Diffrentiabilty of ExponentialFamily(ExponentialFamily.MvNormalMeanCovariance) logpdf #140
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Codecov ReportAll modified lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #140 +/- ##
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- Coverage 75.21% 75.20% -0.02%
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Files 42 42
Lines 3127 3125 -2
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- Hits 2352 2350 -2
Misses 775 775
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ismailsenoz
approved these changes
Oct 16, 2023
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@ismailsenoz should we merge it? |
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Some of the checks didn't pass. |
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@ismailsenoz they are not passed because they were canceled. |
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In this PR, I've switched from using
inv!andlogdetin the LinearAlgebra package tocholinv_logdet, as the current implementation isn't differentiable with autograd. I've also added tests to verify the differentiability of the new implementation.