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add softplus transformation #157

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add softplus transformation #157

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17 changes: 17 additions & 0 deletions src/scalar.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -154,6 +154,23 @@ inverse_eltype(::TVNeg, ::Type{T}) where T = typeof(-oneunit(T))
inverse(::TVNeg, x::Number) = -x
inverse_and_logjac(::TVNeg, x::Number) = -x, logjac_zero(LogJac(), typeof(x))

"""
$(TYPEDEF)

“Softplus” transformation `x ↦ log(1+exp(x))`.

!!! NOTE
This is *experimental* and not part of the API yet.
"""
struct TVSoftPlus <: ScalarTransform end

transform(::TVSoftPlus, x::Real) = log1pexp(x)
transform_and_logjac(t::TVSoftPlus, x::Real) = transform(t, x), -log1pexp(-x)

inverse_eltype(::TVSoftPlus, ::Type{T}) where T = _ensure_float(T)
inverse(::TVSoftPlus, y::Number) = logexpm1(y)
inverse_and_logjac(::TVSoftPlus, y::Number) = logexpm1(y), -log1mexp(-y)

####
#### composite scalar transforms
####
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4 changes: 4 additions & 0 deletions test/runtests.jl
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Expand Up @@ -986,6 +986,10 @@ end
@test_throws InexactError inverse(t, fill(Complex(0, 1), 3))
end

@testset "TVSoftPlus" begin
test_transformation(TransformVariables.TVSoftPlus(), y -> y > 0)
end

####
#### static analysis with JET
####
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