tensorflow/core/kernels/parameterized_truncated_normal_op.h

/* Copyright 2015 The TensorFlow Authors. All Rights Reserved.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
==============================================================================*/

#ifndef TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_
#define TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_

#include "tensorflow/core/framework/tensor_types.h"
#include "tensorflow/core/lib/random/random_distributions.h"

namespace tensorflow {

class OpKernelContext;

namespace functor {

// Sample a truncated normal random variable, with mean, stddev, minval, and
// maxval parameters for each batch. Uses two rejection sampling algorithms
// described in http://rd.springer.com/article/10.1007/BF00143942 and a randn
// rejection sampler when most of the normal is inside the bounds.
//
// Either minval may be -infinity, or maxval may be +infinity. If the interval
// (minval, maxval) is empty, the result is NaN.
template <typename Device, typename T>
struct TruncatedNormalFunctor {
  void operator()(OpKernelContext* ctx, const Device& d, int64 num_batches,
                  int64 samples_per_batch, int64 num_elements,
                  typename TTypes<T>::ConstFlat means,
                  typename TTypes<T>::ConstFlat stddevs,
                  typename TTypes<T>::ConstFlat minvals,
                  typename TTypes<T>::ConstFlat maxvals,
                  const random::PhiloxRandom& gen,
                  typename TTypes<T>::Flat output);
};

}  // namespace functor
}  // namespace tensorflow

#endif  // TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_