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!
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!