botorch
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Published
20 hours ago •
pytorch
pytorch
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal
Summary:
Introduces utils/probability submodule with the following offers:
bvn: Methods for computing bivariate normal probabilities and moments.MVNXPB: Approximate solver for Multivariate Normal CDF.LinearEllipticalSliceSampler: Class for sampling trMVN random variables.TruncatedMultivariateNormal: Truncated multivariate normal Distribution classUnifiedSkewNormal: Unified skew normal Distribution class
Reviewed By: Balandat
Differential Revision: D39326106
Codecov Report
Merging #1394 (8e44223) into main (98503e4) will decrease coverage by
0.51%. The diff coverage is92.23%.
@@ Coverage Diff @@
## main #1394 +/- ##
==========================================
- Coverage 99.98% 99.46% -0.52%
==========================================
Files 124 134 +10
Lines 11554 12378 +824
==========================================
+ Hits 11552 12312 +760
- Misses 2 66 +64
| Impacted Files | Coverage Δ | |
|---|---|---|
| botorch/utils/probability/unified_skew_normal.py | 74.13% <74.13%> (ø) |
|
| botorch/utils/probability/linalg.py | 89.76% <89.76%> (ø) |
|
| botorch/utils/probability/lin_ess.py | 92.30% <92.30%> (ø) |
|
| botorch/utils/probability/mvnxpb.py | 95.02% <95.02%> (ø) |
|
| botorch/utils/probability/utils.py | 96.55% <96.55%> (ø) |
|
| ...utils/probability/truncated_multivariate_normal.py | 98.18% <98.18%> (ø) |
|
| botorch/utils/constants.py | 100.00% <100.00%> (ø) |
|
| botorch/utils/probability/__init__.py | 100.00% <100.00%> (ø) |
|
| botorch/utils/probability/bvn.py | 100.00% <100.00%> (ø) |
|
| botorch/utils/safe_math.py | 100.00% <100.00%> (ø) |
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