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Add interface for constraints on parameters #419

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mparno opened this issue May 14, 2024 · 1 comment
Open

Add interface for constraints on parameters #419

mparno opened this issue May 14, 2024 · 1 comment
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enhancement New feature or request

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@mparno
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mparno commented May 14, 2024

Unlike the MonotoneComponent class, the RectifiedMultivariateExpansion class requires some of the expansion parameters to be positive in order for the resulting map to be monotone. We currently don't have a good way of defining or imposing these bounds during map training. I propose we add a ParameterBounds() function to the ConditionalMapBase class that returns any lower or upper bounds on the map parameters that are needed to ensure monotonicity. The default behavior could be [-inf,inf] indicating that no bounds are necessary.

@mparno mparno added the enhancement New feature or request label May 14, 2024
@dannys4
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dannys4 commented May 14, 2024

Should be easy to add this to TrainOptions (not considering the bindings). See here and then the SetupOptimization function in TrainMap.cpp

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