Implement Kumaraswamy Distribution #48285

vishwakftw · 2020-11-20T00:49:50Z

This PR implements the Kumaraswamy distribution.

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sdaulton · 2020-11-20T00:55:29Z

torch/distributions/kumaraswamy.py

+
+    @property
+    def variance(self):
+        return _moments(self.concentration1, self.concentration0, 2) - torch.pow(self.mean, 2)


Why not compute and use log moments and use logsumexp these calculations?

I don't see an immediate benefit, but let me try benchmarking.

torch/distributions/kumaraswamy.py

torch/distributions/utils.py

torch/distributions/kumaraswamy.py

sdaulton · 2020-11-20T00:58:19Z

Thanks for putting this up!

codecov · 2020-11-20T03:53:30Z

Codecov Report

Merging #48285 (70f6dae) into master (c542614) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master   #48285   +/-   ##
=======================================
  Coverage   81.04%   81.04%           
=======================================
  Files        1842     1843    +1     
  Lines      199238   199274   +36     
=======================================
+ Hits       161463   161507   +44     
+ Misses      37775    37767    -8

dr-ci · 2020-11-23T05:28:06Z

💊 CI failures summary and remediations

As of commit fcf8b75 (more details on the Dr. CI page):

3/3 failures introduced in this PR

🕵️ 3 new failures recognized by patterns

The following CI failures do not appear to be due to upstream breakages:

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This comment has been revised 7 times.

fritzo

Tests look good to me. I haven't verified the math.

torch/distributions/kumaraswamy.py

fritzo

LGTM after fixing lint error.

fritzo · 2020-11-30T09:56:09Z

torch/distributions/utils.py

@@ -5,6 +5,10 @@
 from typing import Dict, Any


+euler_constant = 0.57721566490153286060  # Euler Mascheroni Constant
+
+


I think flake8 will complain about three empty lines; you can just remove one.

facebook-github-bot

@ezyang has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

Signed-off-by: Edward Z. Yang <ezyang@fb.com>

facebook-github-bot

@ezyang has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

vishwakftw · 2020-12-02T01:56:59Z

Oh I'm so sorry for missing the lint comment @ezyang @fritzo . Thanks for importing.

facebook-github-bot · 2020-12-02T17:11:41Z

@ezyang merged this pull request in 47db191.

Summary: This PR implements the Kumaraswamy distribution. cc: fritzo alicanb sdaulton Pull Request resolved: pytorch#48285 Reviewed By: ejguan Differential Revision: D25221015 Pulled By: ezyang fbshipit-source-id: e621b25a9c75671bdfc94af145a4d9de2f07231e

[RENEW] Implement Kumaraswamy Distribution

f2009ae

sdaulton reviewed Nov 20, 2020

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mrshenli added the module: distributions Related to torch.distributions label Nov 20, 2020

mrshenli requested review from ezyang and gchanan November 20, 2020 16:23

mrshenli added the triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module label Nov 20, 2020

Remove unnecessary alloc

92d2a0c

fritzo reviewed Nov 25, 2020

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torch/distributions/kumaraswamy.py Outdated Show resolved Hide resolved

Update kumaraswamy.py

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fritzo reviewed Nov 30, 2020

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fix whitespace

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Signed-off-by: Edward Z. Yang <ezyang@fb.com>

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facebook-github-bot closed this in 47db191 Dec 2, 2020

facebook-github-bot added the Merged label Dec 2, 2020

vishwakftw deleted the kumaraswamy-new branch December 2, 2020 17:12

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Implement Kumaraswamy Distribution #48285

Implement Kumaraswamy Distribution #48285

vishwakftw commented Nov 20, 2020

facebook-github-bot commented Nov 20, 2020

sdaulton Nov 20, 2020

vishwakftw Nov 20, 2020

sdaulton commented Nov 20, 2020

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edited

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edited

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vishwakftw commented Dec 2, 2020

facebook-github-bot commented Dec 2, 2020

		@@ -5,6 +5,10 @@
		from typing import Dict, Any


		euler_constant = 0.57721566490153286060 # Euler Mascheroni Constant

Implement Kumaraswamy Distribution #48285

Implement Kumaraswamy Distribution #48285

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vishwakftw commented Nov 20, 2020

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codecov bot commented Nov 20, 2020 • edited

Codecov Report

dr-ci bot commented Nov 23, 2020 • edited

💊 CI failures summary and remediations

🕵️ 3 new failures recognized by patterns

pytorch_xla_linux_bionic_py3_6_clang9_build (1/3)

pytorch_linux_xenial_cuda9_2_cudnn7_py3_gcc5_4_build (2/3)

pytorch_linux_xenial_py3_6_gcc5_4_build (3/3)

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vishwakftw commented Dec 2, 2020

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codecov bot commented Nov 20, 2020 •

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edited