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import torch
import math
import warnings
def _no_grad_trunc_normal_(tensor, mean, std, a, b):
# Cut & paste from PyTorch official master until it's in a few official releases - RW
# Method based on https://people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf
def norm_cdf(x):
# Computes standard normal cumulative distribution function
return (1. + math.erf(x / math.sqrt(2.))) / 2.
if (mean < a - 2 * std) or (mean > b + 2 * std):
warnings.warn("mean is more than 2 std from [a, b] in nn.init.trunc_normal_. "
"The distribution of values may be incorrect.",
stacklevel=2)
with torch.no_grad():
# Values are generated by using a truncated uniform distribution and
# then using the inverse CDF for the normal distribution.
# Get upper and lower cdf values
l = norm_cdf((a - mean) / std)
u = norm_cdf((b - mean) / std)
# Uniformly fill tensor with values from [l, u], then translate to
# [2l-1, 2u-1].
tensor.uniform_(2 * l - 1, 2 * u - 1)
# Use inverse cdf transform for normal distribution to get truncated
# standard normal
tensor.erfinv_()
# Transform to proper mean, std
tensor.mul_(std * math.sqrt(2.))
tensor.add_(mean)
# Clamp to ensure it's in the proper range
tensor.clamp_(min=a, max=b)
return tensor
def trunc_normal_(tensor, mean=0., std=1., a=-2., b=2.):
# type: (Tensor, float, float, float, float) -> Tensor
r"""Fills the input Tensor with values drawn from a truncated
normal distribution. The values are effectively drawn from the
normal distribution :math:`\mathcal{N}(\text{mean}, \text{std}^2)`
with values outside :math:`[a, b]` redrawn until they are within
the bounds. The method used for generating the random values works
best when :math:`a \leq \text{mean} \leq b`.
Args:
tensor: an n-dimensional `torch.Tensor`
mean: the mean of the normal distribution
std: the standard deviation of the normal distribution
a: the minimum cutoff value
b: the maximum cutoff value
Examples:
>>> w = torch.empty(3, 5)
>>> nn.init.trunc_normal_(w)
"""
return _no_grad_trunc_normal_(tensor, mean, std, a, b)
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