Open
Conversation
…ew pdf, cdf, icdf methods in Uniform and Normal
…nto feature/distribution_speed_up
…al.py and test_uniform.py
…nto feature/distribution_speed_up
…nto feature/distribution_speed_up
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Distribution Improvements
Implement faster Uniform and Normal distribution methods and add string representations to all distributions.
Description
Added the closed form expressions for the probability density function (PDF), cumulative distribution function (CDF) and inverse cumulative distribution function (iCDF) for the normal and uniform distributions. Additionally, added string representations to all distributions using the
__repr__method. In accordance with the Python documentation the printable representation can be used to recreate the instance.Related Issue
N/A
Motivation and Context
No official issue, but this was implemented after extensive profiling of the uniform and normal distributions lead to the conclusion that the SciPy implementations can be a bottleneck during large computations. The new methods in this PR are noticeably faster than the SciPy implementations.
Adding the printable representation of the distributions allows for easier debugging and makes UQpy a better teaching tool.
How Has This Been Tested?
All string representations have been tested to confirm accurate implementation. New tests are added for the PDF, CDF, and iCDF methods to ensure consistency with SciPy methods when inputs are not-a-number and infinity, as well as numerical accuracy when the inputs take on values in the support of the relevant distribution.
Types of changes
What types of changes does your code introduce? Put an
xin all the boxes that apply:Checklist:
Go over all the following points, and put an
xin all the boxes that apply.If you're unsure about any of these, don't hesitate to ask. We're here to help!