mxfusion.components.distributions.wishart¶
Members¶
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class
mxfusion.components.distributions.wishart.
Wishart
(degrees_of_freedom, scale, rand_gen=None, dtype=None, ctx=None)¶ Bases:
mxfusion.components.distributions.distribution.Distribution
The Wishart distribution.
Parameters: - degrees_of_freedom (Variable) – Degrees of freedom of the Wishart distribution.
- scale (Variable) – Scale matrix of the distribution.
- rand_gen (RandomGenerator) – the random generator (default: MXNetRandomGenerator).
- dtype (numpy.float32 or numpy.float64) – the data type for float point numbers.
- ctx (None or mxnet.cpu or mxnet.gpu) – the mxnet context (default: None/current context).
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replicate_self
(attribute_map=None)¶ Replicates this Factor, using new inputs, outputs, and a new uuid. Used during model replication to functionally replicate a factor into a new graph.
Parameters:
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log_pdf_impl
(degrees_of_freedom, scale, random_variable, F=None)¶ Computes the logarithm of the probability density function (PDF) of the Wishart distribution.
Parameters: - degrees_of_freedom (MXNet NDArray or MXNet Symbol) – the degrees of freedom of the Wishart distribution.
- scale (MXNet NDArray or MXNet Symbol) – the scale of the distribution.
- random_variable (MXNet NDArray or MXNet Symbol) – the random variable of the Wishart distribution.
- F – the MXNet computation mode (mxnet.symbol or mxnet.ndarray).
Returns: log pdf of the distribution.
Rtypes: MXNet NDArray or MXNet Symbol
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draw_samples_impl
(degrees_of_freedom, scale, rv_shape, num_samples=1, F=None)¶ Draw a number of samples from the Wishart distribution.
The Bartlett decomposition of a matrix X from a p-variate Wishart distribution with scale matrix V and n degrees of freedom is the factorization: X = LAA’L’ where L is the Cholesky factor of V and A is lower triangular, with diagonal elements drawn from a chi squared (n-i+1) distribution where i is the (1-based) diagonal index and the off-diagonal elements are independent N(0, 1)
Parameters: - degrees_of_freedom (MXNet NDArray or MXNet Symbol) – the degrees of freedom of the Wishart distribution.
- scale (MXNet NDArray or MXNet Symbol) – the scale of the Wishart distributions.
- rv_shape (tuple) – the shape of each sample.
- num_samples (int) – the number of drawn samples (default: one).
- F – the MXNet computation mode (mxnet.symbol or mxnet.ndarray).
Returns: a set samples of the Wishart distribution
Rtypes: MXNet NDArray or MXNet Symbol
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static
define_variable
(shape, degrees_of_freedom=0, scale=None, rand_gen=None, minibatch_ratio=1.0, dtype=None, ctx=None)¶ Creates and returns a random variable drawn from a Wishart distribution.
Parameters: - degrees_of_freedom – Degrees of freedom of the distribution.
- scale – Scale matrix of the distribution.
- shape (tuple or [tuple]) – the shape of the random variable(s).
- rand_gen (RandomGenerator) – the random generator (default: MXNetRandomGenerator).
- dtype (numpy.float32 or numpy.float64) – the data type for float point numbers.
- ctx (None or mxnet.cpu or mxnet.gpu) – the mxnet context (default: None/current context).
Returns: the random variables drawn from the Wishart distribution.
Rtypes: Variable