import math import torch from torch import inf from torch.distributions import constraints from torch.distributions.normal import Normal from torch.distributions.transformed_distribution import TransformedDistribution from torch.distributions.transforms import AbsTransform __all__ = ["HalfNormal"] class HalfNormal(TransformedDistribution): r""" Creates a half-normal distribution parameterized by `scale` where:: X ~ Normal(0, scale) Y = |X| ~ HalfNormal(scale) Example:: >>> # xdoctest: +IGNORE_WANT("non-deterministic") >>> m = HalfNormal(torch.tensor([1.0])) >>> m.sample() # half-normal distributed with scale=1 tensor([ 0.1046]) Args: scale (float or Tensor): scale of the full Normal distribution """ arg_constraints = {"scale": constraints.positive} support = constraints.nonnegative has_rsample = True def __init__(self, scale, validate_args=None): base_dist = Normal(0, scale, validate_args=False) super().__init__(base_dist, AbsTransform(), validate_args=validate_args) def expand(self, batch_shape, _instance=None): new = self._get_checked_instance(HalfNormal, _instance) return super().expand(batch_shape, _instance=new) @property def scale(self): return self.base_dist.scale @property def mean(self): return self.scale * math.sqrt(2 / math.pi) @property def mode(self): return torch.zeros_like(self.scale) @property def variance(self): return self.scale.pow(2) * (1 - 2 / math.pi) def log_prob(self, value): if self._validate_args: self._validate_sample(value) log_prob = self.base_dist.log_prob(value) + math.log(2) log_prob = torch.where(value >= 0, log_prob, -inf) return log_prob def cdf(self, value): if self._validate_args: self._validate_sample(value) return 2 * self.base_dist.cdf(value) - 1 def icdf(self, prob): return self.base_dist.icdf((prob + 1) / 2) def entropy(self): return self.base_dist.entropy() - math.log(2)