TransformVariables.jl

Transformations to contrained variables from ℝⁿ.
Author tpapp
Popularity
38 Stars
Updated Last
1 Year Ago
Started In
June 2018

TransformVariables.jl

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Successor of ContinuousTransformations.jl.

Features

  • Simple interface.
  • Fast implementation, unrolling when it makes sense.
  • Targeted to applications in statistics, mainly ML, MAP, and Bayesian inference.
  • Take advantage of Julia v0.7 features, especially named tuples and compiler optimizations.

Caveat

  • Work in progress. API will change rapidly, without warning.
  • Expect speed regressions until API is finalized.