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- # mypy: allow-untyped-defs
- import math
- import torch
- from torch import inf, nan, Tensor
- from torch.distributions import constraints
- from torch.distributions.distribution import Distribution
- from torch.distributions.utils import broadcast_all
- from torch.types import _Number, _size
- __all__ = ["Cauchy"]
- class Cauchy(Distribution):
- r"""
- Samples from a Cauchy (Lorentz) distribution. The distribution of the ratio of
- independent normally distributed random variables with means `0` follows a
- Cauchy distribution.
- Example::
- >>> # xdoctest: +IGNORE_WANT("non-deterministic")
- >>> m = Cauchy(torch.tensor([0.0]), torch.tensor([1.0]))
- >>> m.sample() # sample from a Cauchy distribution with loc=0 and scale=1
- tensor([ 2.3214])
- Args:
- loc (float or Tensor): mode or median of the distribution.
- scale (float or Tensor): half width at half maximum.
- """
- # pyrefly: ignore [bad-override]
- arg_constraints = {"loc": constraints.real, "scale": constraints.positive}
- support = constraints.real
- has_rsample = True
- def __init__(
- self,
- loc: Tensor | float,
- scale: Tensor | float,
- validate_args: bool | None = None,
- ) -> None:
- self.loc, self.scale = broadcast_all(loc, scale)
- if isinstance(loc, _Number) and isinstance(scale, _Number):
- batch_shape = torch.Size()
- else:
- batch_shape = self.loc.size()
- super().__init__(batch_shape, validate_args=validate_args)
- def expand(self, batch_shape, _instance=None):
- new = self._get_checked_instance(Cauchy, _instance)
- batch_shape = torch.Size(batch_shape)
- new.loc = self.loc.expand(batch_shape)
- new.scale = self.scale.expand(batch_shape)
- super(Cauchy, new).__init__(batch_shape, validate_args=False)
- new._validate_args = self._validate_args
- return new
- @property
- def mean(self) -> Tensor:
- return torch.full(
- self._extended_shape(), nan, dtype=self.loc.dtype, device=self.loc.device
- )
- @property
- def mode(self) -> Tensor:
- return self.loc
- @property
- def variance(self) -> Tensor:
- return torch.full(
- self._extended_shape(), inf, dtype=self.loc.dtype, device=self.loc.device
- )
- def rsample(self, sample_shape: _size = torch.Size()) -> Tensor:
- shape = self._extended_shape(sample_shape)
- eps = self.loc.new(shape).cauchy_()
- return self.loc + eps * self.scale
- def log_prob(self, value):
- if self._validate_args:
- self._validate_sample(value)
- return (
- -math.log(math.pi)
- - self.scale.log()
- - (((value - self.loc) / self.scale) ** 2).log1p()
- )
- def cdf(self, value):
- if self._validate_args:
- self._validate_sample(value)
- return torch.atan((value - self.loc) / self.scale) / math.pi + 0.5
- def icdf(self, value):
- return torch.tan(math.pi * (value - 0.5)) * self.scale + self.loc
- def entropy(self):
- return math.log(4 * math.pi) + self.scale.log()
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