# 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'] 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 from .fluid import core from .fluid.framework import in_dygraph_mode from .tensor.math import elementwise_mul, elementwise_div, elementwise_add, elementwise_sub import math import numpy as np import warnings from .fluid.data_feeder import convert_dtype, check_variable_and_dtype, check_type, check_dtype __all__ = ['Distribution', 'Uniform', 'Normal'] 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 def _to_tensor(self, *args): """ 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): 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) != '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." ) 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) 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) 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. Mathematical Details The probability density function (pdf) is .. math:: pdf(x; a, b) = \\frac{1}{Z}, \ a <=x