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Make values-to-RVTransforms available via TransformValuesOpt #142

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brandonwillard opened this issue Apr 28, 2022 · 0 comments
Open

Make values-to-RVTransforms available via TransformValuesOpt #142

brandonwillard opened this issue Apr 28, 2022 · 0 comments
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enhancement New feature or request rv-transforms Involves transforms applied to random variables

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@brandonwillard
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brandonwillard commented Apr 28, 2022

A user can add the TransformValuesOpt as an extra rewrite and have transforms applied during log-probability construction. This process starts with a user-owned and constructed instance of TransformValuesOpt, which takes a dict of values-to-transforms; however, the transforms in this dict aren't necessarily RVTransforms, since they can include the DEFAULT_TRANSFORM sentinel. In these cases, the user doesn't actually have a usable map between values and RVTransforms with which they can—say—apply their own "forward" and "backward" transforms in a manner consistent with the log-probabilities they produce with TransformValuesOpt.

To remedy this, we could perform the _default_transformed_rv checks upfront (e.g. in TransformValuesOpt.__init__) and make the results available to the user via TransformValuesOpt.values_to_transforms.

@brandonwillard brandonwillard added enhancement New feature or request rv-transforms Involves transforms applied to random variables labels Apr 28, 2022
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Labels
enhancement New feature or request rv-transforms Involves transforms applied to random variables
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