020
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  3. Merge branch 'Stan_corr_impl_adjoint' of https://github.com/yiyuezhuo… 

    …/Bijectors.jl into Stan_corr_impl_adjoint
    @yiyuezhuo
    yiyuezhuo committed Aug 22, 2020
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  4. fix suggestion mistake and clean up

    @yiyuezhuo
    yiyuezhuo committed Aug 22, 2020
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  5. small optimizing and clean up

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    yiyuezhuo committed Aug 22, 2020
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Commits on Aug 23, 2020

  1. add re-derived analytic gradient

    @yiyuezhuo
    yiyuezhuo committed Aug 23, 2020
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  2. simplify code (though make code hard to read)

    @yiyuezhuo
    yiyuezhuo committed Aug 23, 2020
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  3. add @bounds

    @yiyuezhuo
    yiyuezhuo committed Aug 23, 2020
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Commits on Aug 24, 2020

  1. Merge branch 'master' into Stan_corr_impl_adjoint

    @yiyuezhuo
    yiyuezhuo committed Aug 24, 2020
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  2. bump version number to 0.8.3 and modify test and improve document

    @yiyuezhuo
    yiyuezhuo committed Aug 24, 2020
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