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Latest development documentation · Updated 2026-10-08
tensorplay.distributions
Classes
Transform via the mapping . |
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Transform via the pointwise affine mapping . |
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Creates a Bernoulli distribution parameterized by |
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Beta distribution parameterized by |
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Creates a Binomial distribution parameterized by |
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Transform functor that applies a sequence of transforms tseq component-wise to each submatrix at dim, of length lengths[dim], in a way compatible with |
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Creates a categorical distribution parameterized by either |
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Samples from a Cauchy (Lorentz) distribution. |
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Creates a Chi-squared distribution parameterized by shape parameter |
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Composes multiple transforms in a chain. |
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Creates a continuous Bernoulli distribution parameterized by |
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Transforms an unconstrained real vector with length into the Cholesky factor of a D-dimension correlation matrix. |
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Transform via the cumulative distribution function of a probability distribution. |
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Creates a Dirichlet distribution parameterized by concentration |
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Distribution is the abstract base class for probability distributions. |
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Transform via the mapping . |
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Creates an Exponential distribution parameterized by |
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ExponentialFamily is the abstract base class for probability distributions belonging to an exponential family, whose probability mass/density function is defined below |
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Creates a Fisher-Snedecor distribution parameterized by |
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Creates a Gamma distribution parameterized by shape |
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Creates a Generalized Pareto distribution parameterized by |
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Creates a Geometric distribution parameterized by |
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Samples from a Gumbel Distribution. |
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Creates a half-Cauchy distribution parameterized by scale where. |
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Creates a half-normal distribution parameterized by scale where. |
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Reinterprets some of the batch dims of a distribution as event dims. |
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Wrapper around another transform to treat |
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Creates an inverse gamma distribution parameterized by |
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Samples from a Kumaraswamy distribution. |
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LKJ distribution for lower Cholesky factor of correlation matrices. The distribution is controlled by |
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Creates a Laplace distribution parameterized by |
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Creates a log-normal distribution parameterized by |
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Creates a logistic-normal distribution parameterized by |
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Creates a multivariate normal distribution with covariance matrix having a low-rank form parameterized by |
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Transform from unconstrained matrices to lower-triangular matrices with nonnegative diagonal entries. |
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The MixtureSameFamily distribution implements a (batch of) mixture distribution where all components are from different parameterizations of the same distribution type. |
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Creates a Multinomial distribution parameterized by |
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Creates a multivariate normal (also called Gaussian) distribution parameterized by a mean vector and a covariance matrix. |
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Creates a Negative Binomial distribution, i.e. distribution of the number of successful independent and identical Bernoulli trials before |
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Creates a normal (also called Gaussian) distribution parameterized by |
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Creates a one-hot categorical distribution parameterized by |
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Creates a reparameterizable |
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Samples from a Pareto Type 1 distribution. |
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Creates a Poisson distribution parameterized by |
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Transform from unconstrained matrices to positive-definite matrices. |
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Transform via the mapping . |
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Creates a RelaxedBernoulli distribution, parameterized by |
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Creates a RelaxedOneHotCategorical distribution parameterized by |
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Unit Jacobian transform to reshape the rightmost part of a tensor. |
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Transform via the mapping and . |
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Transform from unconstrained space to the simplex via then normalizing. |
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Transform via the mapping . |
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Transform functor that applies a sequence of transforms tseq component-wise to each submatrix at dim in a way compatible with |
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Transform from unconstrained space to the simplex of one additional dimension via a stick-breaking process. |
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Creates a Student's t-distribution parameterized by degree of freedom |
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Transform via the mapping . |
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Abstract class for invertible transformations with computable log det jacobians. |
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Extension of the Distribution class, which applies a sequence of Transforms to a base distribution. Let f be the composition of transforms applied::. |
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Generates uniformly distributed random samples from the half-open interval |
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A circular von Mises distribution. |
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Samples from a two-parameter Weibull distribution. |
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Creates a Wishart distribution parameterized by a symmetric positive definite matrix , or its Cholesky decomposition |
Functions
Compute Kullback-Leibler divergence between two distributions. |
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Decorator to register a pairwise function with |
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tensorplay.distributed.tensor.parallel
Tensor parallelism shards the parameters of a module across the ranks of a mesh dimension, so that each rank computes on part of the weights and the results are combined with collectives. The entry point is parallelize_m
tensorplay.export
tensorplay.export.AdditionalInputs

