making rqs compatible with float32 input (#267)

* making rqs compatible with float32 input

* minor format edit

* Update Format.yml

* fix format

* Update Format.yml

* Update Format.yml

* save additional allocations in rqs layer

Co-authored-by: David Widmann <[email protected]>

* rm allocations in rqs layer

Co-authored-by: David Widmann <[email protected]>

* bump version to 0.12.6

* add tests for rqs

---------

Co-authored-by: Tor Erlend Fjelde <[email protected]>
Co-authored-by: David Widmann <[email protected]>

.github/workflows/Format.yml

@@ -35,4 +35,4 @@ jobs:
         if: github.event_name == 'pull_request'
         with:
           tool_name: JuliaFormatter
-          fail_on_error: true
+          fail_on_error: true

Project.toml

@@ -1,6 +1,6 @@
 name = "Bijectors"
 uuid = "76274a88-744f-5084-9051-94815aaf08c4"
-version = "0.12.5"
+version = "0.12.6"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

src/bijectors/rational_quadratic_spline.jl

@@ -100,8 +100,8 @@ function RationalQuadraticSpline(
     widths::A, heights::A, derivatives::A, B::T2
 ) where {T1,T2,A<:AbstractVector{T1}}
     return RationalQuadraticSpline(
-        (cumsum(vcat([zero(T1)], LogExpFunctions.softmax(widths))) .- 0.5) * 2 * B,
-        (cumsum(vcat([zero(T1)], LogExpFunctions.softmax(heights))) .- 0.5) * 2 * B,
+        cumsum(vcat([zero(T1)], LogExpFunctions.softmax(widths))) .* (2 * B) .- B,
+        cumsum(vcat([zero(T1)], LogExpFunctions.softmax(heights))) .* (2 * B) .- B,
         vcat([one(T1)], LogExpFunctions.log1pexp.(derivatives), [one(T1)]),
     )
 end
@@ -118,7 +118,7 @@ function RationalQuadraticSpline(
     )
 
     return RationalQuadraticSpline(
-        (2 * B) .* (cumsum(ws; dims=2) .- 0.5), (2 * B) .* (cumsum(hs; dims=2) .- 0.5), ds
+        (2 * B) .* cumsum(ws; dims=2) .- B, (2 * B) .* cumsum(hs; dims=2) .- B, ds
     )
 end
 

test/bijectors/rational_quadratic_spline.jl

@@ -1,6 +1,7 @@
 using Test
 using Bijectors
 using Bijectors: RationalQuadraticSpline
+using LogExpFunctions
 
 @testset "RationalQuadraticSpline" begin
     # Monotonic spline on '[-B, B]' with `K` intermediate knots/"connection points".
@@ -59,4 +60,47 @@ using Bijectors: RationalQuadraticSpline
         x = [-5.0, 5.0]
         test_bijector(b, x; y=x, logjac=zero(eltype(x)))
     end
+
+    @testset "Float32 support" begin
+        ws = randn(Float32, K)
+        hs = randn(Float32, K)
+        ds = randn(Float32, K - 1)
+
+        Ws = randn(Float32, d, K)
+        Hs = randn(Float32, d, K)
+        Ds = randn(Float32, d, K - 1)
+
+        # success of construction
+        b = RationalQuadraticSpline(ws, hs, ds, B)
+        bb = RationalQuadraticSpline(Ws, Hs, Ds, B)
+    end
+
+    @testset "consistency after commit" begin
+        ws = randn(K)
+        hs = randn(K)
+        ds = randn(K - 1)
+
+        Ws = randn(d, K)
+        Hs = randn(d, K)
+        Ds = randn(d, K - 1)
+
+        Ws_t = hcat(zeros(size(Ws, 1)), LogExpFunctions.softmax(Ws; dims=2))
+        Hs_t = hcat(zeros(size(Ws, 1)), LogExpFunctions.softmax(Hs; dims=2))
+
+        # success of construction
+        b = RationalQuadraticSpline(ws, hs, ds, B)
+        b_mv = RationalQuadraticSpline(Ws, Hs, Ds, B)
+
+        # consistency of evaluation
+        @test all(
+            (cumsum(vcat([zero(Float64)], LogExpFunctions.softmax(ws))) .- 0.5) * 2 * B .≈
+            b.widths,
+        )
+        @test all(
+            (cumsum(vcat([zero(Float64)], LogExpFunctions.softmax(hs))) .- 0.5) * 2 * B .≈
+            b.heights,
+        )
+        @test all((2 * B) .* (cumsum(Ws_t; dims=2) .- 0.5) .≈ b_mv.widths)
+        @test all((2 * B) .* (cumsum(Hs_t; dims=2) .- 0.5) .≈ b_mv.heights)
+    end
 end