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@nonconvexopt nonconvexopt commented Dec 21, 2021

On the process of #68050
Contiguous to previous contribution #68588 implemented torch.distributions.wishart.Wishart with @neerajprad.
cc @neerajprad

While working on #68588, @dccastro provided initiative implementation of Inverse Wishart distribution based on PyTorch: https://github.com/biomedia-mira/deepscm/blob/master/deepscm/distributions/torch_wishart.py
Thank you for the neat and intuitive work to reference.

TODO:

  • Implement all functions
  • Unit Test
  • Documentation

Note) Removed 'Add transform from Wishart distribution to Inverse Wishart distribution' from TODO since we added manual implementation for Inverse Wishart distribution.

nonconvexopt and others added 30 commits December 6, 2021 23:33
nonconvexopt and others added 7 commits March 31, 2022 14:22
Summary:
Pull Request resolved: pytorch#76357

Fix for pytorch#76160

This fixes the random seed for the `test_wishart_log_prob` (like all random tests in `test_distributions`) to prevent non-determinism.

Test Plan: Tested locally.

Differential Revision: D35914795

fbshipit-source-id: 85001cc500e1d48d4e81c2e33b783ed6c38c9851
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