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Root finding #198

Merged
merged 7 commits into from
Dec 18, 2024
Merged

Root finding #198

merged 7 commits into from
Dec 18, 2024

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danielward27
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Two updates:

  • Remove deprecated flowjax.train.data_fit import location for fit_to_data.
  • Adds an improved root finding algorithm for autoregressive monotonically increasing functions bisect_check_expand. I will admit the approach is somewhat speculative (likely better methods exist). However I have found it to perform well on 3 different datasets up to 200 dimensionality for inverting block neural autoregressive flows, neural spline flows and affine masked autoregressive flows, and is much faster than the elementwise approach (and similar to Newton if we restrict to the case Newton converges)

@danielward27 danielward27 merged commit be408e4 into main Dec 18, 2024
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@danielward27 danielward27 deleted the root_finding branch December 18, 2024 12:00
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