add ExponentialFamily and Dirichlet probability distribution (#38445)

* extend Distribution baseclass for supporting multivariant distribution and prob method

* add ExponentialFamily base class and entropy using Bregman divergence

* add dirichlet probability distribution

python/paddle/distribution/__init__.py

 # 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.
@@ -13,8 +13,16 @@
 # limitations under the License.
 
 from .categorical import Categorical
+from .dirichlet import Dirichlet
 from .distribution import Distribution
+from .exponential_family import ExponentialFamily
 from .normal import Normal
 from .uniform import Uniform
 
-__all__ = ['Categorical', 'Distribution', 'Normal', 'Uniform']
+__all__ = [ #noqa
+    'Categorical',
+    'Distribution',
+    'Normal', 'Uniform',
+    'ExponentialFamily',
+    'Dirichlet'
+]

python/paddle/distribution/dirichlet.py

+# 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 (Tensor, 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):
+    raise NotImplementedError
+
+
+#     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

python/paddle/distribution/distribution.py

@@ -42,10 +42,34 @@ class Distribution(object):
     implemented in specific distributions.
     """
 
-    def __init__(self):
+    def __init__(self, batch_shape=(), event_shape=()):
+
+        self._batch_shape = batch_shape if isinstance(
+            batch_shape, tuple) else tuple(batch_shape)
+        self._event_shape = event_shape if isinstance(
+            event_shape, tuple) else tuple(event_shape)
+
         super(Distribution, self).__init__()
 
-    def sample(self):
+    @property
+    def batch_shape(self):
+        """Returns batch shape of distribution
+
+        Returns:
+            Tensor: batch shape
+        """
+        return self._batch_shape
+
+    @property
+    def event_shape(self):
+        """Returns event shape of distribution
+
+        Returns:
+            Tensor: event shape
+        """
+        return self._event_shape
+
+    def sample(self, shape=()):
         """Sampling from the distribution."""
         raise NotImplementedError
 
@@ -57,6 +81,14 @@ class Distribution(object):
         """The KL-divergence between self distributions and other."""
         raise NotImplementedError
 
+    def prob(self, value):
+        """Probability density/mass function evaluated at value.
+
+        Args:
+            value (Tensor): value which will be evaluated
+        """
+        raise NotImplementedError
+
     def log_prob(self, value):
         """Log probability density/mass function."""
         raise NotImplementedError
@@ -65,6 +97,17 @@ class Distribution(object):
         """Probability density/mass function."""
         raise NotImplementedError
 
+    def _extend_shape(self, sample_shape):
+        """compute shape of the sample 
+
+        Args:
+            sample_shape (Tensor): sample shape
+
+        Returns:
+            Tensor: generated sample data shape
+        """
+        return sample_shape + self._batch_shape + self._event_shape
+
     def _validate_args(self, *args):
         """
         Argument validation for distribution args

python/paddle/distribution/exponential_family.py

+# 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.framework import in_dygraph_mode
+from .distribution import Distribution
+
+
+class ExponentialFamily(Distribution):
+    """ Base class for exponential family distribution.
+    """
+
+    @property
+    def _natural_parameters(self):
+        raise NotImplementedError
+
+    def _log_normalizer(self):
+        raise NotImplementedError
+
+    @property
+    def _mean_carrier_measure(self):
+        raise NotImplementedError
+
+    def entropy(self):
+        """caculate entropy use `bregman divergence` 
+        https://www.lix.polytechnique.fr/~nielsen/EntropyEF-ICIP2010.pdf
+        """
+        entropy_value = -self._mean_carrier_measure
+
+        natural_parameters = []
+        for parameter in self._natural_parameters:
+            parameter = parameter.detach()
+            parameter.stop_gradient = False
+            natural_parameters.append(parameter)
+
+        log_norm = self._log_normalizer(*natural_parameters)
+
+        if in_dygraph_mode():
+            grads = paddle.grad(
+                log_norm.sum(), natural_parameters, create_graph=True)
+        else:
+            grads = paddle.static.gradients(log_norm.sum(), natural_parameters)
+
+        entropy_value += log_norm
+        for p, g in zip(natural_parameters, grads):
+            entropy_value -= p * g
+
+        return entropy_value

python/paddle/fluid/tests/unittests/distribution/config.py

+# 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 contextlib
+import sys
+
+import numpy as np
+import paddle
+
+DEVICES = [paddle.CPUPlace()]
+if paddle.is_compiled_with_cuda():
+    DEVICES.append(paddle.CUDAPlace(0))
+
+DEFAULT_DTYPE = 'float64'
+
+TEST_CASE_NAME = 'suffix'
+# All test case will use float64 for compare percision, refs:
+# https://github.com/PaddlePaddle/Paddle/wiki/Upgrade-OP-Precision-to-Float64
+RTOL = {
+    'float32': 1e-03,
+    'complex64': 1e-3,
+    'float64': 1e-5,
+    'complex128': 1e-5
+}
+ATOL = {'float32': 0.0, 'complex64': 0, 'float64': 0.0, 'complex128': 0}
+
+
+def xrand(shape=(10, 10, 10), dtype=DEFAULT_DTYPE, min=1.0, max=10.0):
+    return ((np.random.rand(*shape).astype(dtype)) * (max - min) + min)
+
+
+def place(devices, key='place'):
+    def decorate(cls):
+        module = sys.modules[cls.__module__].__dict__
+        raw_classes = {
+            k: v
+            for k, v in module.items() if k.startswith(cls.__name__)
+        }
+
+        for raw_name, raw_cls in raw_classes.items():
+            for d in devices:
+                test_cls = dict(raw_cls.__dict__)
+                test_cls.update({key: d})
+                new_name = raw_name + '.' + d.__class__.__name__
+                module[new_name] = type(new_name, (raw_cls, ), test_cls)
+            del module[raw_name]
+        return cls
+
+    return decorate
+
+
+def parameterize(fields, values=None):
+
+    fields = [fields] if isinstance(fields, str) else fields
+    params = [dict(zip(fields, vals)) for vals in values]
+
+    def decorate(cls):
+        test_cls_module = sys.modules[cls.__module__].__dict__
+        for k, v in enumerate(params):
+            test_cls = dict(cls.__dict__)
+            test_cls.update(v)
+            name = cls.__name__ + str(k)
+            name = name + '.' + v.get('suffix') if v.get('suffix') else name
+
+            test_cls_module[name] = type(name, (cls, ), test_cls)
+
+        for m in list(cls.__dict__):
+            if m.startswith("test"):
+                delattr(cls, m)
+        return cls
+
+    return decorate
+
+
+@contextlib.contextmanager
+def stgraph(func, *args):
+    """static graph exec context"""
+    paddle.enable_static()
+    mp, sp = paddle.static.Program(), paddle.static.Program()
+    with paddle.static.program_guard(mp, sp):
+        input = paddle.static.data('input', x.shape, dtype=x.dtype)
+        output = func(input, n, axes, norm)
+
+    exe = paddle.static.Executor(place)
+    exe.run(sp)
+    [output] = exe.run(mp, feed={'input': x}, fetch_list=[output])
+    yield output
+    paddle.disable_static()

python/paddle/fluid/tests/unittests/distribution/mock_data.py

+# 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
+
+
+class Exponential(paddle.distribution.ExponentialFamily):
+    """mock exponential distribution, which support computing entropy and 
+       kl use bregman divergence
+    """
+    _mean_carrier_measure = 0
+
+    def __init__(self, rate):
+        self._rate = rate
+        super(Exponential, self).__init__(batch_shape=rate.shape)
+
+    @property
+    def rate(self):
+        return self._rate
+
+    def entropy(self):
+        return 1.0 - paddle.log(self._rate)
+
+    @property
+    def _natural_parameters(self):
+        return (-self._rate, )
+
+    def _log_normalizer(self, x):
+        return -paddle.log(-x)
+
+
+# @paddle.distribution.register_kl(Exponential, Exponential)
+# def _kl_exponential_exponential(p, q):
+#     rate_ratio = q.rate / p.rate
+#     t1 = -rate_ratio.log()
+#     return t1 + rate_ratio - 1
+
+
+class DummyExpFamily(paddle.distribution.ExponentialFamily):
+    """dummy class extend from exponential family
+    """
+
+    def __init__(self, *args):
+        pass
+
+    def entropy(self):
+        return 1.0
+
+    @property
+    def _natural_parameters(self):
+        return (1.0, )
+
+    def _log_normalizer(self, x):
+        return -paddle.log(-x)

python/paddle/fluid/tests/unittests/distribution/test_distribution.py

@@ -21,6 +21,8 @@ from paddle import fluid
 from paddle.distribution import *
 from paddle.fluid import layers
 
+import config
+
 paddle.enable_static()
 
 
@@ -128,3 +130,41 @@ class DistributionTestName(unittest.TestCase):
 
         lp = categorical1.log_prob(value_tensor)
         self.assertEqual(self.get_prefix(lp.name), name + '_log_prob')
+
+
+@config.place(config.DEVICES)
+@config.parameterize((config.TEST_CASE_NAME, 'batch_shape', 'event_shape'),
+                     [('test-tuple', (10, 20),
+                       (10, 20)), ('test-list', [100, 100], [100, 200, 300]),
+                      ('test-null-eventshape', (100, 100), ())])
+class TestDistributionShape(unittest.TestCase):
+    def setUp(self):
+        paddle.disable_static()
+        self.dist = paddle.distribution.Distribution(
+            batch_shape=self.batch_shape, event_shape=self.event_shape)
+
+    def tearDown(self):
+        paddle.enable_static()
+
+    def test_batch_shape(self):
+        self.assertTrue(isinstance(self.dist.batch_shape, tuple))
+        self.assertTrue(self.dist.batch_shape == tuple(self.batch_shape))
+
+    def test_event_shape(self):
+        self.assertTrue(isinstance(self.dist.event_shape, tuple))
+        self.assertTrue(self.dist.event_shape == tuple(self.event_shape))
+
+    def test_prob(self):
+        with self.assertRaises(NotImplementedError):
+            self.dist.prob(paddle.to_tensor(config.xrand()))
+
+    def test_extend_shape(self):
+        shapes = [(34, 20), (56, ), ()]
+        for shape in shapes:
+            self.assertTrue(
+                self.dist._extend_shape(shape),
+                shape + self.dist.batch_shape + self.dist.event_shape)
+
+
+if __name__ == '__main__':
+    unittest.main()

python/paddle/fluid/tests/unittests/distribution/test_distribution_dirichlet.py

+# 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 unittest
+
+import numpy as np
+import paddle
+import scipy.stats
+
+import config
+from config import (ATOL, DEVICES, RTOL, TEST_CASE_NAME, parameterize, place,
+                    xrand)
+
+
+@place(DEVICES)
+@parameterize(
+    (TEST_CASE_NAME, 'concentration'),
+    [
+        ('test-one-dim', config.xrand((89, ))),
+        # ('test-multi-dim', config.xrand((10, 20, 30)))
+    ])
+class TestDirichlet(unittest.TestCase):
+    def setUp(self):
+        self._paddle_diric = paddle.distribution.Dirichlet(
+            paddle.to_tensor(self.concentration))
+
+    def test_mean(self):
+        with paddle.fluid.dygraph.guard(self.place):
+            np.testing.assert_allclose(
+                self._paddle_diric.mean,
+                scipy.stats.dirichlet.mean(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_variance(self):
+        with paddle.fluid.dygraph.guard(self.place):
+            np.testing.assert_allclose(
+                self._paddle_diric.variance,
+                scipy.stats.dirichlet.var(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_prob(self):
+        value = [np.random.rand(*self.concentration.shape)]
+        value = [v / v.sum() for v in value]
+
+        for v in value:
+            with paddle.fluid.dygraph.guard(self.place):
+                np.testing.assert_allclose(
+                    self._paddle_diric.prob(paddle.to_tensor(v)),
+                    scipy.stats.dirichlet.pdf(v, self.concentration),
+                    rtol=RTOL.get(str(self.concentration.dtype)),
+                    atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_log_prob(self):
+        value = [np.random.rand(*self.concentration.shape)]
+        value = [v / v.sum() for v in value]
+
+        for v in value:
+            with paddle.fluid.dygraph.guard(self.place):
+                np.testing.assert_allclose(
+                    self._paddle_diric.log_prob(paddle.to_tensor(v)),
+                    scipy.stats.dirichlet.logpdf(v, self.concentration),
+                    rtol=RTOL.get(str(self.concentration.dtype)),
+                    atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_entropy(self):
+        with paddle.fluid.dygraph.guard(self.place):
+            np.testing.assert_allclose(
+                self._paddle_diric.entropy(),
+                scipy.stats.dirichlet.entropy(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_natural_parameters(self):
+        self.assertTrue(
+            isinstance(self._paddle_diric._natural_parameters, tuple))
+
+    def test_log_normalizer(self):
+        self.assertTrue(
+            np.all(
+                self._paddle_diric._log_normalizer(
+                    paddle.to_tensor(config.xrand((100, 100, 100)))).numpy() <
+                0.0))
+
+    @place(DEVICES)
+    @parameterize((TEST_CASE_NAME, 'concentration'),
+                  [('test-zero-dim', np.array(1.0))])
+    class TestDirichletException(unittest.TestCase):
+        def TestInit(self):
+            with self.assertRaises(ValueError):
+                paddle.distribution.Dirichlet(
+                    paddle.squeeze(self.concentration))
+
+        def TestSample(self):
+            with self.assertRaises(NotImplementedError):
+                paddle.distribution.Dirichlet(
+                    paddle.to_tensor(self.concentration)).sample()
+
+
+if __name__ == '__main__':
+    unittest.main()

python/paddle/fluid/tests/unittests/distribution/test_distribution_dirichlet_static.py

+# 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 unittest
+
+import numpy as np
+import paddle
+import scipy.stats
+
+from config import (ATOL, DEVICES, RTOL, TEST_CASE_NAME, parameterize, place,
+                    xrand)
+
+paddle.enable_static()
+
+
+@place(DEVICES)
+@parameterize((TEST_CASE_NAME, 'concentration'),
+              [('test-one-dim', np.random.rand(89) + 5.0)])
+class TestDirichlet(unittest.TestCase):
+    def setUp(self):
+        self.program = paddle.static.Program()
+        self.executor = paddle.static.Executor()
+        with paddle.static.program_guard(self.program):
+            conc = paddle.static.data('conc', self.concentration.shape,
+                                      self.concentration.dtype)
+            self._paddle_diric = paddle.distribution.Dirichlet(conc)
+            self.feeds = {'conc': self.concentration}
+
+    def test_mean(self):
+        with paddle.static.program_guard(self.program):
+            [out] = self.executor.run(self.program,
+                                      feed=self.feeds,
+                                      fetch_list=[self._paddle_diric.mean])
+            np.testing.assert_allclose(
+                out,
+                scipy.stats.dirichlet.mean(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_variance(self):
+        with paddle.static.program_guard(self.program):
+            [out] = self.executor.run(self.program,
+                                      feed=self.feeds,
+                                      fetch_list=[self._paddle_diric.variance])
+            np.testing.assert_allclose(
+                out,
+                scipy.stats.dirichlet.var(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_prob(self):
+        with paddle.static.program_guard(self.program):
+            random_number = np.random.rand(*self.concentration.shape)
+            random_number = random_number / random_number.sum()
+            feeds = dict(self.feeds, value=random_number)
+            value = paddle.static.data('value', random_number.shape,
+                                       random_number.dtype)
+            out = self._paddle_diric.prob(value)
+            [out] = self.executor.run(self.program,
+                                      feed=feeds,
+                                      fetch_list=[out])
+            np.testing.assert_allclose(
+                out,
+                scipy.stats.dirichlet.pdf(random_number, self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_log_prob(self):
+        with paddle.static.program_guard(self.program):
+            random_number = np.random.rand(*self.concentration.shape)
+            random_number = random_number / random_number.sum()
+            feeds = dict(self.feeds, value=random_number)
+            value = paddle.static.data('value', random_number.shape,
+                                       random_number.dtype)
+            out = self._paddle_diric.log_prob(value)
+            [out] = self.executor.run(self.program,
+                                      feed=feeds,
+                                      fetch_list=[out])
+            np.testing.assert_allclose(
+                out,
+                scipy.stats.dirichlet.logpdf(random_number, self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+    def test_entropy(self):
+        with paddle.static.program_guard(self.program):
+            [out] = self.executor.run(
+                self.program,
+                feed=self.feeds,
+                fetch_list=[self._paddle_diric.entropy()])
+            np.testing.assert_allclose(
+                out,
+                scipy.stats.dirichlet.entropy(self.concentration),
+                rtol=RTOL.get(str(self.concentration.dtype)),
+                atol=ATOL.get(str(self.concentration.dtype)))
+
+
+if __name__ == '__main__':
+    unittest.main()

