ops.py 文件源码

def gaussian_nll(x, mus, sigmas):
    """
    NLL for Multivariate Normal with diagonal covariance matrix
    See:
        wikipedia.org/wiki/Multivariate_normal_distribution#Likelihood_function
    where \Sigma = diag(s_1^2,..., s_n^2).

    x, mus, sigmas all should have the same shape.
    sigmas (s_1,..., s_n) should be strictly positive.
    Results in output shape of similar but without the last dimension.
    """
    nll = lib.floatX(numpy.log(2. * numpy.pi))
    nll += 2. * T.log(sigmas)
    nll += ((x - mus) / sigmas) ** 2.
    nll = nll.sum(axis=-1)
    nll *= lib.floatX(0.5)
    return nll