gluonts.mx.distribution.student_t module#

class gluonts.mx.distribution.student_t.StudentT(mu: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], sigma: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], nu: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], F=None)[source]#

Bases: gluonts.mx.distribution.distribution.Distribution

Student’s t-distribution.

Parameters
  • mu – Tensor containing the means, of shape (*batch_shape, *event_shape).

  • sigma – Tensor containing the standard deviations, of shape (*batch_shape, *event_shape).

  • nu – Nonnegative tensor containing the degrees of freedom of the distribution, of shape (*batch_shape, *event_shape).

  • F

property F#
arg_names: Tuple#
property args: List#
property batch_shape: Tuple#

Layout of the set of events contemplated by the distribution.

Invoking sample() from a distribution yields a tensor of shape batch_shape + event_shape, and computing log_prob (or loss more in general) on such sample will yield a tensor of shape batch_shape.

This property is available in general only in mx.ndarray mode, when the shape of the distribution arguments can be accessed.

property event_dim: int#

Number of event dimensions, i.e., length of the event_shape tuple.

This is 0 for distributions over scalars, 1 over vectors, 2 over matrices, and so on.

property event_shape: Tuple#

Shape of each individual event contemplated by the distribution.

For example, distributions over scalars have event_shape = (), over vectors have event_shape = (d, ) where d is the length of the vectors, over matrices have event_shape = (d1, d2), and so on.

Invoking sample() from a distribution yields a tensor of shape batch_shape + event_shape.

This property is available in general only in mx.ndarray mode, when the shape of the distribution arguments can be accessed.

is_reparameterizable = False#
log_prob(x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#

Compute the log-density of the distribution at x.

Parameters

x – Tensor of shape (*batch_shape, *event_shape).

Returns

Tensor of shape batch_shape containing the log-density of the distribution for each event in x.

Return type

Tensor

property mean: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]#

Tensor containing the mean of the distribution.

sample(num_samples: typing.Optional[int] = None, dtype=<class 'numpy.float32'>) Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#

Draw samples from the distribution.

If num_samples is given the first dimension of the output will be num_samples.

Parameters
  • num_samples – Number of samples to to be drawn.

  • dtype – Data-type of the samples.

Returns

A tensor containing samples. This has shape (*batch_shape, *eval_shape) if num_samples = None and (num_samples, *batch_shape, *eval_shape) otherwise.

Return type

Tensor

property stddev: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]#

Tensor containing the standard deviation of the distribution.

class gluonts.mx.distribution.student_t.StudentTOutput[source]#

Bases: gluonts.mx.distribution.distribution_output.DistributionOutput

args_dim: Dict[str, int] = {'mu': 1, 'nu': 1, 'sigma': 1}#
distr_cls#

alias of gluonts.mx.distribution.student_t.StudentT

classmethod domain_map(F, mu, sigma, nu)[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.