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Add logit transformation of the parameters #1464

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anastasiakrouglova opened this issue Mar 17, 2025 · 0 comments
Open

Add logit transformation of the parameters #1464

anastasiakrouglova opened this issue Mar 17, 2025 · 0 comments
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enhancement New feature or request

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@anastasiakrouglova
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🚀 Feature Request

Problem: numerical stability for some simulators

Sometimes, SBI gets stuck because of some numerical instability.

Solution

Implements a logit transformation on the conditioning variable bounded within a given interval (min_val, max_val), mapping it to the real line (-inf, inf). This transformation is useful for normalizing bounded data while ensuring numerical stability.

Instead of z_scoring the conditioning variable, one can now also logit-transform it. Allowing in some cases, a more stable evaluation with the rejection-sampling algorithm (if normalized posterior is required).

📌 Additional Context

I have had these issues before with SBI, and implementing a logit transformation helped resolve the numerical instabilities when working in low-data modes.

@anastasiakrouglova anastasiakrouglova added the enhancement New feature or request label Mar 17, 2025
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