https://github.com/GPflow/GPflow
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Tip revision: 331d44f8e661f6aef4d1a8c669b6295e41bc341c authored by Jesper Nielsen on 10 May 2022, 10:27:03 UTC
Merge pull request #1884 from GPflow/develop
Tip revision: 331d44f
utils.py
# Copyright 2017-2020 The GPflow Contributors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import numpy as np
import tensorflow as tf


def inv_probit(x: tf.Tensor) -> tf.Tensor:
    jitter = 1e-3  # ensures output is strictly between 0 and 1
    return 0.5 * (1.0 + tf.math.erf(x / np.sqrt(2.0))) * (1 - 2 * jitter) + jitter
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