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add indirection for update step, add projection for LocationScale
#65
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@torfjelde Any potential concerns/comments on this? |
@torfjelde Could you take a look when you have time? |
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Added a few comments:)
But worth noting that I'm very much out-of-the-loop with the current design so it's difficult for me to give good feedback beyond just the delta of the PR 😕
@torfjelde Thanks for the review! Yeah, comments on the deltas would be much appreciated, especially when they're design-related. |
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #65 +/- ##
==========================================
+ Coverage 91.93% 93.33% +1.39%
==========================================
Files 11 11
Lines 186 195 +9
==========================================
+ Hits 171 182 +11
+ Misses 15 13 -2 ☔ View full report in Codecov by Sentry. |
This PR adds a wrapper around
Optimisers.update!
so that we one can add additional post or pre-hoc operations. For instance, forLocationScale
distributions, it is better to ensure that the diagonal of the scale matrix is always positive. This can be done by adding a projection after the call toOptimisers.update!
.