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fix_reverse_out_bound_quadratic_spline #3140

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Merged
merged 8 commits into from
Oct 21, 2022
Merged

fix_reverse_out_bound_quadratic_spline #3140

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fix_reverse_out_bound_quadratic_spline
LiaoShiqi97 Sep 25, 2022
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fix_reverse_out_bound_quadratic_spline
LiaoShiqi97 Oct 2, 2022
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fritzo Oct 19, 2022
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2 changes: 2 additions & 0 deletions pyro/distributions/transforms/spline.py
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Original file line number Diff line number Diff line change
Expand Up @@ -254,6 +254,8 @@ def _monotonic_rational_spline(
c = -input_delta * (inputs - input_cumheights)

discriminant = b.pow(2) - 4 * a * c
# Make sure outside_interval input can be reversed as identity.
discriminant = discriminant.masked_fill(outside_interval_mask, 0)
assert (discriminant >= 0).all()

root = (2 * c) / (-b - torch.sqrt(discriminant))
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