awslabs/gluonts

Missing distributions

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#467 opened on Nov 20, 2019

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 (10 comments) (0 reactions) (1 assignee)Python (3,888 stars) (753 forks)batch import
enhancementhelp wanted

Description

Some of the distributions which are currently missing are:

  • Gamma
  • Beta (this can be implemented ad hoc, or can use Dirichlet internally, since it's a special case) Inflated distributions (these can be implemented as a MixtureDistribution with a "deterministic" one):
  • Zero-One-inflated Beta
  • Zero-inflated Gamma
  • Zero-inflated Poisson
  • Zero-inflated Negative Binomial

Contributor guide

Tech stack
python
Domain
datamachine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
half day
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
Python programmingProbability distributionsMixture distributions
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
50
Research direction
Examine the existing zero inflated Poisson implementation in the gluonts distribution module (e.g., gluonts/distribution/) to understand how MixtureDistribution is used. Adapt that pattern for the Gamma distribution by implementing a zero inflated Gamma using a MixtureDistribution with a deterministic component. Use the Wikipedia article on Gamma distribution for its PDF and refer to the arXiv paper on zero one inflated Beta for guidance on inflated distributions.