Shortcuts

Source code for torch.distributions.laplace

# mypy: allow-untyped-defs
import torch
from torch import Tensor
from torch.distributions import constraints
from torch.distributions.distribution import Distribution
from torch.distributions.utils import broadcast_all
from torch.types import _Number, _size


__all__ = ["Laplace"]


[docs]class Laplace(Distribution): r""" Creates a Laplace distribution parameterized by :attr:`loc` and :attr:`scale`. Example:: >>> # xdoctest: +IGNORE_WANT("non-deterministic") >>> m = Laplace(torch.tensor([0.0]), torch.tensor([1.0])) >>> m.sample() # Laplace distributed with loc=0, scale=1 tensor([ 0.1046]) Args: loc (float or Tensor): mean of the distribution scale (float or Tensor): scale of the distribution """ arg_constraints = {"loc": constraints.real, "scale": constraints.positive} support = constraints.real has_rsample = True @property def mean(self) -> Tensor: return self.loc @property def mode(self) -> Tensor: return self.loc @property def variance(self) -> Tensor: return 2 * self.scale.pow(2) @property def stddev(self) -> Tensor: return (2**0.5) * self.scale def __init__(self, loc, scale, validate_args=None): self.loc, self.scale = broadcast_all(loc, scale) if isinstance(loc, _Number) and isinstance(scale, _Number): batch_shape = torch.Size() else: batch_shape = self.loc.size() super().__init__(batch_shape, validate_args=validate_args)
[docs] def expand(self, batch_shape, _instance=None): new = self._get_checked_instance(Laplace, _instance) batch_shape = torch.Size(batch_shape) new.loc = self.loc.expand(batch_shape) new.scale = self.scale.expand(batch_shape) super(Laplace, new).__init__(batch_shape, validate_args=False) new._validate_args = self._validate_args return new
[docs] def rsample(self, sample_shape: _size = torch.Size()) -> Tensor: shape = self._extended_shape(sample_shape) finfo = torch.finfo(self.loc.dtype) if torch._C._get_tracing_state(): # [JIT WORKAROUND] lack of support for .uniform_() u = torch.rand(shape, dtype=self.loc.dtype, device=self.loc.device) * 2 - 1 return self.loc - self.scale * u.sign() * torch.log1p( -u.abs().clamp(min=finfo.tiny) ) u = self.loc.new(shape).uniform_(finfo.eps - 1, 1) # TODO: If we ever implement tensor.nextafter, below is what we want ideally. # u = self.loc.new(shape).uniform_(self.loc.nextafter(-.5, 0), .5) return self.loc - self.scale * u.sign() * torch.log1p(-u.abs())
[docs] def log_prob(self, value): if self._validate_args: self._validate_sample(value) return -torch.log(2 * self.scale) - torch.abs(value - self.loc) / self.scale
[docs] def cdf(self, value): if self._validate_args: self._validate_sample(value) return 0.5 - 0.5 * (value - self.loc).sign() * torch.expm1( -(value - self.loc).abs() / self.scale )
[docs] def icdf(self, value): term = value - 0.5 return self.loc - self.scale * (term).sign() * torch.log1p(-2 * term.abs())
[docs] def entropy(self): return 1 + torch.log(2 * self.scale)

Docs

Access comprehensive developer documentation for PyTorch

View Docs

Tutorials

Get in-depth tutorials for beginners and advanced developers

View Tutorials

Resources

Find development resources and get your questions answered

View Resources
pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy