## Usage

A very simple example of a "bijector"/diffeomorphism, i.e. a differentiable transformation with a differentiable inverse, is the `exp`

function:

- The inverse of
`exp`

is`log`

. - The derivative of
`exp`

at an input`x`

is simply`exp(x)`

, hence`logabsdetjac`

is simply`x`

.

`julia> using Bijectors`

`julia> transform(exp, 1.0)`

`2.718281828459045`

`julia> logabsdetjac(exp, 1.0)`

`1.0`

`julia> with_logabsdet_jacobian(exp, 1.0)`

`(2.718281828459045, 1.0)`

Some transformations are well-defined for different types of inputs, e.g. `exp`

can also act elementwise on an `N`

-dimensional `Array{<:Real,N}`

. To specify that a transformation should act elementwise, we use the `elementwise`

method:

`julia> x = ones(2, 2)`

`2×2 Matrix{Float64}: 1.0 1.0 1.0 1.0`

`julia> transform(elementwise(exp), x)`

`2×2 Matrix{Float64}: 2.71828 2.71828 2.71828 2.71828`

`julia> logabsdetjac(elementwise(exp), x)`

`4.0`

`julia> with_logabsdet_jacobian(elementwise(exp), x)`

`([2.718281828459045 2.718281828459045; 2.718281828459045 2.718281828459045], 4.0)`

These methods also work nicely for compositions of transformations:

`julia> transform(elementwise(log ∘ exp), x)`

`2×2 Matrix{Float64}: 1.0 1.0 1.0 1.0`

Unlike `exp`

, some transformations have parameters affecting the resulting transformation they represent, e.g. `Logit`

has two parameters `a`

and `b`

representing the lower- and upper-bound, respectively, of its domain:

`julia> using Bijectors: Logit`

`julia> f = Logit(0.0, 1.0)`

`Bijectors.Logit{Float64, Float64}(0.0, 1.0)`

`julia> f(rand()) # takes us from `(0, 1)` to `(-∞, ∞)``

`0.9098920879818054`

## User-facing methods

Without mutation:

`Bijectors.transform`

— Function`transform(b, x)`

Transform `x`

using `b`

, treating `x`

as a single input.

`Bijectors.logabsdetjac`

— Function`logabsdetjac(b, x)`

Return `log(abs(det(J(b, x))))`

, where `J(b, x)`

is the jacobian of `b`

at `x`

.

`with_logabsdet_jacobian`

With mutation:

`Bijectors.transform!`

— Function`transform!(b, x[, y])`

Transform `x`

using `b`

, storing the result in `y`

.

If `y`

is not provided, `x`

is used as the output.

`Bijectors.logabsdetjac!`

— Function`logabsdetjac!(b, x[, logjac])`

Compute `log(abs(det(J(b, x))))`

and store the result in `logjac`

, where `J(b, x)`

is the jacobian of `b`

at `x`

.

`Bijectors.with_logabsdet_jacobian!`

— Function`with_logabsdet_jacobian!(b, x[, y, logjac])`

Compute `transform(b, x)`

and `logabsdetjac(b, x)`

, storing the result in `y`

and `logjac`

, respetively.

If `y`

is not provided, then `x`

will be used in its place.

Defaults to calling `with_logabsdet_jacobian(b, x)`

and updating `y`

and `logjac`

with the result.

## Implementing a transformation

Any callable can be made into a bijector by providing an implementation of `ChangeOfVariables.with_logabsdet_jacobian(b, x)`

.

You can also optionally implement `transform`

and `logabsdetjac`

to avoid redundant computations. This is usually only worth it if you expect `transform`

or `logabsdetjac`

to be used heavily without the other.

Similarly with the mutable versions `with_logabsdet_jacobian!`

, `transform!`

, and `logabsdetjac!`

.

## Working with Distributions.jl

`Bijectors.bijector`

— Function`bijector(d::Distribution)`

Returns the constrained-to-unconstrained bijector for distribution `d`

.

`Bijectors.transformed`

— Method```
transformed(d::Distribution)
transformed(d::Distribution, b::Bijector)
```

Couples distribution `d`

with the bijector `b`

by returning a `TransformedDistribution`

.

If no bijector is provided, i.e. `transformed(d)`

is called, then `transformed(d, bijector(d))`

is returned.

## Utilities

`Bijectors.elementwise`

— Function`elementwise(f)`

Alias for `Base.Fix1(broadcast, f)`

.

In the case where `f::ComposedFunction`

, the result is `Base.Fix1(broadcast, f.outer) ∘ Base.Fix1(broadcast, f.inner)`

rather than `Base.Fix1(broadcast, f)`

.

`Bijectors.isinvertible`

— Function`isinvertible(t)`

Return `true`

if `t`

is invertible, and `false`

otherwise.

`Bijectors.isclosedform`

— Method```
isclosedform(b::Transform)::bool
isclosedform(b⁻¹::Inverse{<:Transform})::bool
```

Returns `true`

or `false`

depending on whether or not evaluation of `b`

has a closed-form implementation.

Most transformations have closed-form evaluations, but there are cases where this is not the case. For example the *inverse* evaluation of `PlanarLayer`

requires an iterative procedure to evaluate.

