test_distributions.py 29.0 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
#   Copyright (c) 2019 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 numpy as np
import unittest
from paddle import fluid
from paddle.fluid import layers
19
from paddle.fluid.layers.distributions import Categorical, MultivariateNormalDiag, Normal, Uniform
20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45
import math


class DistributionNumpy():
    """
        Distribution is the abstract base class for probability distributions.
    """

    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


class UniformNumpy(DistributionNumpy):
46

47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65
    def __init__(self, low, high):
        self.low = np.array(low).astype('float32')
        self.high = np.array(high).astype('float32')

    def sample(self, shape):
        shape = tuple(shape) + (self.low + self.high).shape
        return self.low + (np.random.uniform(size=shape) *
                           (self.high - self.low))

    def log_prob(self, value):
        lb = np.less(self.low, value).astype('float32')
        ub = np.less(value, self.high).astype('float32')
        return np.log(lb * ub) - np.log(self.high - self.low)

    def entropy(self):
        return np.log(self.high - self.low)


class NormalNumpy(DistributionNumpy):
66

67 68 69 70 71 72 73 74 75 76 77
    def __init__(self, loc, scale):
        self.loc = np.array(loc).astype('float32')
        self.scale = np.array(scale).astype('float32')

    def sample(self, shape):
        shape = tuple(shape) + (self.loc + self.scale).shape
        return self.loc + (np.random.randn(*shape) * self.scale)

    def log_prob(self, value):
        var = self.scale * self.scale
        log_scale = np.log(self.scale)
78 79 80
        return -((value - self.loc) *
                 (value - self.loc)) / (2. * var) - log_scale - math.log(
                     math.sqrt(2. * math.pi))
81 82

    def entropy(self):
83 84
        return 0.5 + 0.5 * np.log(np.array(
            2. * math.pi).astype('float32')) + np.log(self.scale)
85 86 87 88 89 90 91 92 93

    def kl_divergence(self, other):
        var_ratio = (self.scale / other.scale)
        var_ratio = var_ratio * var_ratio
        t1 = ((self.loc - other.loc) / other.scale)
        t1 = (t1 * t1)
        return 0.5 * (var_ratio + t1 - 1 - np.log(var_ratio))


94
class CategoricalNumpy(DistributionNumpy):
95

96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119
    def __init__(self, logits):
        self.logits = np.array(logits).astype('float32')

    def entropy(self):
        logits = self.logits - np.max(self.logits, axis=-1, keepdims=True)
        e_logits = np.exp(logits)
        z = np.sum(e_logits, axis=-1, keepdims=True)
        prob = e_logits / z
        return -1. * np.sum(prob * (logits - np.log(z)), axis=-1, keepdims=True)

    def kl_divergence(self, other):
        logits = self.logits - np.max(self.logits, axis=-1, keepdims=True)
        other_logits = other.logits - np.max(
            other.logits, axis=-1, keepdims=True)
        e_logits = np.exp(logits)
        other_e_logits = np.exp(other_logits)
        z = np.sum(e_logits, axis=-1, keepdims=True)
        other_z = np.sum(other_e_logits, axis=-1, keepdims=True)
        prob = e_logits / z
        return np.sum(prob * (logits - np.log(z) - other_logits \
            + np.log(other_z)), axis=-1, keepdims=True)


class MultivariateNormalDiagNumpy(DistributionNumpy):
120

121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142
    def __init__(self, loc, scale):
        self.loc = np.array(loc).astype('float32')
        self.scale = np.array(scale).astype('float32')

    def _det(self, value):
        batch_shape = list(value.shape)
        one_all = np.ones(shape=batch_shape, dtype='float32')
        one_diag = np.eye(batch_shape[0], dtype='float32')
        det_diag = np.prod(value + one_all - one_diag)

        return det_diag

    def _inv(self, value):
        batch_shape = list(value.shape)
        one_all = np.ones(shape=batch_shape, dtype='float32')
        one_diag = np.eye(batch_shape[0], dtype='float32')
        inv_diag = np.power(value, (one_all - 2 * one_diag))

        return inv_diag

    def entropy(self):
        return 0.5 * (self.scale.shape[0] *
143 144
                      (1.0 + np.log(np.array(2 * math.pi).astype('float32'))) +
                      np.log(self._det(self.scale)))
145 146 147 148 149 150 151 152 153 154 155 156 157

    def kl_divergence(self, other):
        tr_cov_matmul = np.sum(self._inv(other.scale) * self.scale)
        loc_matmul_cov = np.matmul((other.loc - self.loc),
                                   self._inv(other.scale))
        tri_matmul = np.matmul(loc_matmul_cov, (other.loc - self.loc))
        k = list(self.scale.shape)[0]
        ln_cov = np.log(self._det(other.scale)) - np.log(self._det(self.scale))
        kl = 0.5 * (tr_cov_matmul + tri_matmul - k + ln_cov)

