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Add gradient to uniform distribution #526

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merged 5 commits into from
Sep 26, 2024
Merged

Add gradient to uniform distribution #526

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738f79b
add gradient to uniform distribution
chaozg Sep 13, 2024
8cc4300
use tol=-1e16 to represent -inf for grad
chaozg Sep 13, 2024
bf5117e
integrate suggestion from code review
chaozg Sep 13, 2024
0704996
set grad of uniform to be -1e16 in any case
chaozg Sep 13, 2024
db2ccba
update gradient of uniform (0 in bounds and NaN out of)
chaozg Sep 24, 2024
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10 changes: 10 additions & 0 deletions cuqi/distribution/_uniform.py
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,9 @@ def __init__(self, low=None, high=None, is_symmetric=True, **kwargs):
self.high = high

def logpdf(self, x):
"""
Evaluate the logarithm of the PDF at the given values of x.
"""
# First check whether x is outside bounds.
# It is outside if any coordinate is outside the interval.
if np.any(x < self.low) or np.any(x > self.high):
Expand All @@ -38,6 +41,13 @@ def logpdf(self, x):
return_val = np.log(1.0/v)
return return_val

def gradient(self, x):
"""
Computes the gradient of logpdf at the given values of x.
"""
# x accepts scalar, list, tuple, or ndarray
return np.zeros_like(x)
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def _sample(self,N=1, rng=None):

if rng is not None:
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