Add variate transport by oschulz · Pull Request #62 · JuliaMath/MeasureBase.jl

oschulz · 2022-06-15T14:06:30Z

No description provided.

Already an indirect dependency via FillArrays.

github-actions · 2022-06-15T14:09:12Z

Package name	latest	stable
MeasureTheory.jl

github-actions · 2022-06-15T14:47:12Z

Package name	latest	stable
MeasureTheory.jl

codecov · 2022-06-15T14:48:51Z

Codecov Report

Merging #62 (a8faa66) into master (bf7eae6) will increase coverage by 8.53%.
The diff coverage is 78.57%.

@@            Coverage Diff             @@
##           master      #62      +/-   ##
==========================================
+ Coverage   39.02%   47.55%   +8.53%     
==========================================
  Files          34       37       +3     
  Lines         756      942     +186     
==========================================
+ Hits          295      448     +153     
- Misses        461      494      +33

Impacted Files	Coverage Δ
src/MeasureBase.jl	`60.00% <ø> (ø)`
src/insupport.jl	`0.00% <0.00%> (ø)`
src/transport.jl	`63.88% <63.88%> (ø)`
src/combinators/transformedmeasure.jl	`71.42% <80.64%> (+71.42%)`	⬆️
src/getdof.jl	`87.50% <87.50%> (ø)`
src/interface.jl	`96.29% <94.11%> (-3.71%)`	⬇️
src/combinators/power.jl	`84.90% <100.00%> (+12.40%)`	⬆️
src/combinators/weighted.jl	`81.81% <100.00%> (+2.87%)`	⬆️
src/primitives/dirac.jl	`70.58% <100.00%> (+9.04%)`	⬆️
src/primitives/lebesgue.jl	`80.95% <100.00%> (+4.48%)`	⬆️
... and 5 more

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update bf7eae6...a8faa66. Read the comment docs.

cscherrer

Thanks @oschulz ! I have some questions, may have a better basis for review after I understand some things better

github-actions · 2022-06-15T19:20:08Z

Package name	latest	stable
MeasureTheory.jl

github-actions · 2022-06-15T20:01:24Z

Package name	latest	stable
MeasureTheory.jl

github-actions · 2022-06-15T22:23:07Z

Package name	latest	stable
MeasureTheory.jl

github-actions · 2022-06-16T00:20:20Z

Package name	latest	stable
MeasureTheory.jl

github-actions · 2022-06-16T00:43:18Z

Package name	latest	stable
MeasureTheory.jl

Can't be fully implemented without depending on SpecialFunctions.jl.

oschulz · 2022-06-19T16:44:42Z

If we want to stress the transport aspect, I'd suggest transport_map(nu, mu) or gettransport(nu, mu) (with transport_def(nu, mu, x) for the internal function, and nu the target and mu the source).

oschulz · 2022-06-19T16:51:19Z

Ok, new list for bikeshedding:

transformation_to(nu, mu)
transformation_map(nu, mu)
transport_to(nu, mu)
transport_map(nu, mu)

I like the ones with _to better, but I'm Ok with all of them.

@cscherrer , @mschauer , any picks?

cscherrer · 2022-06-19T17:10:39Z

I think it's important to try to distinguish between a measure transformation and a support transformation (that can be pushed forward or pulled back for some measure). And the to/from thing could be confusing.

If the concept of a transport is meaningful when the spaces are different, I like transport_to

oschulz · 2022-06-19T17:26:59Z

I think it's important to try to distinguish between a measure transformation and a support transformation (that can be pushed forward or pulled back for some measure). And the to/from thing could be confusing.

If the concept of a transport is meaningful when the spaces are different, I like transport_to

If I read https://en.m.wikipedia.org/wiki/Transportation_theory_(mathematics) correctly, the spaces can be different. Correct, @mschauer?

We do not guarantee that we return an optimal transport, though (we shovel the earth correctly but not necessarily with minimum effort).

mschauer · 2022-06-19T18:33:49Z

Exactly, we also don’t promise an optimal transport, right? :-)

oschulz · 2022-06-19T18:42:35Z

Exactly, we also don’t promise an optimal transport, right? :-)

Indeed no, just a "correct transport, not an optimal one.

cscherrer · 2022-06-19T18:53:43Z

@mschauer if we change to transport_to do you think we're good to go?

I'm going to be out for a while, so once you're both happy with this please go ahead and merge, and tag a release

mschauer · 2022-06-19T18:59:21Z

I should not tag releases on the phone but I am happy with the PR

oschulz · 2022-06-19T19:24:24Z

I should not tag releases on the phone but I am happy with the PR

Ok, let me do the rename, then we'll tag?

oschulz · 2022-06-19T19:35:50Z

Ok, renamed, let's see if CI goes through.

@mschauer Ok like this?

github-actions · 2022-06-19T19:36:10Z

Package name	latest	stable
MeasureTheory.jl

oschulz · 2022-06-19T19:36:50Z

Ah, stop, need to rename vartransform_origin to

oschulz · 2022-06-19T19:44:01Z

Ok rename complete.

github-actions · 2022-06-19T19:45:59Z

Package name	latest	stable
MeasureTheory.jl

oschulz · 2022-06-19T19:59:55Z

I should not tag releases on the phone but I am happy with the PR

I can do the squash-merge, increase version number and tag, if there are no objections?

oschulz · 2022-06-19T20:07:58Z

This will be v0.11.0, not v0.10.1, right?

oschulz · 2022-06-19T20:13:12Z

This will be v0.11.0, not v0.10.1, right?

Ah, yes - has to be, since it moves out StdNormal.

github-actions · 2022-06-19T20:16:33Z

Package name	latest	stable
MeasureTheory.jl

oschulz · 2022-06-19T21:28:07Z

Released. :-)

oschulz · 2022-06-20T00:41:50Z

I apologize, I overlooked one name - we still have the VarTransform type. Should I make a v0.12 (we could name it to TransportFunction? It's not a type users will interact with much, but maybe best to fix that naming inconsistency now instead of later?

oschulz · 2022-06-20T01:07:16Z

I did a grep for var ... we also forgot about test_vartransform, NoTransport, checked_var, NoVarCheck and a few internal functions during the rename (oops).

oschulz · 2022-06-20T01:14:04Z

#63 should fix it - grep shows no remaining "...var..." where it doesn't belong.

oschulz added 5 commits June 15, 2022 15:24

Add ChainRulesCore to dependencies

25fa2e1

Already an indirect dependency via FillArrays.

Add InverseFunctions and ChangesOfVariables to deps

a3e1bbf

Add require_insupport

2015ccd

Add effndof and require_same_effndof

e86cf2c

Add check_varshape

2e8e7d6

oschulz requested a review from cscherrer June 15, 2022 14:06

oschulz marked this pull request as draft June 15, 2022 14:06

Add vartransform

5019b14

cscherrer reviewed Jun 15, 2022

View reviewed changes

oschulz added 3 commits June 15, 2022 21:10

Remove "measure-like" terminology

6ee4e3d

Remove requirement for vartransform to return a Function

2217a42

Remove check_varshape

bb0257d

Rename effndof to getdof

15952bb

Separate vartransform and vartransform_def

d5635fe

oschulz added 2 commits June 16, 2022 01:21

Fix default vartransform_def

57c83b3

Remove select_vartransform_intermediate

b2817f0

Fix check_dof

66f5990

oschulz added 5 commits June 16, 2022 11:27

Export getdof

de96842

Export vartransform

9101015

Implement getdof for measures

45fe220

Remove StdNormal

e7fff14

Can't be fully implemented without depending on SpecialFunctions.jl.

FIXUP implement getdof

680e8f8

mschauer approved these changes Jun 19, 2022

View reviewed changes

Rename vartransform to transport_to

8f2da10

Rename vartransform_origin

343d20b

Increase package version to v0.11.0

a8faa66

oschulz merged commit 648376d into JuliaMath:master Jun 19, 2022

oschulz deleted the transforms branch June 19, 2022 21:27

oschulz changed the title ~~Add vartransform~~ Add variate transport Jun 20, 2022

oschulz mentioned this pull request Jun 20, 2022

Address some transform-related naming inconsistencies #63

Merged

Uh oh!

Conversation

oschulz commented Jun 15, 2022

Uh oh!

github-actions Bot commented Jun 15, 2022

Uh oh!

github-actions Bot commented Jun 15, 2022

Uh oh!

codecov Bot commented Jun 15, 2022 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Codecov Report

Uh oh!

cscherrer left a comment

Choose a reason for hiding this comment

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

github-actions Bot commented Jun 15, 2022

Uh oh!

github-actions Bot commented Jun 15, 2022

Uh oh!

github-actions Bot commented Jun 15, 2022

Uh oh!

github-actions Bot commented Jun 16, 2022

Uh oh!

github-actions Bot commented Jun 16, 2022

Uh oh!

oschulz commented Jun 19, 2022 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

cscherrer commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

mschauer commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

cscherrer commented Jun 19, 2022

Uh oh!

mschauer commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

github-actions Bot commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

github-actions Bot commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

github-actions Bot commented Jun 19, 2022

Uh oh!

oschulz commented Jun 19, 2022

Uh oh!

oschulz commented Jun 20, 2022 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

oschulz commented Jun 20, 2022

Uh oh!

oschulz commented Jun 20, 2022

codecov Bot commented Jun 15, 2022 •

edited

Loading

oschulz commented Jun 19, 2022 •

edited

Loading

oschulz commented Jun 19, 2022 •

edited

Loading

oschulz commented Jun 20, 2022 •

edited

Loading