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probtorch / pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration
http://pytorch.org
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Implement VonMises distribution for random angles #131

Open fritzo opened 6 years ago

vishwakftw commented 6 years ago

Will this not require an approximation / implementation of the Bessel function, which I think is not available in PyTorch? However, MKL and CUDA supports these as special functions, so I think a PR with Bessel would be required first.

fritzo commented 6 years ago

Gosh I haven't looked into the details of implementing .sample() and .log_prob(). Is the bessel function needed for sampling or for scoring?

vishwakftw commented 6 years ago

I believe it is required for scoring. Sampling can be done without Bessel functions.

vishwakftw commented 6 years ago

This is a good paper to read from https://www.jstor.org/stable/2346732?seq=1#page_scan_tab_contents.