|
|
|
from torch.distributions import constraints |
|
from torch.distributions.normal import Normal |
|
from torch.distributions.transformed_distribution import TransformedDistribution |
|
from torch.distributions.transforms import ExpTransform |
|
|
|
__all__ = ["LogNormal"] |
|
|
|
|
|
class LogNormal(TransformedDistribution): |
|
r""" |
|
Creates a log-normal distribution parameterized by |
|
:attr:`loc` and :attr:`scale` where:: |
|
|
|
X ~ Normal(loc, scale) |
|
Y = exp(X) ~ LogNormal(loc, scale) |
|
|
|
Example:: |
|
|
|
>>> # xdoctest: +IGNORE_WANT("non-deterministic") |
|
>>> m = LogNormal(torch.tensor([0.0]), torch.tensor([1.0])) |
|
>>> m.sample() # log-normal distributed with mean=0 and stddev=1 |
|
tensor([ 0.1046]) |
|
|
|
Args: |
|
loc (float or Tensor): mean of log of distribution |
|
scale (float or Tensor): standard deviation of log of the distribution |
|
""" |
|
arg_constraints = {"loc": constraints.real, "scale": constraints.positive} |
|
support = constraints.positive |
|
has_rsample = True |
|
|
|
def __init__(self, loc, scale, validate_args=None): |
|
base_dist = Normal(loc, scale, validate_args=validate_args) |
|
super().__init__(base_dist, ExpTransform(), validate_args=validate_args) |
|
|
|
def expand(self, batch_shape, _instance=None): |
|
new = self._get_checked_instance(LogNormal, _instance) |
|
return super().expand(batch_shape, _instance=new) |
|
|
|
@property |
|
def loc(self): |
|
return self.base_dist.loc |
|
|
|
@property |
|
def scale(self): |
|
return self.base_dist.scale |
|
|
|
@property |
|
def mean(self): |
|
return (self.loc + self.scale.pow(2) / 2).exp() |
|
|
|
@property |
|
def mode(self): |
|
return (self.loc - self.scale.square()).exp() |
|
|
|
@property |
|
def variance(self): |
|
scale_sq = self.scale.pow(2) |
|
return scale_sq.expm1() * (2 * self.loc + scale_sq).exp() |
|
|
|
def entropy(self): |
|
return self.base_dist.entropy() + self.loc |
|
|