78 lines
2.2 KiB
Python
78 lines
2.2 KiB
Python
from numbers import Number
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import torch
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from torch.distributions import constraints
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from torch.distributions.exp_family import ExponentialFamily
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from torch.distributions.utils import broadcast_all
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__all__ = ["Poisson"]
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class Poisson(ExponentialFamily):
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r"""
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Creates a Poisson distribution parameterized by :attr:`rate`, the rate parameter.
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Samples are nonnegative integers, with a pmf given by
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.. math::
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\mathrm{rate}^k \frac{e^{-\mathrm{rate}}}{k!}
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Example::
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>>> # xdoctest: +SKIP("poisson_cpu not implemented for 'Long'")
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>>> m = Poisson(torch.tensor([4]))
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>>> m.sample()
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tensor([ 3.])
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Args:
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rate (Number, Tensor): the rate parameter
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"""
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arg_constraints = {"rate": constraints.nonnegative}
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support = constraints.nonnegative_integer
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@property
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def mean(self):
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return self.rate
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@property
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def mode(self):
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return self.rate.floor()
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@property
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def variance(self):
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return self.rate
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def __init__(self, rate, validate_args=None):
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(self.rate,) = broadcast_all(rate)
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if isinstance(rate, Number):
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batch_shape = torch.Size()
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else:
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batch_shape = self.rate.size()
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super().__init__(batch_shape, validate_args=validate_args)
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def expand(self, batch_shape, _instance=None):
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new = self._get_checked_instance(Poisson, _instance)
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batch_shape = torch.Size(batch_shape)
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new.rate = self.rate.expand(batch_shape)
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super(Poisson, new).__init__(batch_shape, validate_args=False)
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new._validate_args = self._validate_args
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return new
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def sample(self, sample_shape=torch.Size()):
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shape = self._extended_shape(sample_shape)
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with torch.no_grad():
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return torch.poisson(self.rate.expand(shape))
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def log_prob(self, value):
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if self._validate_args:
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self._validate_sample(value)
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rate, value = broadcast_all(self.rate, value)
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return value.xlogy(rate) - rate - (value + 1).lgamma()
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@property
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def _natural_params(self):
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return (torch.log(self.rate),)
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def _log_normalizer(self, x):
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return torch.exp(x)
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