# Copyright (c) 2021 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. import paddle from ..fluid.data_feeder import check_variable_and_dtype from ..fluid.framework import in_dygraph_mode from ..fluid.layer_helper import LayerHelper from .exponential_family import ExponentialFamily class Dirichlet(ExponentialFamily): r""" Dirichlet distribution with parameter concentration The Dirichlet distribution is defined over the `(k-1)-simplex` using a positive, lenght-k vector concentration(`k > 1`). The Dirichlet is identically the Beta distribution when `k = 2`. The probability density function (pdf) is .. math:: f(x_1,...,x_k; \alpha_1,...,\alpha_k) = \frac{1}{B(\alpha)} \prod_{i=1}^{k}x_i^{\alpha_i-1} The normalizing constant is the multivariate beta function. Args: concentration (Tensor): concentration parameter of dirichlet distribution Examples: .. code-block:: python import paddle dirichlet = paddle.distribution.Dirichlet(paddle.to_tensor([1., 2., 3.])) print(dirichlet.entropy()) # Tensor(shape=[1], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [-1.24434423]) print(dirichlet.prob(paddle.to_tensor([.3, .5, .6]))) # Tensor(shape=[1], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # [10.80000114]) """ def __init__(self, concentration): if concentration.dim() < 1: raise ValueError( "`concentration` parameter must be at least one dimensional") self.concentration = concentration super(Dirichlet, self).__init__(concentration.shape[:-1], concentration.shape[-1:]) @property def mean(self): """mean of Dirichelt distribution. Returns: mean value of distribution. """ return self.concentration / self.concentration.sum(-1, keepdim=True) @property def variance(self): """variance of Dirichlet distribution. Returns: variance value of distribution. """ concentration0 = self.concentration.sum(-1, keepdim=True) return (self.concentration * (concentration0 - self.concentration)) / ( concentration0.pow(2) * (concentration0 + 1)) def sample(self, shape=()): """sample from dirichlet distribution. Args: shape (Sequence[int], optional): sample shape. Defaults to empty tuple. """ shape = shape if isinstance(shape, tuple) else tuple(shape) return _dirichlet(self.concentration.expand(self._extend_shape(shape))) def prob(self, value): """Probability density function(pdf) evaluated at value. Args: value (Tensor): value to be evaluated. Returns: pdf evaluated at value. """ return paddle.exp(self.log_prob(value)) def log_prob(self, value): """log of probability densitiy function. Args: value (Tensor): value to be evaluated. """ return ((paddle.log(value) * (self.concentration - 1.0) ).sum(-1) + paddle.lgamma(self.concentration.sum(-1)) - paddle.lgamma(self.concentration).sum(-1)) def entropy(self): """entropy of Dirichlet distribution. Returns: entropy of distribution. """ concentration0 = self.concentration.sum(-1) k = self.concentration.shape[-1] return (paddle.lgamma(self.concentration).sum(-1) - paddle.lgamma(concentration0) - (k - concentration0) * paddle.digamma(concentration0) - ( (self.concentration - 1.0 ) * paddle.digamma(self.concentration)).sum(-1)) @property def _natural_parameters(self): return (self.concentration, ) def _log_normalizer(self, x): return x.lgamma().sum(-1) - paddle.lgamma(x.sum(-1)) def _dirichlet(concentration, name=None): op_type = 'dirichlet' check_variable_and_dtype(concentration, 'concentration', ['float32', 'float64'], op_type) if in_dygraph_mode(): return paddle._C_ops.dirichlet(concentration) else: helper = LayerHelper(op_type, **locals()) out = helper.create_variable_for_type_inference( dtype=concentration.dtype) helper.append_op( type=op_type, inputs={"Alpha": concentration}, outputs={'Out': out}, attrs={}) return out