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Truncated normal distribution #32293

@cossio

Description

@cossio

🚀 Feature

Implement truncated normal distribution.

Motivation

A truncated normal distribution is useful as initializer of weights or when sampling from ReLU potentials. This has been requested before (#2129, https://discuss.pytorch.org/t/implementing-truncated-normal-initializer/4778/15, etc.).

Many packages have this: scipy, matlab, R, julia, tensorflow, and others.

cc @vincentqb @fritzo @neerajprad @alicanb @vishwakftw

Related: #31945

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    featureA request for a proper, new feature.module: distributionsRelated to torch.distributionstriagedThis issue has been looked at a team member, and triaged and prioritized into an appropriate module

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