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I guess there can be inconsistency in calculating score function. As far as i remember, the current pipeline for computation works like this:
But, gradients of functions with respect to parameters will be different in different parametrizations (more specifically they will differ by multiplication of gradient on Jacobi matrix of mapping between parametrizations). I do not know how handle this problem correctly, but
Probably need help of @LeonidElkin |
LeonidElkin
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lgtm. There are no special questions about the code. Mathematical correctness requires approval from @Desiment . Don't make six commits, one will be enough
| width = b - a | ||
| return np.where((x >= a) & (x <= b), -np.log(width), -np.inf) |
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No need to create another variable if you use it only once in the expression and it is so small
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