pyro-ppl / pyro-ppl/numpyro

Check transformation domain in `TransformedDistribution` constructor?

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#1,989 2 comments 0 reactions 0 assignees View on GitHub

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enhancement
Dominant language
Python
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Merged PRs (30d)
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Description

Feature Summary

Distributions know their support. Transformations know their domain and codomain. As far as I can tell, it should therefore be possible to confirm that a transformation used in constructing a TransformedDistribution from a base distribution has a domain equal to the support of the base distribution, and error if not.

Why is this needed?

The lack of an error here can lead to unexpected and somewhat opaque behavior. See e.g. #1756

Questions
  • Is there reason to allow the creation of TransformedDistributions with a transformation whose domain is not equal to the base distribution's support?
  • Are there barriers to implementation that I'm not seeing?

Happy to take this on if it would be valuable.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating the TransformedDistribution constructor and the support and domain definitions for its base distribution and transformation. Reproduce the behavior referenced in #1756, then establish whether mismatches should be rejected and add coverage for the agreed behavior.

Written by the indexing model from the issue text.

Assessment

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

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