## API

`Bijectors.Transform`

— TypeAbstract type for a transformation.

**Implementing**

A subtype of `Transform`

of should at least implement `transform(b, x)`

.

If the `Transform`

is also invertible:

- Required:
*Either*of the following:`transform(::Inverse{<:MyTransform}, x)`

: the`transform`

for its inverse.`InverseFunctions.inverse(b::MyTransform)`

: returns an existing`Transform`

.

`logabsdetjac`

: computes the log-abs-det jacobian factor.

- Optional:
`with_logabsdet_jacobian`

:`transform`

and`logabsdetjac`

combined. Useful in cases where we can exploit shared computation in the two.

For the above methods, there are mutating versions which can *optionally* be implemented:

`Bijectors.Bijector`

— TypeAbstract type of a bijector, i.e. differentiable bijection with differentiable inverse.

`Bijectors.Inverse`

— Type```
inverse(b::Transform)
Inverse(b::Transform)
```

A `Transform`

representing the inverse transform of `b`

.

## Bijectors

`Bijectors.CorrBijector`

— Type`CorrBijector <: Bijector`

A bijector implementation of Stan's parametrization method for Correlation matrix: https://mc-stan.org/docs/2_23/reference-manual/correlation-matrix-transform-section.html

Basically, a unconstrained strictly upper triangular matrix `y`

is transformed to a correlation matrix by following readable but not that efficient form:

```
K = size(y, 1)
z = tanh.(y)
for j=1:K, i=1:K
if i>j
w[i,j] = 0
elseif 1==i==j
w[i,j] = 1
elseif 1<i==j
w[i,j] = prod(sqrt(1 .- z[1:i-1, j].^2))
elseif 1==i<j
w[i,j] = z[i,j]
elseif 1<i<j
w[i,j] = z[i,j] * prod(sqrt(1 .- z[1:i-1, j].^2))
end
end
```

It is easy to see that every column is a unit vector, for example:

```
w3' w3 ==
w[1,3]^2 + w[2,3]^2 + w[3,3]^2 ==
z[1,3]^2 + (z[2,3] * sqrt(1 - z[1,3]^2))^2 + (sqrt(1-z[1,3]^2) * sqrt(1-z[2,3]^2))^2 ==
z[1,3]^2 + z[2,3]^2 * (1-z[1,3]^2) + (1-z[1,3]^2) * (1-z[2,3]^2) ==
z[1,3]^2 + z[2,3]^2 - z[2,3]^2 * z[1,3]^2 + 1 -z[1,3]^2 - z[2,3]^2 + z[1,3]^2 * z[2,3]^2 ==
1
```

And diagonal elements are positive, so `w`

is a cholesky factor for a positive matrix.

`x = w' * w`

Consider block matrix representation for `x`

```
x = [w1'; w2'; ... wn'] * [w1 w2 ... wn] ==
[w1'w1 w1'w2 ... w1'wn;
w2'w1 w2'w2 ... w2'wn;
...
]
```

The diagonal elements are given by `wk'wk = 1`

, thus `x`

is a correlation matrix.

Every step is invertible, so this is a bijection(bijector).

Note: The implementation doesn't follow their "manageable expression" directly, because their equation seems wrong (7/30/2020). Insteadly it follows definition above the "manageable expression" directly, which is also described in above doc.

`Bijectors.LeakyReLU`

— Type`LeakyReLU{T}(α::T) <: Bijector`

Defines the invertible mapping

`x ↦ x if x ≥ 0 else αx`

where α > 0.

`Bijectors.Stacked`

— Type```
Stacked(bs)
Stacked(bs, ranges)
stack(bs::Bijector...)
```

A `Bijector`

which stacks bijectors together which can then be applied to a vector where `bs[i]::Bijector`

is applied to `x[ranges[i]]::UnitRange{Int}`

.

**Arguments**

`bs`

can be either a`Tuple`

or an`AbstractArray`

of 0- and/or 1-dimensional bijectors- If
`bs`

is a`Tuple`

, implementations are type-stable using generated functions - If
`bs`

is an`AbstractArray`

, implementations are*not*type-stable and use iterative methods

- If
`ranges`

needs to be an iterable consisting of`UnitRange{Int}`

`length(bs) == length(ranges)`

needs to be true.

**Examples**

```
b1 = Logit(0.0, 1.0)
b2 = identity
b = stack(b1, b2)
b([0.0, 1.0]) == [b1(0.0), 1.0] # => true
```

`Bijectors.RationalQuadraticSpline`

— Type`RationalQuadraticSpline{T} <: Bijector`

Implementation of the Rational Quadratic Spline flow [1].

- Outside of the interval
`[minimum(widths), maximum(widths)]`

, this mapping is given by the identity map. - Inside the interval it's given by a monotonic spline (i.e. monotonic polynomials connected at intermediate points) with endpoints fixed so as to continuously transform into the identity map.

For the sake of efficiency, there are separate implementations for 0-dimensional and 1-dimensional inputs.

