jax
a036ac82 - jax.random.chisquare: support method='approximate'

Commit
61 days ago
jax.random.chisquare: support method='approximate' Part of #39314. quantile bias test results: ``` $ python tools/evaluate_sampler_bias.py --sampler=chisquare --df=1.0 --method=approximate ================================================================================ Sampler Bias Evaluation: jax.random.chisquare Arguments: {'df': 1.0, 'method': 'approximate'} Num Samples: 1,000,000 | Seed: 0 | Dtype: float32 ================================================================================ Quantile | Empirical | Analytical | Abs Error | Rel Error | Std Error | Z-Score ---------+-------------+-------------+-------------+-----------+------------+-------- 0.001 | 1.54889e-06 | 1.5708e-06 | -2.1902e-08 | -1.3943% | 9.9296e-08 | -0.22 0.01 | 0.000157718 | 0.000157088 | +6.3001e-07 | +0.4011% | 3.1262e-06 | +0.20 0.05 | 0.00389642 | 0.00393214 | -3.5717e-05 | -0.9083% | 3.4325e-05 | -1.04 0.1 | 0.0157416 | 0.0157908 | -4.9137e-05 | -0.3112% | 9.5245e-05 | -0.52 0.25 | 0.10145 | 0.101531 | -8.0933e-05 | -0.0797% | 3.6386e-04 | -0.22 0.5 | 0.454677 | 0.454936 | -2.5904e-04 | -0.0569% | 1.0613e-03 | -0.24 0.75 | 1.32391 | 1.3233 | +6.0419e-04 | +0.0457% | 2.4198e-03 | +0.25 0.9 | 2.70763 | 2.70554 | +2.0895e-03 | +0.0772% | 4.7845e-03 | +0.44 0.95 | 3.84883 | 3.84146 | +7.3689e-03 | +0.1918% | 7.3088e-03 | +1.01 0.99 | 6.63903 | 6.6349 | +4.1351e-03 | +0.0623% | 1.7725e-02 | +0.23 0.999 | 10.819 | 10.8276 | -8.5327e-03 | -0.0788% | 5.8521e-02 | -0.15 Summary: Max Absolute Error: 8.5327e-03 Max Relative Error: 1.3943% Max Z-Score: 1.04 ``` PiperOrigin-RevId: 952689869
Author
Jake VanderPlas
Parents
Loading