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Crate free_probability

Crate free_probability 

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Free Probability for Rust.

A port of free-probability-c with corrections and enhancements.

§Why free probability?

Xavier initialization. He initialization. Kaiming initialization. They match Marchenko-Pastur. Free probability explains why.

§Modules

  • moments — Empirical moment computation, moment↔cumulant transforms
  • r_transform — R-transform (free additive convolution)
  • s_transform — S-transform (free multiplicative convolution)
  • marchenko_pastur — Marchenko–Pastur density and moments
  • prediction — Layer-combination prediction and gradient analysis

Modules§

marchenko_pastur
Marchenko–Pastur distribution.
moments
Moment computation and free cumulant ↔ moment transforms.
prediction
Gradient analysis and eigenvalue-distribution prediction for deep networks.
r_transform
R-transform: the free additive convolution analogue.
s_transform
S-transform: the free multiplicative convolution analogue.

Structs§

EmpiricalDist
An empirical distribution sampled at discrete points.

Constants§

FP_MAX_ORDER
Maximum supported moment/cumulant order.