[GitHub] mseeger commented on issue #9982: Unary ops logcdf_normal, derivlogcdf_normal for log CDF of standard n?
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. This is an automated message from the Apache Git Service. To respond to the message, please log on GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
[GitHub] mseeger commented on issue #9982: Unary ops logcdf_normal, derivlogcdf_normal for log CDF of standard n?
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-370795671 If things have to be moved to a namespace, I'd need help on how to do that: I don't know how this works. This is an automated message from the Apache Git Service. To respond to the message, please log on GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
[GitHub] mseeger commented on issue #9982: Unary ops logcdf_normal, derivlogcdf_normal for log CDF of standard n?
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-370703827 @piiswrong Are you worried about polluting the global namespace with specific mathematical functions? Any suggestions? Some thoughts: - Could move them to random namespace, as this is about functions related to random variates. Drawback is that random so far has only sampling ops - A new namespace, say stats? Drawback: Not much in there - An operator called "normal_funcs" with a string arg, which I can set to "logcdf", "deriv_logcdf". This is just a bit harder to implement, cannot use the default macros for unary ops - Move to contrib namespace. I'd be OK with this, but note this is just as solid as gamma or gammaln, there is nothing experimental about this code. I have the feeling that stuff in contrib is not generally trusted These are really useful functions, MXNet should have them. Just let me know what to do. This is an automated message from the Apache Git Service. To respond to the message, please log on GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
[GitHub] mseeger commented on issue #9982: Unary ops logcdf_normal, derivlogcdf_normal for log CDF of standard n?
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-370138558 Sorry, this is just #9961 reopened, I deleted the remote branch. This is an automated message from the Apache Git Service. To respond to the message, please log on GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
