# Copyright (c) 2022 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 typing from paddle.distribution import distribution from paddle.distribution import transform from paddle.distribution import independent class TransformedDistribution(distribution.Distribution): r""" Applies a sequence of Transforms to a base distribution. Args: base (Distribution): The base distribution. transforms (Sequence[Transform]): A sequence of ``Transform`` . Examples: .. code-block:: python import paddle from paddle.distribution import transformed_distribution d = transformed_distribution.TransformedDistribution( paddle.distribution.Normal(0., 1.), [paddle.distribution.AffineTransform(paddle.to_tensor(1.), paddle.to_tensor(2.))] ) print(d.sample([10])) # Tensor(shape=[10], dtype=float32, place=Place(gpu:0), stop_gradient=True, # [-0.10697651, 3.33609009, -0.86234951, 5.07457638, 0.75925219, # -4.17087793, 2.22579336, -0.93845034, 0.66054249, 1.50957513]) print(d.log_prob(paddle.to_tensor(0.5))) # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, # [-1.64333570]) """ def __init__(self, base, transforms): if not isinstance(base, distribution.Distribution): raise TypeError( f"Expected type of 'base' is Distribution, but got {type(base)}." ) if not isinstance(transforms, typing.Sequence): raise TypeError( f"Expected type of 'transforms' is Sequence[Transform] or Chain, but got {type(transforms)}." ) if not all(isinstance(t, transform.Transform) for t in transforms): raise TypeError("All element of transforms must be Transform type.") chain = transform.ChainTransform(transforms) if len(base.batch_shape + base.event_shape) < chain._domain.event_rank: raise ValueError( f"'base' needs to have shape with size at least {chain._domain.event_rank}, bug got {len(base_shape)}." ) if chain._domain.event_rank > len(base.event_shape): base = independent.Independent( (base, chain._domain.event_rank - len(base.event_shape))) self._base = base self._transforms = transforms transformed_shape = chain.forward_shape(base.batch_shape + base.event_shape) transformed_event_rank = chain._codomain.event_rank + \ max(len(base.event_shape)-chain._domain.event_rank, 0) super(TransformedDistribution, self).__init__( transformed_shape[:len(transformed_shape) - transformed_event_rank], transformed_shape[:len(transformed_shape) - transformed_event_rank]) def sample(self, shape=()): """Sample from ``TransformedDistribution``. Args: shape (tuple, optional): The sample shape. Defaults to (). Returns: [Tensor]: The sample result. """ x = self._base.sample(shape) for t in self._transforms: x = t.forward(x) return x def log_prob(self, value): """The log probability evaluated at value. Args: value (Tensor): The value to be evaluated. Returns: Tensor: The log probability. """ log_prob = 0.0 y = value event_rank = len(self.event_shape) for t in reversed(self._transforms): x = t.inverse(y) event_rank += t._domain.event_rank - t._codomain.event_rank log_prob = log_prob - \ _sum_rightmost(t.forward_log_det_jacobian( x), event_rank-t._domain.event_rank) y = x log_prob += _sum_rightmost( self._base.log_prob(y), event_rank - len(self._base.event_shape)) return log_prob def _sum_rightmost(value, n): return value.sum(list(range(-n, 0))) if n > 0 else value