Add support for ChangesOfVariables.with_logabsdet_jacobian #30
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This PR adds support for
ChangesOfVariables.test_with_logabsdet_jacobian
to functions in LogExpFunctions that already supportInverseFunctions.inverse
.This complements #29: InverseFunctions and ChangesOfVariables were designed in tandem (both are extremely lightweight packages) to support variable transformations. Applications that perform variable transformations often need the volume element of the transformation in addition to the result and the inverse of the transformation.
ChangesOfVariables.with_logabsdet_jacobian(f, x)
delivers that capability, it returns the equivalent off(x), logabsdet(jacobian(f, x))
With this PR, fun stuff like this works out of the box:
Packages like Bijectors that use
logistic
andlogit
in transformations can profit directly from implementingwith_logabsdet_jacobian
in LogExpFunctions (Bijectors will supportInverseFunctions
andChangesOfVariables
soon, see TuringLang/Bijectors.jl#199).This PR has no significant effect on the load time of LogExpFunctions (
@time using LogExpFunctions
showed 0.47 s without and 0.45 s with this PR).CC @devmotion, @torfjelde, @willtebbutt