Fix ProductBijector on Julia <1.9
#314
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@sethaxen Tests are failing because of numerical issues with cholesky transforms, so I'm making the PR directly to your branch instead. Happy with this? |
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Sure that's fine |
torfjelde
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Jun 5, 2024
* Rename VecCholeskyBijector to VecCorrCholeskyBijector * Compute corr logdetjac during transform * Enforce one-based indexing * Add with_logabsdet_jacobian for correlation transforms * Add rrule for non-mutating ADs * Update ChainRules to use manual rrule * Update Tracker to use manual rrule * Remove rrule for ReverseDiff `@grad_from_chainrules` can't handle multi-output functions, see JuliaDiff/ReverseDiff.jl#221. In this case it can AD through the primal just fine. * Add module * Make CorrBijector more numerically stable Also use consistent notation with inverse transform * Increment patch number * Revert "Rename VecCholeskyBijector to VecCorrCholeskyBijector" This reverts commit bd6ff3d. * Update src/bijectors/corr.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * Apply suggestions from code review Co-authored-by: Tor Erlend Fjelde <[email protected]> * Apply suggestions from code review * Work around issues with Tracker * import `stack` from Compat.jl (#314) * import `stack` in tests too * disable certain tests for ProductBijector on Julia versions with older `eachslice` impls --------- Co-authored-by: Tor Erlend Fjelde <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
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Ref: #313 (comment)