zimmerrol / torch_truncnorm

Truncated Normal distribution in PyTorch

torch_truncnorm

Truncated Normal distribution in PyTorch. The module provides:

• TruncatedStandardNormal class - zero mean unit variance of the parent Normal distribution, parameterized by the cut-off range [a, b] (similar to scipy.stats.truncnorm);
• TruncatedNormal class - a wrapper with extra loc and scale parameters of the parent Normal distribution;
• Differentiability wrt parameters of the distribution;
• Batching support.

Why

I just needed differentiable moments, and found that this distribution is not bundled in torch.distributions as of 1.6.0.

Links

https://people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf