MeasureTransport / MeasureTransport/MParT

Add interface for constraints on parameters

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enhancement
Dominant language
C++
Stars
18
Forks
5
PR merge metrics
No merged PRs in 30d

Description

Unlike the MonotoneComponent class, the RectifiedMultivariateExpansion class requires some of the expansion parameters to be positive in order for the resulting map to be monotone. We currently don't have a good way of defining or imposing these bounds during map training. I propose we add a ParameterBounds() function to the ConditionalMapBase class that returns any lower or upper bounds on the map parameters that are needed to ensure monotonicity. The default behavior could be [-inf,inf] indicating that no bounds are necessary.

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Research direction

Start by reading ConditionalMapBase and comparing its parameter handling with MonotoneComponent and RectifiedMultivariateExpansion. Define the required bounds interface and its default no-bounds behavior, then verify that the positive constraints needed for monotonicity can be represented for map training.

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Assessment

Tech stack
cpp
Domain
backend
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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