Run interface tests, update badges, and fix planar layer (#157)

.github/workflows/Interface.yml

@@ -0,0 +1,33 @@
+
+name: Interface tests
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    continue-on-error: ${{ matrix.version == 'nightly' }}
+    strategy:
+      matrix:
+        version:
+          - '1.3'
+          - '1'
+        os:
+          - ubuntu-latest
+          - macOS-latest
+        arch:
+          - x64
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: julia-actions/julia-buildpkg@latest
+      - uses: julia-actions/julia-runtest@latest
+        env:
+          GROUP: Interface

Project.toml

@@ -1,6 +1,6 @@
 name = "Bijectors"
 uuid = "76274a88-744f-5084-9051-94815aaf08c4"
-version = "0.8.10"
+version = "0.8.11"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

README.md

@@ -1,13 +1,7 @@
 # Bijectors.jl
 
-[![Build Status](https://travis-ci.org/TuringLang/Bijectors.jl.svg?branch=master)](https://travis-ci.org/TuringLang/Bijectors.jl)
-
-[![ForwardDiff and Tracker tests](https://github.com/TuringLang/Bijectors.jl/workflows/ForwardDiff%20and%20Tracker%20tests/badge.svg?branch=master)](https://github.com/TuringLang/Bijectors.jl/actions?query=workflow%3A%22ForwardDiff+and+Tracker+tests%22)
-
-[![Zygote tests](https://github.com/TuringLang/Bijectors.jl/workflows/Zygote%20tests/badge.svg?branch=master)](https://github.com/TuringLang/Bijectors.jl/actions?query=workflow%3A%22Zygote+tests%22)
-
-[![ReverseDiff tests](https://github.com/TuringLang/Bijectors.jl/workflows/ReverseDiff%20tests/badge.svg)](https://github.com/TuringLang/Bijectors.jl/actions?query=workflow%3A%22ReverseDiff+tests%22)
-
+[![Interface tests](https://github.com/TuringLang/Bijectors.jl/workflows/Interface%20tests/badge.svg?branch=master)](https://github.com/TuringLang/Bijectors.jl/actions?query=workflow%3A%22Interface+tests%22+branch%3Amaster)
+[![AD tests](https://github.com/TuringLang/Bijectors.jl/workflows/AD%20tests/badge.svg?branch=master)](https://github.com/TuringLang/Bijectors.jl/actions?query=workflow%3A%22AD+tests%22+branch%3Amaster)
 
 This package implements a set of functions for transforming constrained random variables (e.g. simplexes, intervals) to Euclidean space. The 3 main functions implemented in this package are the `link`, `invlink` and `logpdf_with_trans` for a number of distributions. The distributions supported are:
 1. `RealDistribution`: `Union{Cauchy, Gumbel, Laplace, Logistic, NoncentralT, Normal, NormalCanon, TDist}`,

src/bijectors/planar_layer.jl

@@ -60,7 +60,7 @@ function forward(flow::PlanarLayer, z::AbstractVecOrMat)
     else
         T = typeof(vec(psi))
     end
-    log_det_jacobian::T = log.(abs.(1.0 .+ psi' * u_hat)) # from eq(12)
+    log_det_jacobian::T = log.(abs.(1 .+ psi' * u_hat)) # from eq(12)
     return (rv = transformed, logabsdetjac = log_det_jacobian)
 end
 
@@ -75,7 +75,7 @@ function (ib::Inverse{<:PlanarLayer})(y::AbstractVector{<:Real})
     wt_u_hat = dot(w, u_hat)
     alpha = find_alpha(wt_y, wt_u_hat, b)
 
-    return y .- u_hat .* tanh(alpha * norm(w, 2) + b)
+    return y .- u_hat .* tanh(alpha + b)
 end
 
 function (ib::Inverse{<:PlanarLayer})(y::AbstractMatrix{<:Real})
@@ -90,36 +90,44 @@ function (ib::Inverse{<:PlanarLayer})(y::AbstractMatrix{<:Real})
         find_alpha(dot(w, c), wt_u_hat, b)
     end
 
-    return y .- u_hat .* tanh.(reshape(alphas, 1, :) .* norm(w, 2) .+ b)
+    return y .- u_hat .* tanh.(reshape(alphas, 1, :) .+ b)
 end
 
 """
     find_alpha(wt_y, wt_u_hat, b)
 
-Compute an (approximate) real-valued solution ``α`` to the equation
+Compute an (approximate) real-valued solution ``α̂`` to the equation
 ```math
 wt_y = α + wt_u_hat tanh(α + b)
 ```
 
 The uniqueness of the solution is guaranteed since ``wt_u_hat ≥ -1``.
 For details see appendix A.1 of the reference.
 
+# Initial bracket
+
+For all ``α``, we have
+```math
+α - |wt_u_hat| - wt_y \\leq α + wt_u_hat tanh(α + b) - wt_y \\leq α + |wt_u_hat| - wt_y.
+```
+Thus
+```math
+α̂ - |wt_u_hat| - wt_y \\leq 0 \\leq α̂ + |wt_u_hat| - wt_y,
+```
+which implies ``α̂ ∈ [wt_y - |wt_u_hat|, wt_y + |wt_u_hat|]``.
+
 # References
 
 D. Rezende, S. Mohamed (2015): Variational Inference with Normalizing Flows.
 arXiv:1505.05770
 """
 function find_alpha(wt_y, wt_u_hat, b)
-    # Compute the initial bracket ((-Inf, 0) or (0, Inf))
-    f0 = wt_u_hat * tanh(b) - wt_y
-    zero_f0 = zero(f0)
-    if f0 < zero_f0
-        initial_bracket = (zero_f0, oftype(f0, Inf))
-    else
-        initial_bracket = (oftype(f0, -Inf), zero_f0)
-    end
-    prob = NonlinearSolve.NonlinearProblem{false}(initial_bracket) do x, _
-        x + wt_u_hat * tanh(x + b) - wt_y
+    # Compute the initial bracket.
+    _wt_y, _wt_u_hat, _b = promote(wt_y, wt_u_hat, b)
+    initial_bracket = (_wt_y - abs(_wt_u_hat), _wt_y + abs(_wt_u_hat))
+
+    prob = NonlinearSolve.NonlinearProblem{false}(initial_bracket) do α, _
+        α + _wt_u_hat * tanh(α + _b) - _wt_y
     end
     alpha = NonlinearSolve.solve(prob, NonlinearSolve.Falsi()).left
     return alpha

test/runtests.jl

@@ -18,7 +18,6 @@ using DistributionsAD: TuringUniform, TuringMvNormal, TuringMvLogNormal,
 
 import NNlib
 
-const is_TRAVIS = haskey(ENV, "TRAVIS")
 const GROUP = get(ENV, "GROUP", "All")
 
 # Always include this since it can be useful for other tests.
@@ -35,7 +34,7 @@ if GROUP == "All" || GROUP == "Interface"
     include("bijectors/coupling.jl")
 end
 
-if !is_TRAVIS && (GROUP == "All" || GROUP == "AD")
+if GROUP == "All" || GROUP == "AD"
     include("ad/distributions.jl")
 end