Cherry pick 26767 (#27102)

* fix dtype not matching bug in log_prob and probs method of Distribution class (#26767)

* fix _to_tensor method of Distribution class

* Add unittest

* let dtype be consistent with value in log_prob and probs

* fix format

* fix dtype problem and change unittest

* fix dtype of Numpy class in unittest

* add formula for entropy and kl

* change formula

* fix kl formula format

* fix kl formula format 2

* change gt to np in unittest

* optimize unittest format

* delete dumplicate

* delete dumplicate 2

* extract common function used to convert dtype value

* cherry pick 27046

python/paddle/distribution.py

@@ -102,21 +102,24 @@ class Distribution(object):
         tmp = 0.
 
         for arg in args:
-            valid_arg = False
-            for cls in [float, list, np.ndarray, tensor.Variable]:
-                if isinstance(arg, cls):
-                    valid_arg = True
-                    break
-            assert valid_arg, "type of input args must be float, list, numpy.ndarray or Tensor."
             if isinstance(arg, float):
-                arg = np.zeros(1) + arg
+                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)))
+
             arg_np = np.array(arg)
             arg_dtype = arg_np.dtype
-            if str(arg_dtype) not in ['float32']:
+            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, your argument will be convert to float32."
+                        "data type of argument only support float32 and float64, your argument will be convert to float32."
                     )
                 arg_np = arg_np.astype('float32')
+            # tmp is used to support broadcast, it summarizes shapes of all the args and get the mixed shape.
             tmp = tmp + arg_np
             numpy_args.append(arg_np)
 
@@ -129,6 +132,37 @@ class Distribution(object):
 
         return tuple(variable_args)
 
+    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:
+            param (Tensor): low and high in Uniform class, loc and scale in Normal class.
+            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)
+            return value
+
+        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
+
 
 class Uniform(Distribution):
     """Uniform distribution with `low` and `high` parameters.
@@ -155,8 +189,8 @@ class Uniform(Distribution):
     [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:
-        low(int|float|list|numpy.ndarray|Tensor): The lower boundary of uniform distribution.The data type is int, float32, list, numpy.ndarray or Tensor
-        high(int|float|list|numpy.ndarray|Tensor): The higher boundary of uniform distribution.The data type is int, float32, list, numpy.ndarray or Tensor
+        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
         name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
 
     Examples:
@@ -206,6 +240,7 @@ class Uniform(Distribution):
         self.all_arg_is_float = False
         self.batch_size_unknown = False
         self.name = name if name is not None else 'Uniform'
+        self.dtype = 'float32'
 
         if isinstance(low, int):
             low = float(low)
@@ -216,10 +251,22 @@ class Uniform(Distribution):
             self.batch_size_unknown = True
             self.low = low
             self.high = high
+            self.dtype = convert_dtype(low.dtype)
         else:
             if isinstance(low, float) and isinstance(high, float):
                 self.all_arg_is_float = True
+            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
             self.low, self.high = self._to_tensor(low, high)
+            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)
 
     def sample(self, shape, seed=0):
         """Generate samples of the specified shape.
@@ -241,11 +288,11 @@ class Uniform(Distribution):
         if self.batch_size_unknown:
             output_shape = shape + batch_shape
             zero_tmp = tensor.fill_constant_batch_size_like(
-                self.low + self.high, batch_shape + shape, self.low.dtype, 0.)
+                self.low + self.high, batch_shape + shape, self.dtype, 0.)
             uniform_random_tmp = nn.uniform_random_batch_size_like(
                 zero_tmp,
                 zero_tmp.shape,
-                dtype=convert_dtype(zero_tmp.dtype),
+                dtype=self.dtype,
                 min=0.,
                 max=1.,
                 seed=seed)
@@ -259,9 +306,8 @@ class Uniform(Distribution):
         else:
             output_shape = shape + batch_shape
             output = nn.uniform_random(
-                output_shape, seed=seed) * (tensor.zeros(
-                    output_shape, dtype=self.low.dtype) +
-                                            (self.high - self.low))
+                output_shape, seed=seed, dtype=self.dtype) * (tensor.zeros(
+                    output_shape, dtype=self.dtype) + (self.high - self.low))
             output = elementwise_add(output, self.low, name=name)
             if self.all_arg_is_float:
                 return nn.reshape(output, shape, name=name)
@@ -279,22 +325,20 @@ class Uniform(Distribution):
 
