Implement AsymmetricLaplace distribution #2850
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fehiepsi
reviewed
May 25, 2021
| self._validate_sample(value) | ||
| z = value - self.loc | ||
| z = -z.abs() / torch.where(z < 0, self.left_scale, self.right_scale) | ||
| return z - (self.left_scale + self.right_scale).log() |
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It took me a bit of time to see the continuity here (haha my mind is not working these days :D )
- z -> 0- : -|z| / left_scale - log(left_scale + right_scale)
- z -> 0+ : -|z| / right_scale - log(self_scale + right_scale)
both converges to- log(self_scale + right_scale)
fehiepsi
reviewed
May 25, 2021
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Tested