Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal #1394

Closed
wants to merge 1 commit into from
Closed

bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal #1394

wants to merge 1 commit into from

Conversation

j-wilson
Copy link
Contributor

Summary:
Introduces utils/probability submodule with the following offers:

  • bvn: Methods for computing bivariate normal probabilities and moments.
  • MVNXPB: Approximate solver for Multivariate Normal CDF.
  • LinearEllipticalSliceSampler: Class for sampling trMVN random variables.
  • TruncatedMultivariateNormal: Truncated multivariate normal Distribution class
  • UnifiedSkewNormal: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Sep 10, 2022
@facebook-github-bot
Copy link
Contributor

This pull request was exported from Phabricator. Differential Revision: D39326106

@codecov
Copy link

codecov bot commented Sep 10, 2022 •
edited
Loading

Codecov Report

Merging #1394 (8e44223) into main (98503e4) will decrease coverage by 0.51%.
The diff coverage is 92.23%.

@@            Coverage Diff             @@
##             main    #1394      +/-   ##
==========================================
- Coverage   99.98%   99.46%   -0.52%     
==========================================
  Files         124      134      +10     
  Lines       11554    12378     +824     
==========================================
+ Hits        11552    12312     +760     
- Misses          2       66      +64
Impacted Files Coverage Δ
botorch/utils/probability/unified_skew_normal.py 74.13% <74.13%> (ø)
botorch/utils/probability/linalg.py 89.76% <89.76%> (ø)
botorch/utils/probability/lin_ess.py 92.30% <92.30%> (ø)
botorch/utils/probability/mvnxpb.py 95.02% <95.02%> (ø)
botorch/utils/probability/utils.py 96.55% <96.55%> (ø)
...utils/probability/truncated_multivariate_normal.py 98.18% <98.18%> (ø)
botorch/utils/constants.py 100.00% <100.00%> (ø)
botorch/utils/probability/__init__.py 100.00% <100.00%> (ø)
botorch/utils/probability/bvn.py 100.00% <100.00%> (ø)
botorch/utils/safe_math.py 100.00% <100.00%> (ø)

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

@facebook-github-bot
Copy link
Contributor

This pull request was exported from Phabricator. Differential Revision: D39326106

1 similar comment
@facebook-github-bot
Copy link
Contributor

This pull request was exported from Phabricator. Differential Revision: D39326106

SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 21, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
368b5f3 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 4071728a2e002dc777f4bfe755eedcb462625e63
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 23, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
6765faf 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 74a32acdaabc399cf86ae6ea646722d7ec76c165
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 26, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
29d2b10 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: e605ff7e3b484f128fa0a86cb6088a85a96e5969
@facebook-github-bot
Copy link
Contributor

This pull request was exported from Phabricator. Differential Revision: D39326106

SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 26, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
a4c0368 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: e1feef184687f449577b88296e1188f8d59f13d7
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 26, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
3ebe85e 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 8a35a45103fe708027f6266afbee8b9b6f8c9993
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 26, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
fdb5f2a 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 43120749a793b46374a9c40dd932680fffce1346
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 27, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
46021cd 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 9c22f02764f509e5c5c4c4c74cbb09bbe0a97df1
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 27, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
aae40dd 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 67709db608c7d3948fc95d7523a759cbe392becc
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 27, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
1126dbe 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 358d52b411911acdf150f90783528e5ae4ed4897
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 27, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
8631722 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: e96858279d9e1106a5561ed5ba91e6888db59137
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 28, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
5e3817d 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: b44625550b81f31e2653b894b24006664dee446e
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Sep 28, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
d35d5cb 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 8576526e3b864cf350e5dac2efb4b078ff702e6b
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 6, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
a52bcd5 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 0cdd889b2dce53ff70e6e095d5ac2cb0c58ec55d
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 6, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
846930e 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 724100c53a3504935057e6f99b1530cddc7d6f6d
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 6, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
4cab890 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 70ac063fa9b0ba589988a26461fef9336bc69221
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
36caf8e 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 4dcddf4e5d70048b7a28bf27dab3ccf660144195
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
2734e21 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: da3e2038b0d74f7a546f1d79d60d2a2647b81881
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
2cb8e55 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: bade54d548029ee8632f5f34537a4e2bd124a628
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
e142844 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: bcd8e0ff596494bd1ed183021d74f50792708525
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (#1394)
8e44223 
Summary:
Pull Request resolved: #1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 51445798999e5b9fc3971920987521c76dfab61c
@facebook-github-bot
Copy link
Contributor

This pull request was exported from Phabricator. Differential Revision: D39326106

SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 19, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
788365b 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 79bc7bccedf2d587318cf5d3aee6d57f6ae0970e
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 19, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
8085775 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: 20a18699708b524de2002cfd22fbd8881129abe5
SebastianAment pushed a commit to SebastianAment/botorch that referenced this pull request Oct 19, 2022
@facebook-github-bot
bvn, MVNXPB, TruncatedMultivariateNormal, and UnifiedSkewNormal (pyto…
f652d7e 
…rch#1394)

Summary:
Pull Request resolved: pytorch#1394

Introduces `utils/probability` submodule with the following offers:

- `bvn`: Methods for computing bivariate normal probabilities and moments.
- `MVNXPB`: Approximate solver for Multivariate Normal CDF.
- `LinearEllipticalSliceSampler`: Class for sampling trMVN random variables.
- `TruncatedMultivariateNormal`: Truncated multivariate normal Distribution class
- `UnifiedSkewNormal`: Unified skew normal Distribution class

Reviewed By: Balandat

Differential Revision: D39326106

fbshipit-source-id: d4f3346355ee9fc6312e04dfe17f0ae0427dbf2c
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers
No reviews
Assignees
No one assigned
Labels
CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
2 participants
@j-wilson @facebook-github-bot