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certifiedquantileregression's Issues

Allow mixed precision: float64 float32 float16

At the moment the library does not take into account the true types of the tensors and parameters. Everything follows the default behavior of Jax: everything is converted to float32 by default.

It could be useful to handle these constraints in the future.

TODO list:

  • handle dtype in param initializer
  • check dtype of examples/
  • check dtype of tests/

Refactor StiefelDense

Currently the implementation of StielFelDense is adhoc: ortho_ker, u and sig are added and updated manually.

This code should be shared between different layers with orthogonal linear transformation. A function could automate all this and populate each layer with ortho_ker, u and sig variables.

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