import torch import math import warnings def _no_grad_trunc_normal_(tensor, mean, std, a, b): # Cut & paste from PyTorch official master until it's in a few official releases - RW # Method based on https://people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf def norm_cdf(x): # Computes standard normal cumulative distribution function return (1. + math.erf(x / math.sqrt(2.))) / 2. if (mean < a - 2 * std) or (mean > b + 2 * std): warnings.warn("mean is more than 2 std from [a, b] in nn.init.trunc_normal_. " "The distribution of values may be incorrect.", stacklevel=2) with torch.no_grad(): # Values are generated by using a truncated uniform distribution and # then using the inverse CDF for the normal distribution. # Get upper and lower cdf values l = norm_cdf((a - mean) / std) u = norm_cdf((b - mean) / std) # Uniformly fill tensor with values from [l, u], then translate to # [2l-1, 2u-1]. tensor.uniform_(2 * l - 1, 2 * u - 1) # Use inverse cdf transform for normal distribution to get truncated # standard normal tensor.erfinv_() # Transform to proper mean, std tensor.mul_(std * math.sqrt(2.)) tensor.add_(mean) # Clamp to ensure it's in the proper range tensor.clamp_(min=a, max=b) return tensor def trunc_normal_(tensor, mean=0., std=1., a=-2., b=2.): # type: (Tensor, float, float, float, float) -> Tensor r"""Fills the input Tensor with values drawn from a truncated normal distribution. The values are effectively drawn from the normal distribution :math:`\mathcal{N}(\text{mean}, \text{std}^2)` with values outside :math:`[a, b]` redrawn until they are within the bounds. The method used for generating the random values works best when :math:`a \leq \text{mean} \leq b`. Args: tensor: an n-dimensional `torch.Tensor` mean: the mean of the normal distribution std: the standard deviation of the normal distribution a: the minimum cutoff value b: the maximum cutoff value Examples: >>> w = torch.empty(3, 5) >>> nn.init.trunc_normal_(w) """ return _no_grad_trunc_normal_(tensor, mean, std, a, b)