         """
         name = self.name + '_log_prob'
+        value = self._check_values_dtype_in_probs(self.low, value)
         if in_dygraph_mode():
+            # ensure value in [low, high]
             lb_bool = self.low < value
             ub_bool = value < self.high
 
-            dtype = value.dtype
             lb = core.ops.cast(lb_bool, 'in_dtype', lb_bool.dtype, 'out_dtype',
-                               dtype)
+                               value.dtype)
             ub = core.ops.cast(ub_bool, 'in_dtype', ub_bool.dtype, 'out_dtype',
-                               dtype)
+                               value.dtype)
             return nn.log(lb * ub) - nn.log(self.high - self.low)
 
-        check_variable_and_dtype(value, 'value', ['float32', 'float64'],
-                                 'log_prob')
-
-        lb_bool = control_flow.less_than(self.low, value)
-        ub_bool = control_flow.less_than(value, self.high)
+        lb_bool = self.low < value
+        ub_bool = value < self.high
         lb = tensor.cast(lb_bool, dtype=value.dtype)
         ub = tensor.cast(ub_bool, dtype=value.dtype)
         return elementwise_sub(
@@ -311,22 +355,19 @@ class Uniform(Distribution):
 
         """
         name = self.name + '_probs'
+        value = self._check_values_dtype_in_probs(self.low, value)
         if in_dygraph_mode():
             lb_bool = self.low < value
             ub_bool = value < self.high
 
-            dtype = value.dtype
             lb = core.ops.cast(lb_bool, 'in_dtype', lb_bool.dtype, 'out_dtype',
-                               dtype)
+                               value.dtype)
             ub = core.ops.cast(ub_bool, 'in_dtype', ub_bool.dtype, 'out_dtype',
-                               dtype)
+                               value.dtype)
             return (lb * ub) / (self.high - self.low)
 
-        check_variable_and_dtype(value, 'value', ['float32', 'float64'],
-                                 'log_prob')
-
-        lb_bool = control_flow.less_than(self.low, value)
-        ub_bool = control_flow.less_than(value, self.high)
+        lb_bool = self.low < value
+        ub_bool = value < self.high
         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)
@@ -334,6 +375,12 @@ class Uniform(Distribution):
     def entropy(self):
         """Shannon entropy in nats.
 
+        The entropy is
+
+        .. math::
+
+            entropy(low, high) = \\log (high - low)
+
         Returns:
           Tensor: Shannon entropy of uniform distribution.The data type is float32.
 
@@ -364,8 +411,8 @@ class Normal(Distribution):
     * :math:`Z`: is the normalization constant.
 
     Args:
-        loc(int|float|list|numpy.ndarray|Tensor): The mean of normal distribution.The data type is int, float32, list, numpy.ndarray or Tensor.
-        scale(int|float|list|numpy.ndarray|Tensor): The std of normal distribution.The data type is int, float32, list, numpy.ndarray or Tensor.
+        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.
         name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
 
     Examples:
@@ -418,6 +465,7 @@ class Normal(Distribution):
         self.batch_size_unknown = False
         self.all_arg_is_float = False
         self.name = name if name is not None else 'Normal'
+        self.dtype = 'float32'
 
         if isinstance(loc, int):
             loc = float(loc)
@@ -428,10 +476,22 @@ class Normal(Distribution):
             self.batch_size_unknown = True
             self.loc = loc
             self.scale = scale
+            self.dtype = convert_dtype(loc.dtype)
         else:
             if isinstance(loc, float) and isinstance(scale, float):
                 self.all_arg_is_float = True
+            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
             self.loc, self.scale = self._to_tensor(loc, scale)
+            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)
 
     def sample(self, shape, seed=0):
         """Generate samples of the specified shape.
@@ -454,22 +514,18 @@ class Normal(Distribution):
         if self.batch_size_unknown:
             output_shape = shape + batch_shape
             zero_tmp = tensor.fill_constant_batch_size_like(
-                self.loc + self.scale, batch_shape + shape, self.loc.dtype, 0.)
+                self.loc + self.scale, batch_shape + shape, self.dtype, 0.)
             zero_tmp_reshape = nn.reshape(zero_tmp, output_shape)
             zero_tmp_shape = nn.shape(zero_tmp_reshape)
             normal_random_tmp = nn.gaussian_random(
-                zero_tmp_shape,
-                mean=0.,
-                std=1.,
-                seed=seed,
-                dtype=convert_dtype(self.loc.dtype))
+                zero_tmp_shape, mean=0., std=1., seed=seed, dtype=self.dtype)
             output = normal_random_tmp * (zero_tmp_reshape + self.scale)
             output = elementwise_add(output, self.loc, name=name)
             return output
         else:
             output_shape = shape + batch_shape
-            output = nn.gaussian_random(output_shape, mean=0., std=1., seed=seed) * \
-                     (tensor.zeros(output_shape, dtype=self.loc.dtype) + self.scale)
+            output = nn.gaussian_random(output_shape, mean=0., std=1., seed=seed, dtype=self.dtype) * \
+                     (tensor.zeros(output_shape, dtype=self.dtype) + self.scale)
             output = elementwise_add(output, self.loc, name=name)
             if self.all_arg_is_float:
                 return nn.reshape(output, shape, name=name)
@@ -479,6 +535,16 @@ class Normal(Distribution):
     def entropy(self):
         """Shannon entropy in nats.
 
+        The entropy is
+
+        .. math::
+
+            entropy(\sigma) = 0.5 \\log (2 \pi e \sigma^2)
+
+        In the above equation:
+
+        * :math:`scale = \sigma`: is the std.
+
         Returns:
           Tensor: Shannon entropy of normal distribution.The data type is float32.
 
@@ -486,7 +552,7 @@ class Normal(Distribution):
         name = self.name + '_entropy'
         batch_shape = list((self.loc + self.scale).shape)
         zero_tmp = tensor.fill_constant_batch_size_like(
-            self.loc + self.scale, batch_shape, self.loc.dtype, 0.)
+            self.loc + self.scale, batch_shape, self.dtype, 0.)
         return elementwise_add(
             0.5 + zero_tmp,
             0.5 * math.log(2 * math.pi) + nn.log((self.scale + zero_tmp)),
@@ -502,11 +568,9 @@ class Normal(Distribution):
           Tensor: log probability.The data type is same with value.
 
         """
-        if not in_dygraph_mode():
-            check_variable_and_dtype(value, 'value', ['float32', 'float64'],
-                                     'log_prob')
-
         name = self.name + '_log_prob'
+        value = self._check_values_dtype_in_probs(self.loc, value)
+
         var = self.scale * self.scale
         log_scale = nn.log(self.scale)
         return elementwise_sub(
@@ -524,11 +588,9 @@ class Normal(Distribution):
           Tensor: probability.The data type is same with value.
 
         """
-        if not in_dygraph_mode():
-            check_variable_and_dtype(value, 'value', ['float32', 'float64'],
-                                     'log_prob')
-
         name = self.name + '_probs'
+        value = self._check_values_dtype_in_probs(self.loc, value)
+
         var = self.scale * self.scale
         return elementwise_div(
             ops.exp(-1. * ((value - self.loc) * (value - self.loc)) /
@@ -538,6 +600,29 @@ class Normal(Distribution):
     def kl_divergence(self, other):
         """The KL-divergence between two normal distributions.
 
+        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.
+
         Args:
             other (Normal): instance of Normal.