Developer Guide for Intel® Data Analytics Acceleration Library 2018

Truncated Gaussian Initializer

A truncated Gaussian initializer is an initializer algorithm to initialize a p-dimensional tensor XR n1 x ... x np with variates that have the Gaussian probability density function with mean μ and standard deviation σ and belong to the truncation range [a, b], where b > a, μ,σR, and σ > 0.

The bounds of the truncation range define the following cases:

Algorithm Parameters

In addition to common parameters of the initializer interface, a truncated Gaussian initializer has the following parameters:

Parameter

Default Value

Description

algorithmFPType

float

The floating-point type that the algorithm uses for intermediate computations. Can be float or double.

method

defaultDense

Inverse cumulative distribution function (CDF) transform method. Performance-oriented computation method, the only method supported by the algorithm.

mean

0

The mean μ.

sigma

1

The standard deviation σ.

a

mean - 2*sigma

The left bound of the truncation range. If it is set to the negative infinity, there is no left truncation.

b

mean + 2*sigma

The right bound of the truncation range. If it is set to the positive infinity, there is no right truncation.

DEPRECATED:seed

777

Note

This parameter is deprecated and will be removed in a future release.
A seed for random generation of truncated Gaussian variates.