pytorch/torch/distributions
Till Hoffmann b485781440 Add a transform for positive-definite matrices. (#76777)
The `PositiveDefiniteTransform` is required to transform from an unconstrained space to positive definite matrices, e.g. to support testing the Wishart mode in #76690. It is a simple extension of the `LowerCholeskyTransform`.

I've also added a small test that ensures the generated data belong to the domain of the associated transform. Previously, the data generated for the inverse transform of the `LowerCholeskyTransform` wasn't part of the domain, and the test only passed because the comparison uses `equal_nan=True`.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/76777
Approved by: https://github.com/lezcano, https://github.com/fritzo, https://github.com/soumith
2022-12-08 09:18:44 +00:00
..
__init__.py
bernoulli.py
beta.py
binomial.py
categorical.py
cauchy.py
chi2.py
constraint_registry.py Add a transform for positive-definite matrices. (#76777) 2022-12-08 09:18:44 +00:00
constraints.py
continuous_bernoulli.py
dirichlet.py
distribution.py Add type annotations to distribution.py (#87577) 2022-10-26 18:50:48 +00:00
exp_family.py
exponential.py
fishersnedecor.py
gamma.py Implement gamma cdf (#89955) 2022-12-01 00:12:53 +00:00
geometric.py
gumbel.py
half_cauchy.py
half_normal.py
independent.py
kl.py
kumaraswamy.py
laplace.py
lkj_cholesky.py Fix typos used in documents under torch directory (#88483) 2022-11-08 01:33:36 +00:00
log_normal.py
logistic_normal.py
lowrank_multivariate_normal.py
mixture_same_family.py Fix typos in messages under torch (#89049) 2022-11-17 04:18:14 +00:00
multinomial.py
multivariate_normal.py
negative_binomial.py
normal.py
one_hot_categorical.py
pareto.py
poisson.py
relaxed_bernoulli.py
relaxed_categorical.py
studentT.py
transformed_distribution.py Easier to understand event_dim computation (#81396) 2022-11-16 04:38:32 +00:00
transforms.py Add a transform for positive-definite matrices. (#76777) 2022-12-08 09:18:44 +00:00
uniform.py
utils.py
von_mises.py
weibull.py
wishart.py