bmg: Implement a sigmoid transform for use with distributions like Beta. #1641
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Summary: Adds a new transform, Sigma, which maps a probability value in the range (0..1) to the range (-INF..INF). This is one of the blockers preventing distributions like Beta from working with NUTS. Reviewed By: yucenli Differential Revision: D38399002 fbshipit-source-id: 48cbccf4e9447799a5eb0f5654af6787e35d1cd2
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This pull request was exported from Phabricator. Differential Revision: D38399002 |
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Summary: Adds a new transform, Sigma, which maps a probability value in the range (0..1) to the range (-INF..INF). This is one of the blockers preventing distributions like Beta from working with NUTS.
Reviewed By: yucenli
Differential Revision: D38399002