124 lines
4.1 KiB
Python
124 lines
4.1 KiB
Python
import torch
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from torch.autograd import Function
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from torch.autograd.function import once_differentiable
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from torch.distributions import constraints
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from torch.distributions.exp_family import ExponentialFamily
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__all__ = ["Dirichlet"]
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# This helper is exposed for testing.
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def _Dirichlet_backward(x, concentration, grad_output):
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total = concentration.sum(-1, True).expand_as(concentration)
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grad = torch._dirichlet_grad(x, concentration, total)
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return grad * (grad_output - (x * grad_output).sum(-1, True))
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class _Dirichlet(Function):
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@staticmethod
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def forward(ctx, concentration):
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x = torch._sample_dirichlet(concentration)
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ctx.save_for_backward(x, concentration)
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return x
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@staticmethod
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@once_differentiable
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def backward(ctx, grad_output):
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x, concentration = ctx.saved_tensors
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return _Dirichlet_backward(x, concentration, grad_output)
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class Dirichlet(ExponentialFamily):
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r"""
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Creates a Dirichlet distribution parameterized by concentration :attr:`concentration`.
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Example::
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>>> # xdoctest: +IGNORE_WANT("non-deterministic")
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>>> m = Dirichlet(torch.tensor([0.5, 0.5]))
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>>> m.sample() # Dirichlet distributed with concentration [0.5, 0.5]
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tensor([ 0.1046, 0.8954])
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Args:
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concentration (Tensor): concentration parameter of the distribution
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(often referred to as alpha)
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"""
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arg_constraints = {
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"concentration": constraints.independent(constraints.positive, 1)
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}
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support = constraints.simplex
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has_rsample = True
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def __init__(self, concentration, validate_args=None):
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if concentration.dim() < 1:
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raise ValueError(
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"`concentration` parameter must be at least one-dimensional."
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)
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self.concentration = concentration
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batch_shape, event_shape = concentration.shape[:-1], concentration.shape[-1:]
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super().__init__(batch_shape, event_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(Dirichlet, _instance)
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batch_shape = torch.Size(batch_shape)
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new.concentration = self.concentration.expand(batch_shape + self.event_shape)
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super(Dirichlet, new).__init__(
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batch_shape, self.event_shape, validate_args=False
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)
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new._validate_args = self._validate_args
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return new
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def rsample(self, sample_shape=()):
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shape = self._extended_shape(sample_shape)
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concentration = self.concentration.expand(shape)
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return _Dirichlet.apply(concentration)
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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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return (
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torch.xlogy(self.concentration - 1.0, value).sum(-1)
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+ torch.lgamma(self.concentration.sum(-1))
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- torch.lgamma(self.concentration).sum(-1)
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)
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@property
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def mean(self):
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return self.concentration / self.concentration.sum(-1, True)
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@property
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def mode(self):
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concentrationm1 = (self.concentration - 1).clamp(min=0.0)
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mode = concentrationm1 / concentrationm1.sum(-1, True)
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mask = (self.concentration < 1).all(axis=-1)
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mode[mask] = torch.nn.functional.one_hot(
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mode[mask].argmax(axis=-1), concentrationm1.shape[-1]
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).to(mode)
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return mode
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@property
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def variance(self):
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con0 = self.concentration.sum(-1, True)
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return (
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self.concentration
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* (con0 - self.concentration)
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/ (con0.pow(2) * (con0 + 1))
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)
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def entropy(self):
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k = self.concentration.size(-1)
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a0 = self.concentration.sum(-1)
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return (
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torch.lgamma(self.concentration).sum(-1)
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- torch.lgamma(a0)
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- (k - a0) * torch.digamma(a0)
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- ((self.concentration - 1.0) * torch.digamma(self.concentration)).sum(-1)
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)
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@property
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def _natural_params(self):
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return (self.concentration,)
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def _log_normalizer(self, x):
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return x.lgamma().sum(-1) - torch.lgamma(x.sum(-1))
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