from torch.distributions import constraints
from torch.distributions.transforms import ExpTransform
from torch.distributions.normal import Normal
from torch.distributions.transformed_distribution import TransformedDistribution
[docs]class LogNormal(TransformedDistribution):
r"""
Creates a log-normal distribution parameterized by
`loc` and `scale` where::
X ~ Normal(loc, scale)
Y = exp(X) ~ LogNormal(loc, scale)
Example::
>>> m = LogNormal(torch.tensor([0.0]), torch.tensor([1.0]))
>>> m.sample() # log-normal distributed with mean=0 and stddev=1
0.1046
[torch.FloatTensor of size 1]
Args:
loc (float or Tensor): mean of log of distribution
scale (float or Tensor): standard deviation of log ofthe distribution
"""
arg_constraints = {'loc': constraints.real, 'scale': constraints.positive}
support = constraints.positive
has_rsample = True
def __init__(self, loc, scale, validate_args=None):
super(LogNormal, self).__init__(Normal(loc, scale), ExpTransform(), validate_args=validate_args)
@property
def loc(self):
return self.base_dist.loc
@property
def scale(self):
return self.base_dist.scale
@property
def mean(self):
return (self.loc + self.scale.pow(2) / 2).exp()
@property
def variance(self):
return (self.scale.pow(2).exp() - 1) * (2 * self.loc + self.scale.pow(2)).exp()
[docs] def entropy(self):
return self.base_dist.entropy() + self.loc