mxfusion.components.distributions.wishart

Members

class mxfusion.components.distributions.wishart.WishartLogPDFDecorator

Bases: mxfusion.components.distributions.distribution.LogPDFDecorator

class mxfusion.components.distributions.wishart.WishartDrawSamplesDecorator

Bases: mxfusion.components.distributions.distribution.DrawSamplesDecorator

class mxfusion.components.distributions.wishart.Wishart(degrees_of_freedom, scale, rand_gen=None, minibatch_ratio=1.0, 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).
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:
  • inputs (a dict of {'name' : Variable} or None) – new input variables of the factor.
  • outputs (a dict of {'name' : Variable} or None) – new output variables of the factor.
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(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