LowerCholeskyTransform

class tensorplay.distributions.LowerCholeskyTransform(cache_size: int = 0)[source]

Transform from unconstrained matrices to lower-triangular matrices with nonnegative diagonal entries.

This is useful for parameterizing positive definite matrices in terms of their Cholesky factorization.

forward_shape(shape)

Infers the shape of the forward computation, given the input shape. Defaults to preserving shape.

property inv: Transform

Returns the inverse Transform of this transform. This should satisfy t.inv.inv is t.

inverse_shape(shape)

Infers the shapes of the inverse computation, given the output shape. Defaults to preserving shape.

log_abs_det_jacobian(x, y)

Computes the log det jacobian log |dy/dx| given input and output.

property sign: int

Returns the sign of the determinant of the Jacobian, if applicable. In general this only makes sense for bijective transforms.