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【Hackathon 6th No.5】为 Paddle 新增 chi2/LKJCholesky API #872
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Merge from master
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- `paddle.distribution.LKJCholesky` | ||
- `Pytorch`和`numpyro` 的`LKJCholesky`实现逻辑基本一致,区别是numpyro多了`sample method`的选择:`_onion`和`_cvine`。 `paddle` 中考虑实现后者 |
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补充下两种采样方式:_onion 和 _cvine 的区别;pytorch没有sample method参数,它使用的是两种中的一种嘛?对相关内容做补充
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已修改
pytorch默认的是onion
cvine的sample方法可以参考: https://ms.mcmaster.ca/canty/seminars/Joe_vinecorr_print.pdf
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已修复
参数表: | ||
- `dim (int)`: 目标相关矩阵的维度。 | ||
- `concentration (float, optional)`: 集中参数,默认为1.0。这个参数控制了生成的相关矩阵的分布。concentration 越大,生成的矩阵越接近单位矩阵。 | ||
- `sample_method (str)`:不同采样策略,可选项有:`onion` 和 `cvine` |
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已添加
LGTM |
| API 名称 | paddle.distribution.chi2 / paddle.distribution.LKJCholesky |