**Notes**

There are two constructors for `RationalQuadraticSpline`

:

`RationalQuadraticSpline(widths, heights, derivatives)`

: it is assumed that`widths`

,

`heights`

, and `derivatives`

satisfy the constraints that makes this a valid bijector, i.e.

`widths`

: monotonically increasing and`length(widths) == K`

,`heights`

: monotonically increasing and`length(heights) == K`

,`derivatives`

: non-negative and`derivatives[1] == derivatives[end] == 1`

.`RationalQuadraticSpline(widths, heights, derivatives, B)`

: other than than the lengths, no assumptions are made on parameters. Therefore we will transform the parameters s.t.:`widths_new`

∈ [-B, B]ᴷ⁺¹, where`K == length(widths)`

,`heights_new`

∈ [-B, B]ᴷ⁺¹, where`K == length(heights)`

,`derivatives_new`

∈ (0, ∞)ᴷ⁺¹ with`derivatives_new[1] == derivates_new[end] == 1`

, where`(K - 1) == length(derivatives)`

.

**Examples**

**Univariate**

```
julia> using StableRNGs: StableRNG; rng = StableRNG(42); # For reproducibility.
julia> using Bijectors: RationalQuadraticSpline
julia> K = 3; B = 2;
julia> # Monotonic spline on '[-B, B]' with `K` intermediate knots/"connection points".
b = RationalQuadraticSpline(randn(rng, K), randn(rng, K), randn(rng, K - 1), B);
julia> b(0.5) # inside of `[-B, B]` → transformed
1.1943325397834206
julia> b(5.) # outside of `[-B, B]` → not transformed
5.0
julia> b = RationalQuadraticSpline(b.widths, b.heights, b.derivatives);
julia> b(0.5) # inside of `[-B, B]` → transformed
1.1943325397834206
julia> d = 2; K = 3; B = 2;
julia> b = RationalQuadraticSpline(randn(rng, d, K), randn(rng, d, K), randn(rng, d, K - 1), B);
julia> b([-1., 1.])
2-element Vector{Float64}:
-1.5660106244288925
0.5384702734738573
julia> b([-5., 5.])
2-element Vector{Float64}:
-5.0
5.0
julia> b([-1., 5.])
2-element Vector{Float64}:
-1.5660106244288925
5.0
```

**References**

[1] Durkan, C., Bekasov, A., Murray, I., & Papamakarios, G., Neural Spline Flows, CoRR, arXiv:1906.04032 [stat.ML], (2019).

`Bijectors.Coupling`

— Type`Coupling{F, M}(θ::F, mask::M)`

Implements a coupling-layer as defined in [1].

**Examples**

```
julia> using Bijectors: Shift, Coupling, PartitionMask, coupling, couple
julia> m = PartitionMask(3, [1], [2]); # <= going to use x[2] to parameterize transform of x[1]
julia> cl = Coupling(Shift, m); # <= will do `y[1:1] = x[1:1] + x[2:2]`;
julia> x = [1., 2., 3.];
julia> cl(x)
3-element Vector{Float64}:
3.0
2.0
3.0
julia> inverse(cl)(cl(x))
3-element Vector{Float64}:
1.0
2.0
3.0
julia> coupling(cl) # get the `Bijector` map `θ -> b(⋅, θ)`
Shift
julia> couple(cl, x) # get the `Bijector` resulting from `x`
Shift([2.0])
julia> with_logabsdet_jacobian(cl, x)
([3.0, 2.0, 3.0], 0.0)
```

**References**

[1] Kobyzev, I., Prince, S., & Brubaker, M. A., Normalizing flows: introduction and ideas, CoRR, (), (2019).

`Bijectors.OrderedBijector`

— Type`OrderedBijector()`

A bijector mapping ordered vectors in ℝᵈ to unordered vectors in ℝᵈ.

**See also**

- Stan's documentation
- Note that this transformation and its inverse are the
*opposite*of in this reference.

- Note that this transformation and its inverse are the

`Bijectors.NamedTransform`

— Type`NamedTransform <: AbstractNamedTransform`

Wraps a `NamedTuple`

of key -> `Bijector`

pairs, implementing evaluation, inversion, etc.

**Examples**

```
julia> using Bijectors: NamedTransform, Scale
julia> b = NamedTransform((a = Scale(2.0), b = exp));
julia> x = (a = 1., b = 0., c = 42.);
julia> b(x)
(a = 2.0, b = 1.0, c = 42.0)
julia> (a = 2 * x.a, b = exp(x.b), c = x.c)
(a = 2.0, b = 1.0, c = 42.0)
```

`Bijectors.NamedCoupling`

— Type`NamedCoupling{target, deps, F} <: AbstractNamedTransform`

Implements a coupling layer for named bijectors.

See also: `Coupling`

**Examples**

```
julia> using Bijectors: NamedCoupling, Scale
julia> b = NamedCoupling(:b, (:a, :c), (a, c) -> Scale(a + c));
julia> x = (a = 1., b = 2., c = 3.);
julia> b(x)
(a = 1.0, b = 8.0, c = 3.0)
julia> (a = x.a, b = (x.a + x.c) * x.b, c = x.c)
(a = 1.0, b = 8.0, c = 3.0)
```