fix bug in PerturbedMultiplicative

Author: BatyLeo

src/InferOpt.jl

@@ -15,6 +15,8 @@ using DifferentiableExpectations:
 using Distributions:
     Distributions,
     ContinuousUnivariateDistribution,
+    AffineDistribution,
+    Dirac,
     LogNormal,
     Normal,
     product_distribution,

src/layers/perturbed/utils.jl

@@ -26,3 +26,7 @@ It is equal to ``logpdf(d, log(x)) - log(x)``.
 function Distributions.logpdf(d::ExponentialOf, x::Real)
     return logpdf(d.dist, log(x)) - log(x)
 end
+
+function Base.:*(x::Real, d::ExponentialOf)
+    return iszero(x) ? Dirac(0.0) : AffineDistribution(zero(x), x, d)
+end

test/perturbed.jl

@@ -112,3 +112,11 @@ end
     @test Ja ≈ Jz rtol = 0.01
     @test Jm ≈ Jz rtol = 0.01
 end
+
+@testitem "Perturbed - Misc" begin
+    # Make sure that having 0s in θ works
+    perturbed = PerturbedMultiplicative(identity; ε=1.0, nb_samples=1e4, seed=0)
+    θ = [1.0, 0.0]
+    y = perturbed(θ)
+    @test iszero(y[2])
+end