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[WIP] Rational Quadratic Spline #79
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EDIT: Realize I've needlessly started this branch from
tor/couplings
, so I'll close this PR and make a new one starting frommaster
.Implementation of Rational Quadratic Spline (RQS) [1] as a
Bijector
.Notes
RationalQuadraticSpline
takes "unconstrained" parameters, i.e. expects input on ℝᵈ, despite the fact that under the hood we transformwidths
andheights
to lie on a (d-1)-simplex S ⊂ ℝᵈ andderivatives
to be positive. I initially didn't do this way, but instead let the user choose between passing the parameters wrapped in aUnconstrained
struct, in which case we would perform the transformation, or as raw values, in which case it was assumed the parameters indeed was contained within their respective domains. I dropped the use ofUnconstrained
to reduce "new" code in this PR and since this is very similar to an issue we've expressed interest in solving in more generality.TODOs
forward
for RQS is not the most efficient. So maybe drop the use of "merging" named tuples and instead implement "by hand" a batched version offorward
.References