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April 9, 2019 11:36
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from torch.distributions import MultivariateNormal | |
from torch.distributions import kl_divergence | |
mean = torch.rand(10, 100) | |
logstds = torch.rand(10, 100) | |
x = torch.rand(10, 100) | |
dist = MultivariateNormal(mean, scale_tril=torch.stack([torch.diag((ls).exp()) for ls in logstds])) | |
print('Testing LL') | |
print(dist.log_prob(x).mean()) | |
print(gaussian_log_likelihood(x, mean, logstds).mean()) | |
print('Testing KL') | |
standard_normal = MultivariateNormal(torch.zeros_like(mean), scale_tril=torch.stack([torch.eye(mean.size(1)) for _ in range(mean.size(0))])) | |
print(kl_divergence(dist, standard_normal).mean()) | |
print(KL_divergence(mean, logstds).mean()) |
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