python/paddle/fluid/tests/unittests/distribution/test_distribution_expfamily.py

+# 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 unittest
+
+import numpy as np
+import paddle
+import scipy.stats
+
+import config
+import mock_data as mock
+
+
+@config.place(config.DEVICES)
+@config.parameterize(
+    (config.TEST_CASE_NAME, 'dist'), [('test-mock-exp',
+                                       mock.Exponential(rate=paddle.rand(
+                                           [100, 200, 99],
+                                           dtype=config.DEFAULT_DTYPE)))])
+class TestExponentialFamily(unittest.TestCase):
+    def test_entropy(self):
+        np.testing.assert_allclose(
+            self.dist.entropy(),
+            paddle.distribution.ExponentialFamily.entropy(self.dist),
+            rtol=config.RTOL.get(config.DEFAULT_DTYPE),
+            atol=config.ATOL.get(config.DEFAULT_DTYPE))
+
+
+@config.place(config.DEVICES)
+@config.parameterize(
+    (config.TEST_CASE_NAME, 'dist'),
+    [('test-dummy-dist', mock.DummyExpFamily(0.5, 0.5)),
+     ('test-dirichlet-dist',
+      paddle.distribution.Dirichlet(paddle.to_tensor(config.xrand())))])
+class TestExponentialFamilyException(unittest.TestCase):
+    def test_entropy_expection(self):
+        with self.assertRaises(NotImplementedError):
+            paddle.distribution.ExponentialFamily.entropy(self.dist)
+
+
+if __name__ == '__main__':
+    unittest.main()

python/paddle/fluid/tests/unittests/distribution/test_distribution_expfamily_static.py

+# 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 unittest
+
+import numpy as np
+import paddle
+import scipy.stats
+
+import config
+import mock_data as mock
+
+paddle.enable_static()
+
+
+@config.place(config.DEVICES)
+class TestExponentialFamily(unittest.TestCase):
+    def setUp(self):
+        self.program = paddle.static.Program()
+        self.executor = paddle.static.Executor()
+        with paddle.static.program_guard(self.program):
+            rate_np = config.xrand((100, 200, 99))
+            rate = paddle.static.data('rate', rate_np.shape, rate_np.dtype)
+            self.mock_dist = mock.Exponential(rate)
+            self.feeds = {'rate': rate_np}
+
+    def test_entropy(self):
+        with paddle.static.program_guard(self.program):
+            [out1, out2] = self.executor.run(
+                self.program,
+                feed=self.feeds,
+                fetch_list=[
+                    self.mock_dist.entropy(),
+                    paddle.distribution.ExponentialFamily.entropy(
+                        self.mock_dist)
+                ])
+
+            np.testing.assert_allclose(
+                out1,
+                out2,
+                rtol=config.RTOL.get(config.DEFAULT_DTYPE),
+                atol=config.ATOL.get(config.DEFAULT_DTYPE))
+
+    def test_entropy_expection(self):
+        with paddle.static.program_guard(self.program):
+            with self.assertRaises(NotImplementedError):
+                paddle.distribution.ExponentialFamily.entropy(
+                    mock.DummyExpFamily(0.5, 0.5))
+
+
+if __name__ == '__main__':
+    unittest.main()