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add cdf function for gumbel #298

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Oct 14, 2022
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add cdf function for gumbel #298

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6 changes: 6 additions & 0 deletions rfcs/APIs/20220908_api_design_for_gumbel.md
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@
- `rsample` 重参数化采样；
- `prob` 概率密度；
- `log_prob`对数概率密度；
- `cdf`累积分布函数；
- `entropy` 熵计算；

## 3、意义
Expand Down Expand Up @@ -533,6 +534,11 @@ exp(-(value - self.loc) / self.scale - exp(-(value - self.loc) / self.scale)) /
np.log(self.probs(value))
```

- cdf(value)：累积分布函数
```python
paddle.exp(-paddle.exp(-(value - self.loc) / self.scale))
```

- entropy(scale)：熵
```python
self.scale.log() + (1 + np.euler_gamma)
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