mseeger commented on issue #9982: Unary ops logcdf_normal, derivlogcdf_normal 
for log CDF of standard n?
URL: https://github.com/apache/incubator-mxnet/pull/9982#issuecomment-371070814
 
 
   @piiswrong 
   
   Tensorflow has log_cdf in tf.distributions.Normal, see
      https://www.tensorflow.org/api_docs/python/tf/distributions/Normal
   
   And yes: It is identical with scipy.stats.norm.logcdf.
   
   Your comments:
   - We can call it logcdf, but then it is not clear it is the log CDF of the 
normal distribution
   - If f(x) is derivlogcdf, then f(-x) is called hazard function of the normal 
distribution, so one
      could call it hazard and implement f(-x)
   
   Note: These functions sound obscure, but they serve a large number of use 
cases in Bayesian ML. Some examples:
   - Several acquisition functions in Bayesian optimization require them. BO is 
important for DNNs,
      to choose hyperparameters. The Amper team is using MXNet more and more
   - Expectation propagation inference for binary classification requires them, 
a very popular
      algorithm (f.ex. the BLIP algorithm used widely at Amazon)
   
   OK: How about we move this to contrib? And if nobody except us is using it 
much, it can stay there. Let me know.

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