Generic cdf
and icdf
implementation for scalar TransformedDistribution
s.
#1853
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This PR
sign
attribute toTransform
which is the sign of the derivative for bijective scalar transforms. This matches thesign
attribute of transforms in Pyro.cdf
forTransformedDistribution
by transforming from the domain of the transformed distribution to the domain of the base distribution and evaluating the cdf.icdf
forTransformedDistribution
by callingicdf
of the base distribution and applying the transforms.This means cdfs for
LogNormal
,InverseGamma
,LogUniform
, andPareto
do not require a custom implementation. As a side effect, this PR addsicdf
support forLogNormal
,InverseGamma
, andLogUniform
; it also addscdf
andicdf
support forRelaxedBernoulliLogits
.