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Merged
merged 1 commit into from
Dec 28, 2021
Merged

add new API: paddle.linalg.cov #38392

merged 1 commit into from
Dec 28, 2021

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zhiboniu
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@zhiboniu zhiboniu commented Dec 23, 2021 •
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add new API: paddle.linalg.cov

        import paddle
        import numpy as np

        x = np.random.rand(3,4)
        xt = paddle.to_tensor(x)
        paddle.linalg.cov(xt)

        '''
        Tensor(shape=[3, 3], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            [[0.07918842, 0.06127326, 0.01493049],
                [0.06127326, 0.06166256, 0.00302668],
                [0.01493049, 0.00302668, 0.01632146]])
        '''

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Thanks for your contribution!
Please wait for the result of CI firstly. See Paddle CI Manual for details.

jeff41404
jeff41404 reviewed Dec 24, 2021
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python/paddle/fluid/tests/unittests/test_cov.py Outdated
aweights=None)
np_cov = numpy_cov(
np_arr, rowvar=True, ddof=1, fweights=None, aweights=None)
self.assertTrue(np.allclose(np_cov, cov.numpy(), rtol=3e-3))
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is rtol=3e-3 too loose?

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float32计算精度较差，float64精度非常高

XiaoguangHu01
XiaoguangHu01 previously approved these changes Dec 27, 2021
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LG API

TCChenlong
TCChenlong reviewed Dec 28, 2021
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TCChenlong
TCChenlong approved these changes Dec 28, 2021
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LGTM

XiaoguangHu01
XiaoguangHu01 approved these changes Dec 28, 2021
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LGTM

jeff41404
jeff41404 approved these changes Dec 28, 2021
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LGTM

@jeff41404 jeff41404 merged commit 85f5d26 into PaddlePaddle:develop Dec 28, 2021
@zhiboniu zhiboniu changed the title add new API: paddle.cov add new API: paddle.linalg.cov Dec 29, 2021
@TCChenlong TCChenlong mentioned this pull request Mar 8, 2022
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@jeff41404 jeff41404 jeff41404 approved these changes

@TCChenlong TCChenlong TCChenlong approved these changes

@XiaoguangHu01 XiaoguangHu01 XiaoguangHu01 approved these changes

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4 participants
@zhiboniu @jeff41404 @TCChenlong @XiaoguangHu01