mx.nd.sample.multinomial¶

Description¶

Concurrent sampling from multiple multinomial distributions.

data is an n dimensional array whose last dimension has length k, where k is the number of possible outcomes of each multinomial distribution. This operator will draw shape samples from each distribution. If shape is empty one sample will be drawn from each distribution.

If get_prob is true, a second array containing log likelihood of the drawn samples will also be returned. This is usually used for reinforcement learning where you can provide reward as head gradient for this array to estimate gradient.

Note that the input distribution must be normalized, i.e. data must sum to 1 along its last axis.

Example:

probs = [[0, 0.1, 0.2, 0.3, 0.4], [0.4, 0.3, 0.2, 0.1, 0]]

// Draw a single sample for each distribution
sample_multinomial(probs) = [3, 0]

// Draw a vector containing two samples for each distribution
sample_multinomial(probs, shape=(2)) = [[4, 2],
[0, 0]]

// requests log likelihood
sample_multinomial(probs, get_prob=True) = [2, 1], [0.2, 0.3]


Arguments¶

Argument

Description

data

NDArray-or-Symbol.

Distribution probabilities. Must sum to one on the last axis.

shape

Shape(tuple), optional, default=[].

Shape to be sampled from each random distribution.

get.prob

boolean, optional, default=0.

Whether to also return the log probability of sampled result. This is usually used for differentiating through stochastic variables, e.g. in reinforcement learning.

dtype

{‘float16’, ‘float32’, ‘float64’, ‘int32’, ‘uint8’},optional, default=’int32’.

DType of the output in case this can’t be inferred.

Value¶

out The result mx.ndarray