do not clamp concentration

awslabs · Sep 13, 2024 · 8a18417 · 8a18417
1 parent 467e16e
commit 8a18417
Showing 1 changed file with 0 additions and 2 deletions.
diff --git a/src/gluonts/torch/distributions/generalized_pareto.py b/src/gluonts/torch/distributions/generalized_pareto.py
@@ -185,8 +185,6 @@ def domain_map(
         concentration: torch.Tensor,
     ):  # type: ignore
         scale = F.softplus(scale)
-        # Clamp concentration to avoid numerical issues
-        concentration = torch.tanh(concentration)
 
         # Adjust loc for negative concentration
         neg_conc = concentration < 0