CumulativeDistributionTransform

class tensorplay.distributions.CumulativeDistributionTransform(distribution: Distribution, cache_size: int = 0)[source]

Transform via the cumulative distribution function of a probability distribution.

Parameters:

distribution (Distribution) – Distribution whose cumulative distribution function to use for the transformation.

Example:

# Construct a Gaussian copula from a multivariate normal.
base_dist = MultivariateNormal(
    loc=tensorplay.zeros(2),
    scale_tril=LKJCholesky(2).sample(),
)
transform = CumulativeDistributionTransform(Normal(0, 1))
copula = TransformedDistribution(base_dist, [transform])

forward_shape(shape)

Infers the shape of the forward computation, given the input shape. Defaults to preserving shape.

property inv: Transform

Returns the inverse Transform of this transform. This should satisfy t.inv.inv is t.

inverse_shape(shape)

Infers the shapes of the inverse computation, given the output shape. Defaults to preserving shape.