From d72be71a8d7324b4d3f37e371c8537491e245961 Mon Sep 17 00:00:00 2001
From: Jose Ortiz <orangesherbet0@gmail.com>
Date: Thu, 4 May 2023 15:01:33 -0700
Subject: [PATCH 1/4] Implemented NormalFixedMean

---
 ngboost/distns/__init__.py |  2 +-
 ngboost/distns/normal.py   | 62 ++++++++++++++++++++++++++++++++++++++
 2 files changed, 63 insertions(+), 1 deletion(-)

diff --git a/ngboost/distns/__init__.py b/ngboost/distns/__init__.py
index 5468073..a492047 100644
--- a/ngboost/distns/__init__.py
+++ b/ngboost/distns/__init__.py
@@ -7,6 +7,6 @@
 from .laplace import Laplace  # NOQA
 from .lognormal import LogNormal  # NOQA
 from .multivariate_normal import MultivariateNormal  # NOQA
-from .normal import Normal, NormalFixedVar  # NOQA
+from .normal import Normal, NormalFixedMean, NormalFixedVar  # NOQA
 from .poisson import Poisson  # NOQA
 from .t import T, TFixedDf, TFixedDfFixedVar  # NOQA
diff --git a/ngboost/distns/normal.py b/ngboost/distns/normal.py
index 62f7210..b8fe1e8 100644
--- a/ngboost/distns/normal.py
+++ b/ngboost/distns/normal.py
@@ -150,3 +150,65 @@ def __init__(self, params):
     def fit(Y):
         m, _ = sp.stats.norm.fit(Y)
         return m
+
+
+# ### Fixed Mean Normal ###
+class NormalFixedMeanLogScore(LogScore):
+    def score(self, Y):
+        return -self.dist.logpdf(Y)
+
+    def d_score(self, Y):
+        D = np.zeros((len(Y), 1))
+        D[:, 0] = 1 - ((self.loc - Y) ** 2) / self.var
+        return D
+
+    def metric(self):
+        FI = np.zeros((self.var.shape[0], 1, 1))
+        FI[:, 0, 0] = 2
+        return FI
+
+
+class NormalFixedMeanCRPScore(CRPScore):
+    def score(self, Y):
+        Z = (Y - self.loc) / self.scale
+        return self.scale * (
+            Z * (2 * sp.stats.norm.cdf(Z) - 1)
+            + 2 * sp.stats.norm.pdf(Z)
+            - 1 / np.sqrt(np.pi)
+        )
+
+    def d_score(self, Y):
+        Z = (Y - self.loc) / self.scale
+        D = np.zeros((len(Y), 1))
+        D[:, 0] = self.score(Y) + (Y - self.loc) * -1 * (2 * sp.stats.norm.cdf(Z) - 1)
+        return D
+
+    def metric(self):
+        I = np.c_[self.var]
+        I = I.reshape((self.var.shape[0], 1, 1))
+        I = 1 / (2 * np.sqrt(np.pi)) * I
+        return I
+
+
+class NormalFixedMean(Normal):
+    """
+    Implements the normal distribution with mean=0 for NGBoost.
+
+    The fixed-mean normal distribution has one parameter, scale which is the standard deviation.
+    This distribution has both LogScore and CRPScore implemented for it.
+    """
+
+    n_params = 1
+    scores = [NormalFixedMeanLogScore, NormalFixedMeanCRPScore]
+
+    # pylint: disable=super-init-not-called
+    def __init__(self, params):
+        self.loc = np.zeros_like(params[0])
+        self.var = params[0] ** 2
+        self.scale = params[0]
+        self.shape = self.loc.shape
+        self.dist = dist(loc=self.loc, scale=self.scale)
+
+    def fit(Y):
+        _, s = sp.stats.norm.fit(Y)
+        return s

From 1c9823c685360effc217c8b2cfc3332cbb5810f3 Mon Sep 17 00:00:00 2001
From: Jose Ortiz <orangesherbet0@gmail.com>
Date: Thu, 4 May 2023 15:18:42 -0700
Subject: [PATCH 2/4] Added NormalFixedVar and NormalFixedMean to
 test_distns.py

---
 tests/test_distns.py | 15 ++++++++++++++-
 1 file changed, 14 insertions(+), 1 deletion(-)

diff --git a/tests/test_distns.py b/tests/test_distns.py
index 4ece8e4..f0a03ff 100644
--- a/tests/test_distns.py
+++ b/tests/test_distns.py
@@ -14,6 +14,8 @@
     LogNormal,
     MultivariateNormal,
     Normal,
+    NormalFixedMean,
+    NormalFixedVar,
     T,
     TFixedDf,
     TFixedDfFixedVar,
@@ -33,7 +35,18 @@
 @pytest.mark.slow
 @pytest.mark.parametrize(
     "dist",
-    [Normal, LogNormal, Exponential, Gamma, T, TFixedDf, TFixedDfFixedVar, Cauchy],
+    [
+        Normal,
+        NormalFixedVar,
+        NormalFixedMean,
+        LogNormal,
+        Exponential,
+        Gamma,
+        T,
+        TFixedDf,
+        TFixedDfFixedVar,
+        Cauchy,
+    ],
 )
 @pytest.mark.parametrize(
     "learner",

From 610a005808976fc3791082d10a0c7523cecc8d31 Mon Sep 17 00:00:00 2001
From: Jose Ortiz <orangesherbet0@gmail.com>
Date: Mon, 8 May 2023 12:54:41 -0700
Subject: [PATCH 3/4] Match log(sigma) parameterization of Normal class

---
 ngboost/distns/normal.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/ngboost/distns/normal.py b/ngboost/distns/normal.py
index b8fe1e8..35bbdfd 100644
--- a/ngboost/distns/normal.py
+++ b/ngboost/distns/normal.py
@@ -204,8 +204,8 @@ class NormalFixedMean(Normal):
     # pylint: disable=super-init-not-called
     def __init__(self, params):
         self.loc = np.zeros_like(params[0])
-        self.var = params[0] ** 2
-        self.scale = params[0]
+        self.scale = np.exp(params[0])
+        self.var = self.scale**2
         self.shape = self.loc.shape
         self.dist = dist(loc=self.loc, scale=self.scale)
 

From 1d30583086a988d0a87a7b98515f8e80804d82f0 Mon Sep 17 00:00:00 2001
From: Joey Ortiz <orangesherbet0@gmail.com>
Date: Wed, 14 Feb 2024 09:34:39 -0800
Subject: [PATCH 4/4] Update __init__.py

Linter is demanding a blank line for ending a file (sigh)
---
 ngboost/distns/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/ngboost/distns/__init__.py b/ngboost/distns/__init__.py
index e2e2526..05e9412 100644
--- a/ngboost/distns/__init__.py
+++ b/ngboost/distns/__init__.py
@@ -30,4 +30,4 @@
     "T",
     "TFixedDf",
     "TFixedDfFixedVar",
-]
\ No newline at end of file
+]