Fix numerically instability of SigmoidTransform (#19802)

zuoxingdong · facebook-github-bot · commit c5d5d45f4096 · 2019-06-06T13:58:53.000-07:00
Summary: fix #18254 for numerically instability of `SigmoidTransform` Pull Request resolved: #19802 Differential Revision: D15701837 Pulled By: ezyang fbshipit-source-id: fe6c755c523487c8bbdcc3bfb8455801617c70a4
diff --git a/torch/distributions/transforms.py b/torch/distributions/transforms.py
@@ -3,6 +3,7 @@
 import weakref
 
 import torch
+import torch.nn.functional as F
 from torch.distributions import constraints
 from torch.distributions.utils import (_sum_rightmost, broadcast_all,
                                        lazy_property)
@@ -359,7 +360,7 @@ def _inverse(self, y):
         return y.log() - (-y).log1p()
 
     def log_abs_det_jacobian(self, x, y):
-        return -(y.reciprocal() + (1 - y).reciprocal()).log()
+        return -F.softplus(-x) - F.softplus(x)
 
 
 class AbsTransform(Transform):
