d794af8ca756cbcf7927701e0c7f85e2767b76f7,test/distributions/test_multivariate_normal.py,TestMultivariateNormal,test_log_prob,#TestMultivariateNormal#,204

Before Change

        diffs = values - mean

        res = MultivariateNormal(mean, DiagLazyTensor(var)).log_prob(values)
        actual = -0.5 * (math.log(math.pi * 2) * 4 + var.log().sum(1) + (diffs / var * diffs).sum(1))
        self.assertLess((res - actual).div(res).abs().norm(), 1e-2)

    def test_kl_divergence(self):

After Change

        diffs = values - mean

        res = MultivariateNormal(mean, DiagLazyTensor(var)).log_prob(values)
        actual = TMultivariateNormal(mean, torch.eye(4) * var).log_prob(values)
        self.assertLess((res - actual).div(res).abs().item(), 1e-2)

        mean = torch.randn(3, 4)
        var = torch.randn(3, 4).abs_()

Instances