cenreg.pytorch package

Submodules

cenreg.pytorch.copula module

cenreg.pytorch.distribution module

class cenreg.pytorch.distribution.LinearCDF(boundaries: Tensor, values: Tensor = None, apply_cumsum: bool = True)

Bases: object

Distribution functions with linear interpolation.

A distribution function is represented as a discrete cumulative distribution function (CDF) at pre-defined quantile levels (boundaries). The values between probabilities are computed by using linear interpolation.

If qk_values are two-dimensional tensor, then each row corresponds to a CDF.

average_cdf(y, mask=None, add_edge=False)
cdf(y, mask=None, add_edges=False)

Cumulative distribution function (i.e., inverse of quantile function).

Parameters:

  • y (Tensor) – CDF values are computed for values y. If dimension of y is one, then cdf(y) is computed for all CDFs. If dimension of y is two, then cdf(y) is computed for each corresponding CDF.

  • mask (Tensor) – Mask to compute CDF for a subset of CDFs. Tensor must be one-dimensional and its length must be equal to the number of CDFs.

  • add_edges (bool) – If True, then the CDF values at the boundaries are added.

Returns:

cdf_values – Compute CDF values for each value in y. Tensor shape is equal to the shape of y.

Return type:

Tensor

get_boundary_lengths()
icdf(alpha, mask=None, add_edges=False)

Quantile function (i.e., inverse of cumulative distribution function).

Parameters:

  • alpha (Tensor) – Quantile values are computed for quantile levels alpha. If dimension of alpha is one, then icdf(alpha) is computed for all CDFs. If dimension of alpha is two, then icdf(alpha) is computed for each corresponding CDF.

  • mask (Tensor) – Mask to compute CDF for a subset of CDFs. Tensor must be one-dimensional and its length must be equal to the number of CDFs.

  • add_edges (bool) – If True, then the inverse of the CDF values at the boundaries are added.

Returns:

y – Compute y. Tensor shape is equal to the shape of alpha.

Return type:

Tensor

set_knot_values(values, apply_cumsum=True)

Set values of CDF values.

Parameters:

  • values (Tensor) – One or two-dimensional tensor containing the values of CDFs. If cdf_values is two-dimensional tensor, then each row corresponds to a CDF and cdf_values[:,j] stores the value of CDF at boundries[j]. Tensor shape must be [num_CDF, len(boundaries)].

  • apply_cumsum (bool) – If True, then cdf_values is assumed to be the probablity distribution functions (PDFs) and the cumulative sum of cdf_values is computed.

class cenreg.pytorch.distribution.LinearQuantileFunction(qk_levels: Tensor, qk_values: Tensor = None, apply_cumsum: bool = True)

Bases: object

Quantile functions with linear interpolation.

A quantile function is defined by a set of quantile values (qk_values) at pre-defined quantile levels (qk_levels). The values between quantile values are computed by using linear interpolation.

If qk_values are two-dimensional tensor, then each row corresponds to a quantile function.

average_cdf(y, mask=None, add_edge=False)
cdf(y, mask=None, add_edges=False)

Cumulative distribution function (i.e., inverse of quantile function).

Parameters:

  • y (Tensor) – Quantile levels are computed for quantile values y. If dimension of y is one, then cdf(y) is computed for all quantile functions. If dimension of y is two, then cdf(y) is computed for each corresponding quantile function.

  • mask (Tensor) – Mask to compute quantile function for a subset of quantile functions. Tensor must be one-dimensional and its length must be equal to the number of quantile functions.

  • add_edges (bool) – If True, then the CDF values at the boundaries are added.

Returns:

q_levels – Compute quantile levels for each value in y. Tensor shape is equal to the shape of y.

Return type:

Tensor

get_qk_lengths()
icdf(alpha, mask=None, add_edges=False)

Quantile function (i.e., inverse of cumulative distribution function).

Parameters:

  • alpha (Tensor) – Quantile values are computed for quantile levels alpha. If dimension of alpha is one, then icdf(alpha) is computed for all quantile functions. If dimension of alpha is two, then icdf(alpha) is computed for each corresponding quantile function.

  • mask (Tensor) – Mask to compute quantile function for a subset of quantile functions. Tensor must be one-dimensional and its length must be equal to the number of quantile functions.

  • add_edges (bool) – If True, then the inverse of the CDF values at the boundaries are added.

Returns:

y – Compute y. Tensor shape is equal to the shape of alpha.

Return type:

Tensor

set_knot_values(qk_values, apply_cumsum=True)

Set values of quantile knots.

Parameters:

  • qk_values (Tensor) – One or two-dimensional tensor containing the values of quantile knots. If qk_values is two-dimensional tensor, then each row corresponds to a quantile function and qk_values[:,j] stores the value of quantile function at qk_levels[j]. Tensor shape must be [num_quantile_function, len(qk_levels)].

  • apply_cumsum (bool) – If True, then qk_values is assumed to be the differences of quantile values and the cumulative sum of qk_values is computed.

cenreg.pytorch.jd2marginal module

cenreg.pytorch.loss_function_cont module

cenreg.pytorch.loss_function_dr module

cenreg.pytorch.loss_function_jd module

cenreg.pytorch.loss_function_jd2m module

cenreg.pytorch.mlp module

class cenreg.pytorch.mlp.Linear(output_len: int)

Bases: Module

Single Layer Perceptron

forward(x: Tensor)

Define the computation performed at every call.

Should be overridden by all subclasses.

Note

Although the recipe for forward pass needs to be defined within this function, one should call the Module instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.

class cenreg.pytorch.mlp.MLP(input_len: int, output_len: int, num_neuron: int)

Bases: Module

Multi Layer Perceptron

forward(x: Tensor)

Define the computation performed at every call.

Should be overridden by all subclasses.

Note

Although the recipe for forward pass needs to be defined within this function, one should call the Module instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.

class cenreg.pytorch.mlp.MLP_MultiHead(input_len: int, output_len: int, output_num: int, num_neuron: int, use_softmax: bool = True)

Bases: Module

Multi Layer Perceptron with Multiple Outputs

forward(x: Tensor)

Define the computation performed at every call.

Should be overridden by all subclasses.

Note

Although the recipe for forward pass needs to be defined within this function, one should call the Module instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.

class cenreg.pytorch.mlp.SMM(embed_size: int)

Bases: Module

Fully monotonic neural network. The output y is a function of input x, and the function is monotonic with respect to all dimensions of x.

forward(x: Tensor) → Tensor

Define the computation performed at every call.

Should be overridden by all subclasses.

Note

Although the recipe for forward pass needs to be defined within this function, one should call the Module instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.

class cenreg.pytorch.mlp.SMM_MultiHead(input_len: int, input_monotone_len: int, output_num: int, num_neuron: int)

Bases: Module

forward(x: Tensor, t: Tensor) → Tensor

Define the computation performed at every call.

Should be overridden by all subclasses.

Note

Although the recipe for forward pass needs to be defined within this function, one should call the Module instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.

cenreg.pytorch.util module

Module contents