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Source code for torch.distributions.half_cauchy

import math

import torch
from torch._six import inf
from torch.distributions import constraints
from torch.distributions.transforms import AbsTransform
from torch.distributions.cauchy import Cauchy
from torch.distributions.transformed_distribution import TransformedDistribution


[docs]class HalfCauchy(TransformedDistribution): r""" Creates a half-Cauchy distribution parameterized by `scale` where:: X ~ Cauchy(0, scale) Y = |X| ~ HalfCauchy(scale) Example:: >>> m = HalfCauchy(torch.tensor([1.0])) >>> m.sample() # half-cauchy distributed with scale=1 tensor([ 2.3214]) Args: scale (float or Tensor): scale of the full Cauchy distribution """ arg_constraints = {'scale': constraints.positive} support = constraints.positive has_rsample = True def __init__(self, scale, validate_args=None): base_dist = Cauchy(0, scale, validate_args=False) super(HalfCauchy, self).__init__(base_dist, AbsTransform(), validate_args=validate_args)
[docs] def expand(self, batch_shape, _instance=None): new = self._get_checked_instance(HalfCauchy, _instance) return super(HalfCauchy, self).expand(batch_shape, _instance=new)
@property def scale(self): return self.base_dist.scale @property def mean(self): return torch.full(self._extended_shape(), math.inf, dtype=self.scale.dtype, device=self.scale.device) @property def variance(self): return self.base_dist.variance
[docs] def log_prob(self, value): if self._validate_args: self._validate_sample(value) value = torch.as_tensor(value, dtype=self.base_dist.scale.dtype, device=self.base_dist.scale.device) log_prob = self.base_dist.log_prob(value) + math.log(2) log_prob[value.expand(log_prob.shape) < 0] = -inf return log_prob
[docs] def cdf(self, value): if self._validate_args: self._validate_sample(value) return 2 * self.base_dist.cdf(value) - 1
[docs] def icdf(self, prob): return self.base_dist.icdf((prob + 1) / 2)
[docs] def entropy(self): return self.base_dist.entropy() - math.log(2)

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