Use logistic function from eigen (based on jachymb's PR) #3160
Conversation
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Can this use |
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@andrjohns do you mean something besides the definition in prim that uses template <typename T, require_std_vector_t<T>* = nullptr>
inline auto inv_logit(T&& x) {
return apply_scalar_unary<inv_logit_fun, std::decay_t<T>>::apply(
std::forward<T>(x));
} |
Yeah the issue with the current definition is that it won't use the vectorised Eigen implementation for template <typename Container, require_ad_container_t<Container>* = nullptr>
inline auto inv_logit(const Container& x) {
return apply_scalar_unary<inv_logit_fun, Container>::apply(x);
}
template <typename Container,
require_container_bt<std::is_arithmetic, Container>* = nullptr>
inline auto inv_logit(const Container& x) {
return apply_vector_unary<Container>::apply(
x, [](const auto& v) { return v.array().logistic(); });
}This way the Eigen logistic function will be used for all arithmetic containers (even arbitrarily nested ones) |
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stan/math/prim/fun/inv_logit.hpp
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| * Vectorized version of inv_logit() for std::vector's containing ad types. | ||
| * | ||
| * @tparam T type of container | ||
| * @param x container | ||
| * @tparam T type of std::vector | ||
| * @param x std::vector |
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This overload would also be used for Eigen types with fvars I think
stan/math/prim/fun/inv_logit.hpp
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| * @tparam T A type of either `std::vector` whose inner type inherits from | ||
| * `Eigen::DenseBase` or a type that directly inherits from `Eigen::DenseBase`. | ||
| * The inner scalar type must not have a `var` scalar type. | ||
| * @param x Eigen expression |
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This overload would also be for std::vector with inner types of double or std::vector
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Note there is also the |
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@andrjohns ty those docs should be cleaned up now! @jachymb personally I don't know what the benefit of using Eigen's logistic function for scalars would be. For the vectorized version of the code, using the Eigen |
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Summary
Modifies
inv_logitto use thelogisticfunction from Eigen. Also makes a new reverse mode specialization ofinv_logitfor Eigen matrices.Tests
No new tests.
Checklist
Copyright holder: Jáchym Barvínek and Steve Bronder
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit)make test-headers)make test-math-dependencies)make doxygen)make cpplint)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested