[Reinstate] Wishart distribution #70377
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…ns.constraints.symmetric'
…h into wishart_distribution
neerajprad
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@neerajprad has imported this pull request. If you are a Meta employee, you can view this diff on Phabricator. |
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Thank you for your time. I will look forward to contribute Inverse Wishart distribution next at #70275. |
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Summary: Implement #68050 Reopened merged and reverted PR #68588 worked with neerajprad cc neerajprad Sorry for the confusion. TODO: - [x] Unit Test - [x] Documentation - [x] Change constraint of matrix variables with 'torch.distributions.constraints.symmetric' if it is reviewed and merged. Debug positive definite constraints #68720 Pull Request resolved: #70377 Reviewed By: mikaylagawarecki Differential Revision: D33355132 Pulled By: neerajprad fbshipit-source-id: e968c0d9a3061fb2855564b96074235e46a57b6c
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…72059) Summary: Maintanance of #70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: #72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908
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…72059) Summary: Maintanance of #70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: #72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3b)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…(#72059) Summary: Maintanance of pytorch/pytorch#70377 Multiple modifications of the merged initial implementation of Wishart distribution. cc neerajprad Key modifications: - `torch/distributions/wishart.py`: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the `eps` value paired to each `torch.dtype` - `test/distributions/test_distributions.py`: Test Wishart distribution implementation in numerically unstable zones, i.e `df` values are at `ndim - 1 < df < ndim` where `ndim` is the one dimenstion of the Wishart parameter & sample matrix. Pull Request resolved: pytorch/pytorch#72059 Reviewed By: H-Huang Differential Revision: D34245091 Pulled By: neerajprad fbshipit-source-id: 1cd653c1d5c663346433e84fd0bbe2e590790908 (cherry picked from commit ef1da3ba465247f5777c3c40a90b96955c4281d0)
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…72993) Summary: Maintanance of #70377 Multiple modifications of the merged initial implementation of Wishart distribution. Key modifications: * torch/distributions/wishart.py: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the eps value paired to each torch.dtype * test/distributions/test_distributions.py: Test Wishart distribution implementation in numerically unstable zones, i.e df values are at ndim - 1 < df < ndim where ndim is the one dimenstion of the Wishart parameter & sample matrix. Re-opened reverted PR #72059 cc neerajprad vadimkantorov Pull Request resolved: #72993 Reviewed By: samdow Differential Revision: D34853807 Pulled By: neerajprad fbshipit-source-id: eb62dca19bf8a934fdf59b4ffc58587447fe8378
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…72993) Summary: Maintanance of #70377 Multiple modifications of the merged initial implementation of Wishart distribution. Key modifications: * torch/distributions/wishart.py: Clamp (Clip) float type values to calculate reciprocal in numerically stable manner, by using the eps value paired to each torch.dtype * test/distributions/test_distributions.py: Test Wishart distribution implementation in numerically unstable zones, i.e df values are at ndim - 1 < df < ndim where ndim is the one dimenstion of the Wishart parameter & sample matrix. Re-opened reverted PR #72059 cc neerajprad vadimkantorov Pull Request resolved: #72993 Reviewed By: samdow Differential Revision: D34853807 Pulled By: neerajprad fbshipit-source-id: eb62dca19bf8a934fdf59b4ffc58587447fe8378 (cherry picked from commit 99240c0)
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Implement #68050
Reopened merged and reverted PR #68588 worked with @neerajprad
cc @neerajprad
Sorry for the confusion.
TODO: