Tensorflow中截断高斯分布(truncated norm)采样的python实现

Tensorflow中可调用函数tf.truncated_normal来进行截断高斯分布的采样(什么是截断高斯分布，看下图，分布在-0.1和0.1处被截断了)，具体如下

import tensorflow as tf
import matplotlib.pyplot as plt

c = tf.truncated_normal(shape=[10000, ], mean=0, stddev=0.05)

with tf.Session() as sess:
    sess.run(c)
    data = c.eval()
plt.hist(x=data, bins=100, color='steelblue', edgecolor='black')
plt.show()

上述代码生成的数据介于[mean-2*stddev, mean+2*stddev]之间，本例中为，[-0.1，0.1]采样结果大致为

Python中还可通过scipy包实现与上述功能相同的采样，具体为

import scipy.stats as stats
import matplotlib.pyplot as plt


mu, sigma = 0, 0.05
lower, upper = mu - 2 * sigma, mu + 2 * sigma

x = stats.truncnorm(
    (lower - mu) / sigma, (upper - mu) / sigma, loc=mu, scale=sigma)

plt.hist(x.rvs(10000), bins=100, color='red', edgecolor='black')
plt.show()

图示结果为

颜色很骚气...