Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

add new API: paddle.linalg.cov #38392

Merged
merged 1 commit into from
Dec 28, 2021
Merged

add new API: paddle.linalg.cov #38392

merged 1 commit into from
Dec 28, 2021

Conversation

zhiboniu
Copy link
Contributor

@zhiboniu zhiboniu commented Dec 23, 2021 •
edited
Loading

PR types

New features

PR changes

APIs

Describe

add new API: paddle.linalg.cov

        import paddle
        import numpy as np

        x = np.random.rand(3,4)
        xt = paddle.to_tensor(x)
        paddle.linalg.cov(xt)

        '''
        Tensor(shape=[3, 3], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            [[0.07918842, 0.06127326, 0.01493049],
                [0.06127326, 0.06166256, 0.00302668],
                [0.01493049, 0.00302668, 0.01632146]])
        '''

image
image

@paddle-bot-old
Copy link

Thanks for your contribution!
Please wait for the result of CI firstly. See Paddle CI Manual for details.

jeff41404
jeff41404 reviewed Dec 24, 2021
View reviewed changes
python/paddle/tensor/linalg.py Outdated Show resolved Hide resolved
python/paddle/tensor/linalg.py Outdated Show resolved Hide resolved
python/paddle/fluid/tests/unittests/test_cov.py Outdated
aweights=None)
np_cov = numpy_cov(
np_arr, rowvar=True, ddof=1, fweights=None, aweights=None)
self.assertTrue(np.allclose(np_cov, cov.numpy(), rtol=3e-3))
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

is rtol=3e-3 too loose?

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

float32计算精度较差，float64精度非常高

python/paddle/fluid/tests/unittests/test_cov.py Outdated Show resolved Hide resolved
XiaoguangHu01
XiaoguangHu01 previously approved these changes Dec 27, 2021
View reviewed changes
Copy link
Contributor

@XiaoguangHu01 XiaoguangHu01 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LG API

TCChenlong
TCChenlong reviewed Dec 28, 2021
View reviewed changes
python/paddle/tensor/linalg.py Outdated Show resolved Hide resolved
python/paddle/tensor/linalg.py Outdated Show resolved Hide resolved
python/paddle/tensor/linalg.py Outdated Show resolved Hide resolved
TCChenlong
TCChenlong approved these changes Dec 28, 2021
View reviewed changes
Copy link
Contributor

@TCChenlong TCChenlong left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

XiaoguangHu01
XiaoguangHu01 approved these changes Dec 28, 2021
View reviewed changes
Copy link
Contributor

@XiaoguangHu01 XiaoguangHu01 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

jeff41404
jeff41404 approved these changes Dec 28, 2021
View reviewed changes
Copy link
Contributor

@jeff41404 jeff41404 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

@jeff41404 jeff41404 merged commit 85f5d26 into PaddlePaddle:develop Dec 28, 2021
@zhiboniu zhiboniu changed the title add new API: paddle.cov add new API: paddle.linalg.cov Dec 29, 2021
@TCChenlong TCChenlong mentioned this pull request Mar 8, 2022
Closed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@jeff41404 jeff41404 jeff41404 approved these changes

@TCChenlong TCChenlong TCChenlong approved these changes

@XiaoguangHu01 XiaoguangHu01 XiaoguangHu01 approved these changes

Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
4 participants
@zhiboniu @jeff41404 @TCChenlong @XiaoguangHu01