trained-scale" class="section level3">
<h3>Unconstrained Scale</h3>
<p>The output is for the variable values and their gradients are on the
unconstrained scale, which means each variable is a vector of size
corresponding to the number of unconstrained variables required to
define it. For example, an <span class="math inline">\(N \times N\)</span> correlation matrix, requires
<span class="math inline">\(\binom{N}{2}\)</span> unconstrained parameters. The
transformations from constrained to unconstrained para