distribution.py 33.3 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
#   Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
#
# 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
#
#     http://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.

# TODO: define the distribution functions 
# __all__ = ['Categorical',
#            'MultivariateNormalDiag',
#            'Normal',
#            'sampling_id',
#            'Uniform']
21 22 23 24 25 26 27

from __future__ import print_function

from .fluid.layers import control_flow
from .fluid.layers import tensor
from .fluid.layers import ops
from .fluid.layers import nn
28
from .fluid.layers import elementwise_mul, elementwise_div, elementwise_add, elementwise_sub
29
from .fluid import core
30
from .fluid.framework import in_dygraph_mode
P
pangyoki 已提交
31
from .tensor import arange, gather_nd, concat, multinomial
32 33 34 35 36 37
import math
import numpy as np
import warnings

from .fluid.data_feeder import convert_dtype, check_variable_and_dtype, check_type, check_dtype

P
pangyoki 已提交
38
__all__ = ['Distribution', 'Uniform', 'Normal', 'Categorical']
39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91


class Distribution(object):
    """
    The abstract base class for probability distributions. Functions are 
    implemented in specific distributions.
    """

    def __init__(self):
        super(Distribution, self).__init__()

    def sample(self):
        """Sampling from the distribution."""
        raise NotImplementedError

    def entropy(self):
        """The entropy of the distribution."""
        raise NotImplementedError

    def kl_divergence(self, other):
        """The KL-divergence between self distributions and other."""
        raise NotImplementedError

    def log_prob(self, value):
        """Log probability density/mass function."""
        raise NotImplementedError

    def probs(self, value):
        """Probability density/mass function."""
        raise NotImplementedError

    def _validate_args(self, *args):
        """
        Argument validation for distribution args
        Args:
            value (float, list, numpy.ndarray, Tensor)
        Raises
            ValueError: if one argument is Tensor, all arguments should be Tensor
        """
        is_variable = False
        is_number = False
        for arg in args:
            if isinstance(arg, tensor.Variable):
                is_variable = True
            else:
                is_number = True

        if is_variable and is_number:
            raise ValueError(
                'if one argument is Tensor, all arguments should be Tensor')

        return is_variable

92
    def _to_tensor(self, *args):
93 94 95 96 97 98 99 100 101 102 103 104 105 106
        """
        Argument convert args to Tensor

        Args:
            value (float, list, numpy.ndarray, Tensor)
        Returns:
            Tensor of args.
        """
        numpy_args = []
        variable_args = []
        tmp = 0.

        for arg in args:
            if isinstance(arg, float):
107 108 109 110 111 112
                arg = [arg]
            if not isinstance(arg, (list, np.ndarray, tensor.Variable)):
                raise TypeError(
                    "Type of input args must be float, list, numpy.ndarray or Tensor, but received type {}".
                    format(type(arg)))

113 114
            arg_np = np.array(arg)
            arg_dtype = arg_np.dtype
115 116 117 118 119 120 121
            if str(arg_dtype) != 'float32':
                if str(arg_dtype) != 'float64':
                    # "assign" op doesn't support float64. if dtype is float64, float32 variable will be generated
                    #  and converted to float64 later using "cast".
                    warnings.warn(
                        "data type of argument only support float32 and float64, your argument will be convert to float32."
                    )
122
                arg_np = arg_np.astype('float32')
123
            # tmp is used to support broadcast, it summarizes shapes of all the args and get the mixed shape.
124 125 126 127 128 129 130 131 132 133 134 135
            tmp = tmp + arg_np
            numpy_args.append(arg_np)

        dtype = tmp.dtype
        for arg in numpy_args:
            arg_broadcasted, _ = np.broadcast_arrays(arg, tmp)
            arg_variable = tensor.create_tensor(dtype=dtype)
            tensor.assign(arg_broadcasted, arg_variable)
            variable_args.append(arg_variable)

        return tuple(variable_args)

136 137 138 139 140 141
    def _check_values_dtype_in_probs(self, param, value):
        """
        Log_prob and probs methods have input ``value``, if value's dtype is different from param,
        convert value's dtype to be consistent with param's dtype.

        Args:
142
            param (Tensor): low and high in Uniform class, loc and scale in Normal class.
143 144 145 146 147 148 149 150 151 152 153 154 155
            value (Tensor): The input tensor.

        Returns:
            value (Tensor): Change value's dtype if value's dtype is different from param.
        """
        if in_dygraph_mode():
            if value.dtype != param.dtype and convert_dtype(
                    value.dtype) in ['float32', 'float64']:
                warnings.warn(
                    "dtype of input 'value' needs to be the same as parameters of distribution class. dtype of 'value' will be converted."
                )
                return core.ops.cast(value, 'in_dtype', value.dtype,
                                     'out_dtype', param.dtype)
156
            return value
157 158 159 160 161 162 163 164 165 166

        check_variable_and_dtype(value, 'value', ['float32', 'float64'],
                                 'log_prob')
        if value.dtype != param.dtype:
            warnings.warn(
                "dtype of input 'value' needs to be the same as parameters of distribution class. dtype of 'value' will be converted."
            )
            return tensor.cast(value, dtype=param.dtype)
        return value

167 168

class Uniform(Distribution):
169
    r"""Uniform distribution with `low` and `high` parameters.
170 171 172

    Mathematical Details

173
    The probability density function (pdf) is
174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192

    .. math::

        pdf(x; a, b) = \\frac{1}{Z}, \ a <=x <b

    .. math::

        Z = b - a

    In the above equation:

    * :math:`low = a`,
    * :math:`high = b`,
    * :math:`Z`: is the normalizing constant.

    The parameters `low` and `high` must be shaped in a way that supports
    [broadcasting](https://www.paddlepaddle.org.cn/documentation/docs/en/develop/beginners_guide/basic_concept/broadcasting_en.html) (e.g., `high - low` is a valid operation).

    Args:
193 194
        low(int|float|list|numpy.ndarray|Tensor): The lower boundary of uniform distribution.The data type is int, float, list, numpy.ndarray or Tensor
        high(int|float|list|numpy.ndarray|Tensor): The higher boundary of uniform distribution.The data type is int, float, list, numpy.ndarray or Tensor
195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214
        name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.

    Examples:
        .. code-block:: python

          import paddle
          from paddle.distribution import Uniform

          # Without broadcasting, a single uniform distribution [3, 4]:
          u1 = Uniform(low=3.0, high=4.0)
          # 2 distributions [1, 3], [2, 4]
          u2 = Uniform(low=[1.0, 2.0], high=[3.0, 4.0])
          # 4 distributions
          u3 = Uniform(low=[[1.0, 2.0], [3.0, 4.0]],
                    high=[[1.5, 2.5], [3.5, 4.5]])

          # With broadcasting:
          u4 = Uniform(low=3.0, high=[5.0, 6.0, 7.0])

          # Complete example
215
          value_tensor = paddle.to_tensor([0.8], dtype="float32")
216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240

          uniform = Uniform([0.], [2.])

          sample = uniform.sample([2])
          # a random tensor created by uniform distribution with shape: [2, 1]
          entropy = uniform.entropy()
          # [0.6931472] with shape: [1]
          lp = uniform.log_prob(value_tensor)
          # [-0.6931472] with shape: [1]
          p = uniform.probs(value_tensor)
          # [0.5] with shape: [1]
    """

    def __init__(self, low, high, name=None):
        if not in_dygraph_mode():
            check_type(low, 'low',
                       (int, float, np.ndarray, tensor.Variable, list),
                       'Uniform')
            check_type(high, 'high',
                       (int, float, np.ndarray, tensor.Variable, list),
                       'Uniform')

        self.all_arg_is_float = False
        self.batch_size_unknown = False
        self.name = name if name is not None else 'Uniform'
241
        self.dtype = 'float32'
242 243 244 245 246 247 248 249 250 251

        if isinstance(low, int):
            low = float(low)
        if isinstance(high, int):
            high = float(high)

        if self._validate_args(low, high):
            self.batch_size_unknown = True
            self.low = low
            self.high = high
252
            self.dtype = convert_dtype(low.dtype)
253 254 255
        else:
            if isinstance(low, float) and isinstance(high, float):
                self.all_arg_is_float = True
256 257 258 259 260 261 262 263
            if isinstance(
                    low,
                    np.ndarray) and str(low.dtype) in ['float32', 'float64']:
                self.dtype = low.dtype
            elif isinstance(
                    high,
                    np.ndarray) and str(high.dtype) in ['float32', 'float64']:
                self.dtype = high.dtype
264
            self.low, self.high = self._to_tensor(low, high)
265 266 267
            if self.dtype != convert_dtype(self.low.dtype):
                self.low = tensor.cast(self.low, dtype=self.dtype)
                self.high = tensor.cast(self.high, dtype=self.dtype)
268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288

    def sample(self, shape, seed=0):
        """Generate samples of the specified shape.

        Args:
          shape (list): 1D `int32`. Shape of the generated samples.
          seed (int): Python integer number.

        Returns:
          Tensor: A tensor with prepended dimensions shape.The data type is float32.

        """
        if not in_dygraph_mode():
            check_type(shape, 'shape', (list), 'sample')
            check_type(seed, 'seed', (int), 'sample')

        name = self.name + '_sample'
        batch_shape = list((self.low + self.high).shape)
        if self.batch_size_unknown:
            output_shape = shape + batch_shape
            zero_tmp = tensor.fill_constant_batch_size_like(
289
                self.low + self.high, batch_shape + shape, self.dtype, 0.)
290
            uniform_random_tmp = nn.uniform_random_batch_size_like(
291 292
                zero_tmp,
                zero_tmp.shape,
293
                dtype=self.dtype,
294 295 296 297 298 299 300 301 302 303
                min=0.,
                max=1.,
                seed=seed)
            zero_tmp_reshape = nn.reshape(zero_tmp, output_shape)
            uniform_random_tmp_reshape = nn.reshape(uniform_random_tmp,
                                                    output_shape)
            output = uniform_random_tmp_reshape * (
                zero_tmp_reshape + self.high - self.low)
            output = elementwise_add(output, self.low, name=name)
            return output
304 305 306
        else:
            output_shape = shape + batch_shape
            output = nn.uniform_random(
307 308
                output_shape, seed=seed, dtype=self.dtype) * (tensor.zeros(
                    output_shape, dtype=self.dtype) + (self.high - self.low))
309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325
            output = elementwise_add(output, self.low, name=name)
            if self.all_arg_is_float:
                return nn.reshape(output, shape, name=name)
            else:
                return output

    def log_prob(self, value):
        """Log probability density/mass function.

        Args:
          value (Tensor): The input tensor.

        Returns:
          Tensor: log probability.The data type is same with value.

        """
        name = self.name + '_log_prob'
326
        value = self._check_values_dtype_in_probs(self.low, value)
327
        if in_dygraph_mode():
328
            # ensure value in [low, high]
329 330
            lb_bool = self.low < value
            ub_bool = value < self.high
331 332

            lb = core.ops.cast(lb_bool, 'in_dtype', lb_bool.dtype, 'out_dtype',
333
                               value.dtype)
334
            ub = core.ops.cast(ub_bool, 'in_dtype', ub_bool.dtype, 'out_dtype',
335
                               value.dtype)
336
            return nn.log(lb * ub) - nn.log(self.high - self.low)
337

338 339
        lb_bool = self.low < value
        ub_bool = value < self.high
340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355
        lb = tensor.cast(lb_bool, dtype=value.dtype)
        ub = tensor.cast(ub_bool, dtype=value.dtype)
        return elementwise_sub(
            nn.log(lb * ub), nn.log(self.high - self.low), name=name)

    def probs(self, value):
        """Probability density/mass function.

        Args:
          value (Tensor): The input tensor.

        Returns:
          Tensor: probability.The data type is same with value.

        """
        name = self.name + '_probs'
356
        value = self._check_values_dtype_in_probs(self.low, value)
357 358 359
        if in_dygraph_mode():
            lb_bool = self.low < value
            ub_bool = value < self.high
360 361

            lb = core.ops.cast(lb_bool, 'in_dtype', lb_bool.dtype, 'out_dtype',
362
                               value.dtype)
363
            ub = core.ops.cast(ub_bool, 'in_dtype', ub_bool.dtype, 'out_dtype',
364
                               value.dtype)
365
            return (lb * ub) / (self.high - self.low)
366

367 368
        lb_bool = self.low < value
        ub_bool = value < self.high
369 370 371 372 373
        lb = tensor.cast(lb_bool, dtype=value.dtype)
        ub = tensor.cast(ub_bool, dtype=value.dtype)
        return elementwise_div((lb * ub), (self.high - self.low), name=name)

    def entropy(self):
374
        r"""Shannon entropy in nats.
375

376 377 378 379 380 381
        The entropy is

        .. math::

            entropy(low, high) = \\log (high - low)

382 383 384 385 386 387 388 389 390
        Returns:
          Tensor: Shannon entropy of uniform distribution.The data type is float32.

        """
        name = self.name + '_entropy'
        return nn.log(self.high - self.low, name=name)


class Normal(Distribution):
391
    r"""The Normal distribution with location `loc` and `scale` parameters.
392 393 394

    Mathematical details

395
    The probability density function (pdf) is
396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411

    .. math::

        pdf(x; \mu, \sigma) = \\frac{1}{Z}e^{\\frac {-0.5 (x - \mu)^2}  {\sigma^2} }

    .. math::

        Z = (2 \pi \sigma^2)^{0.5}

    In the above equation:

    * :math:`loc = \mu`: is the mean.
    * :math:`scale = \sigma`: is the std.
    * :math:`Z`: is the normalization constant.

    Args:
412 413
        loc(int|float|list|numpy.ndarray|Tensor): The mean of normal distribution.The data type is int, float, list, numpy.ndarray or Tensor.
        scale(int|float|list|numpy.ndarray|Tensor): The std of normal distribution.The data type is int, float, list, numpy.ndarray or Tensor.
414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434
        name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.

    Examples:
        .. code-block:: python
          
          import paddle
          from paddle.distribution import Normal

          # Define a single scalar Normal distribution.
          dist = Normal(loc=0., scale=3.)
          # Define a batch of two scalar valued Normals.
          # The first has mean 1 and standard deviation 11, the second 2 and 22.
          dist = Normal(loc=[1., 2.], scale=[11., 22.])
          # Get 3 samples, returning a 3 x 2 tensor.
          dist.sample([3])

          # Define a batch of two scalar valued Normals.
          # Both have mean 1, but different standard deviations.
          dist = Normal(loc=1., scale=[11., 22.])

          # Complete example
435
          value_tensor = paddle.to_tensor([0.8], dtype="float32")
436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462

          normal_a = Normal([0.], [1.])
          normal_b = Normal([0.5], [2.])
          sample = normal_a.sample([2])
          # a random tensor created by normal distribution with shape: [2, 1]
          entropy = normal_a.entropy()
          # [1.4189385] with shape: [1]
          lp = normal_a.log_prob(value_tensor)
          # [-1.2389386] with shape: [1]
          p = normal_a.probs(value_tensor)
          # [0.28969154] with shape: [1]
          kl = normal_a.kl_divergence(normal_b)
          # [0.34939718] with shape: [1]
    """

    def __init__(self, loc, scale, name=None):
        if not in_dygraph_mode():
            check_type(loc, 'loc',
                       (int, float, np.ndarray, tensor.Variable, list),
                       'Normal')
            check_type(scale, 'scale',
                       (int, float, np.ndarray, tensor.Variable, list),
                       'Normal')

        self.batch_size_unknown = False
        self.all_arg_is_float = False
        self.name = name if name is not None else 'Normal'
463
        self.dtype = 'float32'
464 465 466 467 468 469 470 471 472 473

        if isinstance(loc, int):
            loc = float(loc)
        if isinstance(scale, int):
            scale = float(scale)

        if self._validate_args(loc, scale):
            self.batch_size_unknown = True
            self.loc = loc
            self.scale = scale
474
            self.dtype = convert_dtype(loc.dtype)
475 476 477
        else:
            if isinstance(loc, float) and isinstance(scale, float):
                self.all_arg_is_float = True
478 479 480 481 482 483 484 485
            if isinstance(
                    loc,
                    np.ndarray) and str(loc.dtype) in ['float32', 'float64']:
                self.dtype = loc.dtype
            elif isinstance(
                    scale,
                    np.ndarray) and str(scale.dtype) in ['float32', 'float64']:
                self.dtype = scale.dtype
486
            self.loc, self.scale = self._to_tensor(loc, scale)
487 488 489
            if self.dtype != convert_dtype(self.loc.dtype):
                self.loc = tensor.cast(self.loc, dtype=self.dtype)
                self.scale = tensor.cast(self.scale, dtype=self.dtype)
490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511

    def sample(self, shape, seed=0):
        """Generate samples of the specified shape.

        Args:
          shape (list): 1D `int32`. Shape of the generated samples.
          seed (int): Python integer number.

        Returns:
          Tensor: A tensor with prepended dimensions shape.The data type is float32.

        """
        if not in_dygraph_mode():
            check_type(shape, 'shape', (list), 'sample')
            check_type(seed, 'seed', (int), 'sample')

        batch_shape = list((self.loc + self.scale).shape)
        name = self.name + '_sample'

        if self.batch_size_unknown:
            output_shape = shape + batch_shape
            zero_tmp = tensor.fill_constant_batch_size_like(
512
                self.loc + self.scale, batch_shape + shape, self.dtype, 0.)
513 514
            zero_tmp_reshape = nn.reshape(zero_tmp, output_shape)
            zero_tmp_shape = nn.shape(zero_tmp_reshape)
515
            normal_random_tmp = nn.gaussian_random(
516
                zero_tmp_shape, mean=0., std=1., seed=seed, dtype=self.dtype)
517 518 519
            output = normal_random_tmp * (zero_tmp_reshape + self.scale)
            output = elementwise_add(output, self.loc, name=name)
            return output
520 521
        else:
            output_shape = shape + batch_shape
522 523
            output = nn.gaussian_random(output_shape, mean=0., std=1., seed=seed, dtype=self.dtype) * \
                     (tensor.zeros(output_shape, dtype=self.dtype) + self.scale)
524 525 526 527 528 529 530
            output = elementwise_add(output, self.loc, name=name)
            if self.all_arg_is_float:
                return nn.reshape(output, shape, name=name)
            else:
                return output

    def entropy(self):
531
        r"""Shannon entropy in nats.
532

533 534 535 536 537 538 539 540 541 542
        The entropy is

        .. math::

            entropy(\sigma) = 0.5 \\log (2 \pi e \sigma^2)

        In the above equation:

        * :math:`scale = \sigma`: is the std.

543 544 545 546 547 548 549
        Returns:
          Tensor: Shannon entropy of normal distribution.The data type is float32.

        """
        name = self.name + '_entropy'
        batch_shape = list((self.loc + self.scale).shape)
        zero_tmp = tensor.fill_constant_batch_size_like(
550
            self.loc + self.scale, batch_shape, self.dtype, 0.)
551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566
        return elementwise_add(
            0.5 + zero_tmp,
            0.5 * math.log(2 * math.pi) + nn.log((self.scale + zero_tmp)),
            name=name)

    def log_prob(self, value):
        """Log probability density/mass function.

        Args:
          value (Tensor): The input tensor.

        Returns:
          Tensor: log probability.The data type is same with value.

        """
        name = self.name + '_log_prob'
567 568
        value = self._check_values_dtype_in_probs(self.loc, value)

569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586
        var = self.scale * self.scale
        log_scale = nn.log(self.scale)
        return elementwise_sub(
            -1. * ((value - self.loc) * (value - self.loc)) / (2. * var),
            log_scale + math.log(math.sqrt(2. * math.pi)),
            name=name)

    def probs(self, value):
        """Probability density/mass function.

        Args:
          value (Tensor): The input tensor.

        Returns:
          Tensor: probability.The data type is same with value.

        """
        name = self.name + '_probs'
587 588
        value = self._check_values_dtype_in_probs(self.loc, value)

589 590 591 592 593 594 595
        var = self.scale * self.scale
        return elementwise_div(
            ops.exp(-1. * ((value - self.loc) * (value - self.loc)) /
                    (2. * var)), (math.sqrt(2 * math.pi) * self.scale),
            name=name)

    def kl_divergence(self, other):
596
        r"""The KL-divergence between two normal distributions.
597

598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620
        The probability density function (pdf) is

        .. math::

            KL\_divergence(\mu_0, \sigma_0; \mu_1, \sigma_1) = 0.5 (ratio^2 + (\\frac{diff}{\sigma_1})^2 - 1 - 2 \\ln {ratio})

        .. math::

            ratio = \\frac{\sigma_0}{\sigma_1}
        
        .. math::

            diff = \mu_1 - \mu_0

        In the above equation:

        * :math:`loc = \mu_0`: is the mean of current Normal distribution.
        * :math:`scale = \sigma_0`: is the std of current Normal distribution.
        * :math:`loc = \mu_1`: is the mean of other Normal distribution.
        * :math:`scale = \sigma_1`: is the std of other Normal distribution.
        * :math:`ratio`: is the ratio of scales.
        * :math:`diff`: is the difference between means.

621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637
        Args:
            other (Normal): instance of Normal.

        Returns:
            Tensor: kl-divergence between two normal distributions.The data type is float32.

        """
        if not in_dygraph_mode():
            check_type(other, 'other', Normal, 'kl_divergence')

        name = self.name + '_kl_divergence'
        var_ratio = self.scale / other.scale
        var_ratio = (var_ratio * var_ratio)
        t1 = (self.loc - other.loc) / other.scale
        t1 = (t1 * t1)
        return elementwise_add(
            0.5 * var_ratio, 0.5 * (t1 - 1. - nn.log(var_ratio)), name=name)
P
pangyoki 已提交
638 639 640


class Categorical(Distribution):
641
    r"""
P
pangyoki 已提交
642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658
    Categorical distribution is a discrete probability distribution that 
    describes the possible results of a random variable that can take on 
    one of K possible categories, with the probability of each category 
    separately specified.

    The probability mass function (pmf) is:

    .. math::

        pmf(k; p_i) = \prod_{i=1}^{k} p_i^{[x=i]}

    In the above equation:

    * :math:`[x=i]` : it evaluates to 1 if :math:`x==i` , 0 otherwise.

    Args:
        logits(list|numpy.ndarray|Tensor): The logits input of categorical distribution. The data type is float32 or float64.
659
        name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
P
pangyoki 已提交
660 661 662 663

    Examples:
        .. code-block:: python

664 665
            import paddle
            from paddle.distribution import Categorical
P
pangyoki 已提交
666

C
cnn 已提交
667
            paddle.seed(100) # on CPU device
668
            x = paddle.rand([6])
669
            print(x)
670 671
            # [0.5535528  0.20714243 0.01162981
            #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
672

C
cnn 已提交
673
            paddle.seed(200) # on CPU device
674
            y = paddle.rand([6])
675
            print(y)
676 677
            # [0.77663314 0.90824795 0.15685187
            #  0.04279523 0.34468332 0.7955718 ]
P
pangyoki 已提交
678

679 680
            cat = Categorical(x)
            cat2 = Categorical(y)
P
pangyoki 已提交
681

C
cnn 已提交
682
            paddle.seed(1000) # on CPU device
683 684 685
            cat.sample([2,3])
            # [[0, 0, 5],
            #  [3, 4, 5]]
P
pangyoki 已提交
686

687 688
            cat.entropy()
            # [1.77528]
P
pangyoki 已提交
689

690 691
            cat.kl_divergence(cat2)
            # [0.071952]
P
pangyoki 已提交
692

693 694 695 696 697 698
            value = paddle.to_tensor([2,1,3])
            cat.probs(value)
            # [0.00608027 0.108298 0.269656]

            cat.log_prob(value)
            # [-5.10271 -2.22287 -1.31061]
P
pangyoki 已提交
699 700 701 702 703 704

    """

    def __init__(self, logits, name=None):
        """
        Args:
705 706
            logits(list|numpy.ndarray|Tensor): The logits input of categorical distribution. The data type is float32 or float64.
            name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
P
pangyoki 已提交
707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729
        """
        if not in_dygraph_mode():
            check_type(logits, 'logits', (np.ndarray, tensor.Variable, list),
                       'Categorical')

        self.name = name if name is not None else 'Categorical'
        self.dtype = 'float32'

        if self._validate_args(logits):
            self.logits = logits
            self.dtype = convert_dtype(logits.dtype)
        else:
            if isinstance(logits, np.ndarray) and str(
                    logits.dtype) in ['float32', 'float64']:
                self.dtype = logits.dtype
            self.logits = self._to_tensor(logits)[0]
            if self.dtype != convert_dtype(self.logits.dtype):
                self.logits = tensor.cast(self.logits, dtype=self.dtype)

    def sample(self, shape):
        """Generate samples of the specified shape.

        Args:
730
            shape (list): Shape of the generated samples.
P
pangyoki 已提交
731 732

        Returns:
733
            Tensor: A tensor with prepended dimensions shape.
P
pangyoki 已提交
734 735
        
        Examples:
736
            .. code-block:: python
P
pangyoki 已提交
737

738 739
                import paddle
                from paddle.distribution import Categorical
P
pangyoki 已提交
740

C
cnn 已提交
741
                paddle.seed(100) # on CPU device
742
                x = paddle.rand([6])
743
                print(x)
744 745
                # [0.5535528  0.20714243 0.01162981
                #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
746

747
                cat = Categorical(x)
P
pangyoki 已提交
748

C
cnn 已提交
749
                paddle.seed(1000) # on CPU device
750 751 752
                cat.sample([2,3])
                # [[0, 0, 5],
                #  [3, 4, 5]]
P
pangyoki 已提交
753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779

        """
        name = self.name + '_sample'
        if not in_dygraph_mode():
            check_type(shape, 'shape', (list), 'sample')

        num_samples = np.prod(np.array(shape))

        logits_shape = list(self.logits.shape)
        if len(logits_shape) > 1:
            sample_shape = shape + logits_shape[:-1]
            logits = nn.reshape(self.logits,
                                [np.prod(logits_shape[:-1]), logits_shape[-1]])
        else:
            sample_shape = shape
            logits = self.logits

        sample_index = multinomial(logits, num_samples, True)
        return nn.reshape(sample_index, sample_shape, name=name)

    def kl_divergence(self, other):
        """The KL-divergence between two Categorical distributions.

        Args:
            other (Categorical): instance of Categorical. The data type is float32.

        Returns:
780
            Tensor: kl-divergence between two Categorical distributions.
P
pangyoki 已提交
781 782
        
        Examples:
783
            .. code-block:: python
P
pangyoki 已提交
784

785 786 787
                import paddle
                from paddle.distribution import Categorical

C
cnn 已提交
788
                paddle.seed(100) # on CPU device
789
                x = paddle.rand([6])
790
                print(x)
791 792
                # [0.5535528  0.20714243 0.01162981
                #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
793

C
cnn 已提交
794
                paddle.seed(200) # on CPU device
795
                y = paddle.rand([6])
796
                print(y)
797 798
                # [0.77663314 0.90824795 0.15685187
                #  0.04279523 0.34468332 0.7955718 ]
P
pangyoki 已提交
799

800 801
                cat = Categorical(x)
                cat2 = Categorical(y)
P
pangyoki 已提交
802

803 804
                cat.kl_divergence(cat2)
                # [0.071952]
P
pangyoki 已提交
805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830

        """
        name = self.name + '_kl_divergence'
        if not in_dygraph_mode():
            check_type(other, 'other', Categorical, 'kl_divergence')

        logits = self.logits - nn.reduce_max(self.logits, dim=-1, keep_dim=True)
        other_logits = other.logits - nn.reduce_max(
            other.logits, dim=-1, keep_dim=True)
        e_logits = ops.exp(logits)
        other_e_logits = ops.exp(other_logits)
        z = nn.reduce_sum(e_logits, dim=-1, keep_dim=True)
        other_z = nn.reduce_sum(other_e_logits, dim=-1, keep_dim=True)
        prob = e_logits / z
        kl = nn.reduce_sum(
            prob * (logits - nn.log(z) - other_logits + nn.log(other_z)),
            dim=-1,
            keep_dim=True,
            name=name)

        return kl

    def entropy(self):
        """Shannon entropy in nats.

        Returns:
831
            Tensor: Shannon entropy of Categorical distribution. The data type is float32.
P
pangyoki 已提交
832 833
        
        Examples:
834
            .. code-block:: python
P
pangyoki 已提交
835

836 837
                import paddle
                from paddle.distribution import Categorical
P
pangyoki 已提交
838

C
cnn 已提交
839
                paddle.seed(100) # on CPU device
840
                x = paddle.rand([6])
841
                print(x)
842 843
                # [0.5535528  0.20714243 0.01162981
                #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
844

845
                cat = Categorical(x)
P
pangyoki 已提交
846

847 848
                cat.entropy()
                # [1.77528]
P
pangyoki 已提交
849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872

        """
        name = self.name + '_entropy'
        logits = self.logits - nn.reduce_max(self.logits, dim=-1, keep_dim=True)
        e_logits = ops.exp(logits)
        z = nn.reduce_sum(e_logits, dim=-1, keep_dim=True)
        prob = e_logits / z

        neg_entropy = nn.reduce_sum(
            prob * (logits - nn.log(z)), dim=-1, keep_dim=True)
        entropy = nn.scale(neg_entropy, scale=-1.0, name=name)
        return entropy

    def probs(self, value):
        """Probabilities of the given category (``value``).

        If ``logits`` is 2-D or higher dimension, the last dimension will be regarded as 
        category, and the others represents the different distributions.
        At the same time, if ``vlaue`` is 1-D Tensor, ``value`` will be broadcast to the 
        same number of distributions as ``logits``.
        If ``value`` is not 1-D Tensor, ``value`` should have the same number distributions
        with ``logits. That is, ``value[:-1] = logits[:-1]``.

        Args:
873
            value (Tensor): The input tensor represents the selected category index.
P
pangyoki 已提交
874 875

        Returns:
876
            Tensor: probability according to the category index.
P
pangyoki 已提交
877 878
        
        Examples:
879
            .. code-block:: python
P
pangyoki 已提交
880

881 882
                import paddle
                from paddle.distribution import Categorical
P
pangyoki 已提交
883

C
cnn 已提交
884
                paddle.seed(100) # on CPU device
885
                x = paddle.rand([6])
886
                print(x)
887 888
                # [0.5535528  0.20714243 0.01162981
                #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
889

890
                cat = Categorical(x)
P
pangyoki 已提交
891

892 893 894
                value = paddle.to_tensor([2,1,3])
                cat.probs(value)
                # [0.00608027 0.108298 0.269656]
P
pangyoki 已提交
895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938

        """
        name = self.name + '_probs'

        dist_sum = nn.reduce_sum(self.logits, dim=-1, keep_dim=True)
        prob = self.logits / dist_sum

        shape = list(prob.shape)
        value_shape = list(value.shape)
        if len(shape) == 1:
            num_value_in_one_dist = np.prod(value_shape)
            index_value = nn.reshape(value, [num_value_in_one_dist, 1])
            index = index_value
        else:
            num_dist = np.prod(shape[:-1])
            num_value_in_one_dist = value_shape[-1]
            prob = nn.reshape(prob, [num_dist, shape[-1]])
            if len(value_shape) == 1:
                value = nn.expand(value, [num_dist])
                value_shape = shape[:-1] + value_shape
            index_value = nn.reshape(value, [num_dist, -1, 1])
            if shape[:-1] != value_shape[:-1]:
                raise ValueError(
                    "shape of value {} must match shape of logits {}".format(
                        str(value_shape[:-1]), str(shape[:-1])))

            index_prefix = nn.unsqueeze(
                arange(
                    num_dist, dtype=index_value.dtype), axes=-1)
            index_prefix = nn.expand(index_prefix, [1, num_value_in_one_dist])
            index_prefix = nn.unsqueeze(index_prefix, axes=-1)

            if index_value.dtype != index_prefix.dtype:
                tensor.cast(index_prefix, dtype=index_value.dtype)
            index = concat([index_prefix, index_value], axis=-1)

        # value is the category index to search for the corresponding probability.
        select_prob = gather_nd(prob, index)
        return nn.reshape(select_prob, value_shape, name=name)

    def log_prob(self, value):
        """Log probabilities of the given category. Refer to ``probs`` method.

        Args:
939
            value (Tensor): The input tensor represents the selected category index.
P
pangyoki 已提交
940 941

        Returns:
942
            Tensor: Log probability.
P
pangyoki 已提交
943 944
        
        Examples:
945
            .. code-block:: python
P
pangyoki 已提交
946

947 948
                import paddle
                from paddle.distribution import Categorical
P
pangyoki 已提交
949

C
cnn 已提交
950
                paddle.seed(100) # on CPU device
951
                x = paddle.rand([6])
952
                print(x)
953 954
                # [0.5535528  0.20714243 0.01162981
                #  0.51577556 0.36369765 0.2609165 ]
P
pangyoki 已提交
955

956
                cat = Categorical(x)
P
pangyoki 已提交
957

958 959 960
                value = paddle.to_tensor([2,1,3])
                cat.log_prob(value)
                # [-5.10271 -2.22287 -1.31061]
P
pangyoki 已提交
961 962 963 964 965

        """
        name = self.name + '_log_prob'

        return nn.log(self.probs(value), name=name)