https://github.com/toshas/torch_truncnorm

Truncated Normal Distribution in PyTorch
https://github.com/toshas/torch_truncnorm

distributions pytorch truncated-normal

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Truncated Normal Distribution in PyTorch

• Host: GitHub
• URL: https://github.com/toshas/torch_truncnorm
• Owner: toshas
• License: bsd-3-clause
• Created: 2020-10-07T12:44:27.000Z (about 4 years ago)
• Default Branch: main
• Last Pushed: 2021-08-15T18:20:18.000Z (over 3 years ago)
• Last Synced: 2023-03-10T01:23:20.001Z (over 1 year ago)
• Topics: distributions, pytorch, truncated-normal
• Language: Python
• Homepage:
• Size: 15.6 KB
• Stars: 55
• Watchers: 2
• Forks: 8
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • Contributing: CONTRIBUTING
  • License: LICENSE

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README

        
# torch_truncnorm

Truncated Normal distribution in PyTorch. The module provides:

- `TruncatedStandardNormal` class - zero mean unit variance of the parent Normal distribution, parameterized by the 

  cut-off range `[a, b]` (similar to `scipy.stats.truncnorm`);

- `TruncatedNormal` class - a wrapper with extra `loc` and `scale` parameters of the parent Normal distribution;

- Differentiability wrt parameters of the distribution;

- Batching support.

# Why

I just needed differentiation with respect to parameters of the distribution and found out that truncated normal 

distribution is not bundled in `torch.distributions` as of 1.6.0.

# Known issues

`icdf` is numerically unstable; as a consequence, so is `rsample`. This issue is also seen in 

`torch.distributions.normal.Normal`, so it is sort of *normal* (ba-dum-tss).

# Tests

```shell script

CUDA_VISIBLE_DEVICES=0 python -m tests.test

```

# Links

https://people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf