论文标题

带包装的参数信息几何形状

Parametric information geometry with the package Geomstats

论文作者

Brigant, Alice Le, Deschamps, Jules, Collas, Antoine, Miolane, Nina

论文摘要

我们介绍了Python软件包GeomStats的信息几何模块。该模块首先实现了广泛使用的概率分布的参数族的Fisher-rao riemannian流形,例如正常,伽马,β,dirichlet分布等。如果参数化的概率密度函数作为输入,则该模块进一步赋予了任何关注分布的参数分布族的Fisher-Rao Riemannian几何学。实施的Riemannian几何工具允许用户比较给定家庭内部分布之间的平均值,插值。重要的是,这种功能为概率分布的统计和机器学习打开了大门。我们介绍了该模块的面向对象的实现以及说明性示例,并展示了如何用于对参数概率分布的流形执行学习。

We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta, Dirichlet distributions, and more. The module further gives the Fisher-Rao Riemannian geometry of any parametric family of distributions of interest, given a parameterized probability density function as input. The implemented Riemannian geometry tools allow users to compare, average, interpolate between distributions inside a given family. Importantly, such capabilities open the door to statistics and machine learning on probability distributions. We present the object-oriented implementation of the module along with illustrative examples and show how it can be used to perform learning on manifolds of parametric probability distributions.

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