gluonts.mx.distribution.transformed_distribution_output module#
- class gluonts.mx.distribution.transformed_distribution_output.TransformedDistributionOutput(base_distr_output: DistributionOutput, transforms_output: List[BijectionOutput])[source]#
Bases:
DistributionOutputClass to connect a network to a distribution that is transformed by a sequence of learnable bijections.
- distribution(distr_args, loc: Optional[Union[NDArray, Symbol]] = None, scale: Optional[Union[NDArray, Symbol]] = None) Distribution[source]#
Construct the associated distribution, given the collection of constructor arguments and, optionally, a scale tensor.
- Parameters:
distr_args – Constructor arguments for the underlying Distribution type.
loc – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
scale – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
- domain_map(F, *args: Union[NDArray, Symbol])[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event contemplated by the distributions that this object constructs.