inline var<AutodiffOrder, StrictSmoothness, ValidateIO>
inv_logit(const var<AutodiffOrder, StrictSmoothness, ValidateIO>& input) {
if (ValidateIO) validate_input(input.first_val(), "inv_logit");
const short partials_order = 3;
const unsigned int n_inputs = 1;
create_node<unary_var_node<AutodiffOrder, partials_order>>(n_inputs);
double s = inv_logit(input.first_val());
try {
push_dual_numbers<AutodiffOrder, ValidateIO>(s);
} catch (nomad_error) {
throw nomad_output_value_error("inv_logit");
}
push_inputs(input.dual_numbers());
double ds = s * (1 - s);
try {
if (AutodiffOrder >= 1) push_partials<ValidateIO>(ds);
if (AutodiffOrder >= 2) push_partials<ValidateIO>(ds * (1 - 2 * s) );
if (AutodiffOrder >= 3) push_partials<ValidateIO>(ds * (1 - 6 * s * (1 - s)) );
} catch (nomad_error) {
throw nomad_output_partial_error("inv_logit");
}
return var<AutodiffOrder, StrictSmoothness, ValidateIO>(next_node_idx_ - 1);
}
TEST(AgradRev,inv_logit) {
AVAR a = 2.0;
AVAR f = inv_logit(a);
EXPECT_FLOAT_EQ(1.0 / (1.0 + exp(-2.0)),f.val());
AVEC x = createAVEC(a);
VEC grad_f;
f.grad(x,grad_f);
EXPECT_FLOAT_EQ(exp(-2.0)/pow(1 + exp(-2.0),2.0),
grad_f[0]);
}
inline typename boost::math::tools::promote_args<T>::type
Phi_approx(T x) {
return inv_logit(0.07056 * std::pow(x,3.0) + 1.5976 * x);
}
