Add entropy implementations. #1787
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fehiepsi
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Apr 30, 2024
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Thanks, @tillahoffmann! I agree that making it a lazy property would be better. But we'll want to keep the api be consistent with pyro/pytorch distributions. If you worry about the performance, I guess we can have the lazy property _entropy. What do you think?
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That makes sense regarding consistency with pytorch/pyro. I've updated the |
fehiepsi
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Apr 30, 2024
OlaRonning
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* Add entropy implementations. * Use `betaln` to evaluate entropy of `Beta` distribution.
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This PR adds entropy implementations, using
scipy.statsdistributions as the reference implementation for tests where possible. There is some overlap with #1706.Currently, only one
entropyimplementation is available (for theLowRankMultivariateNormal). It might be useful to switchentropyto uselazy_propertyas formeanandvariance. That would make the interface consistent (entropy is a property of the distribution like mean or variance), and it would allow caching if the evaluation is more involved. What do you think, @fehiepsi?