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Posted to issues@mxnet.apache.org by "Matthias Seeger (JIRA)" <ji...@apache.org> on 2018/03/07 09:17:00 UTC

[jira] [Created] (MXNET-39) Mathematical function unary ops related to CDF of normal distribution

Matthias Seeger created MXNET-39:
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             Summary: Mathematical function unary ops related to CDF of normal distribution
                 Key: MXNET-39
                 URL: https://issues.apache.org/jira/browse/MXNET-39
             Project: Apache MXNet
          Issue Type: Improvement
            Reporter: Matthias Seeger
            Assignee: Chris Olivier


PR is doing two things:
 * New math function unary ops
 * Improve unit tests for unary and binary basic ops

New ops implement log of CDF of standard normal (scipy.stats.norm.logcdf), and its derivative. Required in many Bayesian ML algorithms:
 * Bayesian optimization for hyperparameter tuning
 * Expectation propagation for binary classification

 This can go to contrib for now.



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