129 lines
4.5 KiB
Python
129 lines
4.5 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.distribution import Distribution
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from torch.distributions.utils import (
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broadcast_all,
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lazy_property,
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logits_to_probs,
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probs_to_logits,
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)
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from torch.nn.functional import binary_cross_entropy_with_logits
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__all__ = ["Geometric"]
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class Geometric(Distribution):
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r"""
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Creates a Geometric distribution parameterized by :attr:`probs`,
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where :attr:`probs` is the probability of success of Bernoulli trials.
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.. math::
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P(X=k) = (1-p)^{k} p, k = 0, 1, ...
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.. note::
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:func:`torch.distributions.geometric.Geometric` :math:`(k+1)`-th trial is the first success
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hence draws samples in :math:`\{0, 1, \ldots\}`, whereas
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:func:`torch.Tensor.geometric_` `k`-th trial is the first success hence draws samples in :math:`\{1, 2, \ldots\}`.
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Example::
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>>> # xdoctest: +IGNORE_WANT("non-deterministic")
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>>> m = Geometric(torch.tensor([0.3]))
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>>> m.sample() # underlying Bernoulli has 30% chance 1; 70% chance 0
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tensor([ 2.])
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Args:
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probs (Number, Tensor): the probability of sampling `1`. Must be in range (0, 1]
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logits (Number, Tensor): the log-odds of sampling `1`.
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"""
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arg_constraints = {"probs": constraints.unit_interval, "logits": constraints.real}
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support = constraints.nonnegative_integer
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def __init__(self, probs=None, logits=None, validate_args=None):
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if (probs is None) == (logits is None):
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raise ValueError(
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"Either `probs` or `logits` must be specified, but not both."
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)
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if probs is not None:
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(self.probs,) = broadcast_all(probs)
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else:
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(self.logits,) = broadcast_all(logits)
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probs_or_logits = probs if probs is not None else logits
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if isinstance(probs_or_logits, Number):
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batch_shape = torch.Size()
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else:
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batch_shape = probs_or_logits.size()
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super().__init__(batch_shape, validate_args=validate_args)
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if self._validate_args and probs is not None:
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# Add an extra check beyond unit_interval
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value = self.probs
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valid = value > 0
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if not valid.all():
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invalid_value = value.data[~valid]
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raise ValueError(
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"Expected parameter probs "
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f"({type(value).__name__} of shape {tuple(value.shape)}) "
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f"of distribution {repr(self)} "
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f"to be positive but found invalid values:\n{invalid_value}"
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)
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def expand(self, batch_shape, _instance=None):
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new = self._get_checked_instance(Geometric, _instance)
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batch_shape = torch.Size(batch_shape)
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if "probs" in self.__dict__:
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new.probs = self.probs.expand(batch_shape)
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if "logits" in self.__dict__:
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new.logits = self.logits.expand(batch_shape)
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super(Geometric, 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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@property
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def mean(self):
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return 1.0 / self.probs - 1.0
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@property
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def mode(self):
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return torch.zeros_like(self.probs)
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@property
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def variance(self):
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return (1.0 / self.probs - 1.0) / self.probs
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@lazy_property
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def logits(self):
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return probs_to_logits(self.probs, is_binary=True)
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@lazy_property
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def probs(self):
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return logits_to_probs(self.logits, is_binary=True)
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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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tiny = torch.finfo(self.probs.dtype).tiny
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with torch.no_grad():
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if torch._C._get_tracing_state():
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# [JIT WORKAROUND] lack of support for .uniform_()
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u = torch.rand(shape, dtype=self.probs.dtype, device=self.probs.device)
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u = u.clamp(min=tiny)
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else:
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u = self.probs.new(shape).uniform_(tiny, 1)
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return (u.log() / (-self.probs).log1p()).floor()
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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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value, probs = broadcast_all(value, self.probs)
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probs = probs.clone(memory_format=torch.contiguous_format)
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probs[(probs == 1) & (value == 0)] = 0
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return value * (-probs).log1p() + self.probs.log()
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def entropy(self):
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return (
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binary_cross_entropy_with_logits(self.logits, self.probs, reduction="none")
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/ self.probs
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)
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