mxfusion.components.distributions.gamma

Members

class mxfusion.components.distributions.gamma.Gamma(alpha, beta, rand_gen=None, dtype=None, ctx=None)

Bases: mxfusion.components.distributions.univariate.UnivariateDistribution

Gamma distribution parameterized using Alpha and Beta. Takes dependency on Scipy to compute the log-gamma function.

Parameters:
  • alpha (Variable) – the alpha parameter of the Gamma distribution.
  • beta (Variable) – beta parameter of the Gamma 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).
log_pdf(F, variables, targets=None)

Computes the logarithm of the probability density/mass function (PDF/PMF) of the distribution. The inputs and outputs variables are fetched from the variables argument according to their UUIDs.

Parameters:
  • F (mxnet.symbol or mxnet.ndarray) – the MXNet computation mode
  • variables – the set of MXNet arrays that holds the values of

variables at runtime. :type variables: {str(UUID): MXNet NDArray or MXNet Symbol} :returns: log pdf of the distribution :rtypes: MXNet NDArray or MXNet Symbol

draw_samples(F, variables, num_samples=1, always_return_tuple=False, targets=None)

Draw a set of samples from the distribution. The inputs variables are fetched from the variables argument according to their UUIDs.

Parameters:
  • F (mxnet.symbol or mxnet.ndarray) – the MXNet computation mode
  • variables – the set of MXNet arrays that holds the values of

variables at runtime. :type variables: {str(UUID): MXNet NDArray or MXNet Symbol} :param num_samples: the number of drawn samples (default: one) :int num_samples: int :param always_return_tuple: Whether return a tuple even if there is only one variables in outputs. :type always_return_tuple: boolean :returns: a set samples of the distribution :rtypes: MXNet NDArray or MXNet Symbol or [MXNet NDArray or MXNet Symbol]

static define_variable(alpha=0.0, beta=1.0, shape=None, rand_gen=None, dtype=None, ctx=None)

Creates and returns a random variable drawn from a Gamma distribution parameterized with a and b parameters.

Parameters:
  • 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 Gamma distribution.

Rtypes:

Variable

class mxfusion.components.distributions.gamma.GammaMeanVariance(mean, variance, rand_gen=None, dtype=None, ctx=None)

Bases: mxfusion.components.distributions.univariate.UnivariateDistribution

Gamma distribution parameterized using Mean and Variance. Takes dependency on Scipy to compute the log-gamma function.

Parameters:
  • mean (Variable) – the mean parameter of the Gamma distribution.
  • variance (Variable) – variance parameter of the Gamma 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).
log_pdf(F, variables, targets=None)

Computes the logarithm of the probability density/mass function (PDF/PMF) of the distribution. The inputs and outputs variables are fetched from the variables argument according to their UUIDs.

Parameters:
  • F (mxnet.symbol or mxnet.ndarray) – the MXNet computation mode
  • variables – the set of MXNet arrays that holds the values of

variables at runtime. :type variables: {str(UUID): MXNet NDArray or MXNet Symbol} :returns: log pdf of the distribution :rtypes: MXNet NDArray or MXNet Symbol

draw_samples(F, variables, num_samples=1, always_return_tuple=False, targets=None)

Draw a set of samples from the distribution. The inputs variables are fetched from the variables argument according to their UUIDs.

Parameters:
  • F (mxnet.symbol or mxnet.ndarray) – the MXNet computation mode
  • variables – the set of MXNet arrays that holds the values of

variables at runtime. :type variables: {str(UUID): MXNet NDArray or MXNet Symbol} :param num_samples: the number of drawn samples (default: one) :int num_samples: int :param always_return_tuple: Whether return a tuple even if there is only one variables in outputs. :type always_return_tuple: boolean :returns: a set samples of the distribution :rtypes: MXNet NDArray or MXNet Symbol or [MXNet NDArray or MXNet Symbol]

static define_variable(mean=0.0, variance=1.0, shape=None, rand_gen=None, dtype=None, ctx=None)

Creates and returns a random variable drawn from a Gamma distribution parameterized with mean and variance.

Parameters:
  • 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 Gamma distribution.

Rtypes:

Variable