# Copyright 2018 The JAX Authors. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # https://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import scipy.stats as osp_stats from jax import lax import jax.numpy as jnp from jax._src.lax.lax import _const as _lax_const from jax._src.numpy.util import promote_dtypes_inexact, _wraps from jax.scipy.special import gammaln, xlogy from jax._src.typing import Array, ArrayLike def _is_simplex(x: Array) -> Array: x_sum = jnp.sum(x, axis=0) return jnp.all(x > 0, axis=0) & (abs(x_sum - 1) < 1E-6) @_wraps(osp_stats.dirichlet.logpdf, update_doc=False) def logpdf(x: ArrayLike, alpha: ArrayLike) -> Array: return _logpdf(*promote_dtypes_inexact(x, alpha)) def _logpdf(x: Array, alpha: Array) -> Array: if alpha.ndim != 1: raise ValueError( f"`alpha` must be one-dimensional; got alpha.shape={alpha.shape}" ) if x.shape[0] not in (alpha.shape[0], alpha.shape[0] - 1): raise ValueError( "`x` must have either the same number of entries as `alpha` " f"or one entry fewer; got x.shape={x.shape}, alpha.shape={alpha.shape}" ) one = _lax_const(x, 1) if x.shape[0] != alpha.shape[0]: x = jnp.concatenate([x, lax.sub(one, x.sum(0, keepdims=True))], axis=0) normalize_term = jnp.sum(gammaln(alpha)) - gammaln(jnp.sum(alpha)) if x.ndim > 1: alpha = lax.broadcast_in_dim(alpha, alpha.shape + (1,) * (x.ndim - 1), (0,)) log_probs = lax.sub(jnp.sum(xlogy(lax.sub(alpha, one), x), axis=0), normalize_term) return jnp.where(_is_simplex(x), log_probs, -jnp.inf) @_wraps(osp_stats.dirichlet.pdf, update_doc=False) def pdf(x: ArrayLike, alpha: ArrayLike) -> Array: return lax.exp(logpdf(x, alpha))