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Showing content from https://docs.pytorch.org/docs/stable/generated/torch.nanquantile.html below:

torch.nanquantile — PyTorch 2.8 documentation

This is a variant of torch.quantile() that “ignores” NaN values, computing the quantiles q as if NaN values in input did not exist. If all values in a reduced row are NaN then the quantiles for that reduction will be NaN. See the documentation for torch.quantile().

>>> t = torch.tensor([float('nan'), 1, 2])
>>> t.quantile(0.5)
tensor(nan)
>>> t.nanquantile(0.5)
tensor(1.5000)
>>> t = torch.tensor([[float('nan'), float('nan')], [1, 2]])
>>> t
tensor([[nan, nan],
        [1., 2.]])
>>> t.nanquantile(0.5, dim=0)
tensor([1., 2.])
>>> t.nanquantile(0.5, dim=1)
tensor([   nan, 1.5000])

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