google-deepmind / torch-randomkit

Provides and wraps the Randomkit library, copied from Numpy.
BSD 3-Clause "New" or "Revised" License
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Extract CDF/PDF to own torch-distributions package #22

Closed jucor closed 11 years ago

jucor commented 11 years ago

That makes it more easily extensible, and is in keeping with scipy. A structure like https://github.com/scipy/scipy/blob/master/scipy/stats/distributions.py might be our best guess for it -- very much in line with what you suggested at some point, @d11 .

We should still keep the RNG as standalone functions, but then have torch-distributions call them. We want to avoid what Boost does, i.e. having to instantiate a class every time you want to compute a PDF or a CDF or sample.

Note that a proper torch-distributions package is out of the scope of a single week, of course :-) we can start it, and then build upon it as time goes. Let's discuss it when you're back!

jucor commented 11 years ago

Done, see https://github.com/jucor/torch-distributions