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Showing content from https://docs.pytorch.org/docs/main/generated/torch.quantile.html below:

torch.quantile — PyTorch main documentation

Computes the q-th quantiles of each row of the input tensor along the dimension dim.

To compute the quantile, we map q in [0, 1] to the range of indices [0, n] to find the location of the quantile in the sorted input. If the quantile lies between two data points a < b with indices i and j in the sorted order, result is computed according to the given interpolation method as follows:

If q is a 1D tensor, the first dimension of the output represents the quantiles and has size equal to the size of q, the remaining dimensions are what remains from the reduction.

>>> a = torch.randn(2, 3)
>>> a
tensor([[ 0.0795, -1.2117,  0.9765],
        [ 1.1707,  0.6706,  0.4884]])
>>> q = torch.tensor([0.25, 0.5, 0.75])
>>> torch.quantile(a, q, dim=1, keepdim=True)
tensor([[[-0.5661],
        [ 0.5795]],

        [[ 0.0795],
        [ 0.6706]],

        [[ 0.5280],
        [ 0.9206]]])
>>> torch.quantile(a, q, dim=1, keepdim=True).shape
torch.Size([3, 2, 1])
>>> a = torch.arange(4.)
>>> a
tensor([0., 1., 2., 3.])
>>> torch.quantile(a, 0.6, interpolation='linear')
tensor(1.8000)
>>> torch.quantile(a, 0.6, interpolation='lower')
tensor(1.)
>>> torch.quantile(a, 0.6, interpolation='higher')
tensor(2.)
>>> torch.quantile(a, 0.6, interpolation='midpoint')
tensor(1.5000)
>>> torch.quantile(a, 0.6, interpolation='nearest')
tensor(2.)
>>> torch.quantile(a, 0.4, interpolation='nearest')
tensor(1.)

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