        return kl


158
class DistributionTest(unittest.TestCase):
159

160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177
    def setUp(self, use_gpu=False):
        self.use_gpu = use_gpu
        if not use_gpu:
            place = fluid.CPUPlace()
            self.gpu_id = -1
        else:
            place = fluid.CUDAPlace(0)
            self.gpu_id = 0
        self.executor = fluid.Executor(place)

    def build_normal_program(self, test_program, batch_size, dims, loc_float,
                             scale_float, other_loc_float, other_scale_float,
                             scale_np, other_scale_np, loc_np, other_loc_np,
                             values_np):
        with fluid.program_guard(test_program):
            loc = layers.data(name='loc', shape=[dims], dtype='float32')
            scale = layers.data(name='scale', shape=[dims], dtype='float32')

178 179 180 181 182 183
            other_loc = layers.data(name='other_loc',
                                    shape=[dims],
                                    dtype='float32')
            other_scale = layers.data(name='other_scale',
                                      shape=[dims],
                                      dtype='float32')
184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274

            values = layers.data(name='values', shape=[dims], dtype='float32')

            normal_float = Normal(loc_float, scale_float)
            other_normal_float = Normal(other_loc_float, other_scale_float)

            normal_float_np_broadcast = Normal(loc_float, scale_np)
            other_normal_float_np_broadcast = Normal(other_loc_float,
                                                     other_scale_np)

            normal_np = Normal(loc_np, scale_np)
            other_normal_np = Normal(other_loc_np, other_scale_np)

            normal_variable = Normal(loc, scale)
            other_normal_variable = Normal(other_loc, other_scale)

            sample_float = normal_float.sample([batch_size, dims])
            sample_float_np_broadcast = normal_float_np_broadcast.sample(
                [batch_size, dims])
            sample_np = normal_np.sample([batch_size, dims])
            sample_variable = normal_variable.sample([batch_size, dims])

            entropy_float = normal_float.entropy()
            entropy_float_np_broadcast = normal_float_np_broadcast.entropy()
            entropy_np = normal_np.entropy()
            entropy_variable = normal_variable.entropy()

            lp_float_np_broadcast = normal_float_np_broadcast.log_prob(values)
            lp_np = normal_np.log_prob(values)
            lp_variable = normal_variable.log_prob(values)

            kl_float = normal_float.kl_divergence(other_normal_float)
            kl_float_np_broadcast = normal_float_np_broadcast.kl_divergence(
                other_normal_float_np_broadcast)
            kl_np = normal_np.kl_divergence(other_normal_np)
            kl_variable = normal_variable.kl_divergence(other_normal_variable)

        fetch_list = [
            sample_float, sample_float_np_broadcast, sample_np, sample_variable,
            entropy_float, entropy_float_np_broadcast, entropy_np,
            entropy_variable, lp_float_np_broadcast, lp_np, lp_variable,
            kl_float, kl_float_np_broadcast, kl_np, kl_variable
        ]
        feed_vars = {
            'loc': loc_np,
            'scale': scale_np,
            'other_loc': other_loc_np,
            'other_scale': other_scale_np,
            'values': values_np
        }
        return feed_vars, fetch_list

    def get_normal_random_input(self, batch_size, dims):
        loc_np = np.random.randn(batch_size, dims).astype('float32')
        other_loc_np = np.random.randn(batch_size, dims).astype('float32')

        loc_float = (np.random.ranf() - 0.5) * 4
        scale_float = (np.random.ranf() - 0.5) * 4
        while scale_float < 0:
            scale_float = (np.random.ranf() - 0.5) * 4

        other_loc_float = (np.random.ranf() - 0.5) * 4
        other_scale_float = (np.random.ranf() - 0.5) * 4
        while other_scale_float < 0:
            other_scale_float = (np.random.ranf() - 0.5) * 4

        scale_np = np.random.randn(batch_size, dims).astype('float32')
        other_scale_np = np.random.randn(batch_size, dims).astype('float32')
        values_np = np.random.randn(batch_size, dims).astype('float32')

        while not np.all(scale_np > 0):
            scale_np = np.random.randn(batch_size, dims).astype('float32')
        while not np.all(other_scale_np > 0):
            other_scale_np = np.random.randn(batch_size, dims).astype('float32')
        return loc_np, other_loc_np, loc_float, scale_float, other_loc_float, \
               other_scale_float, scale_np, other_scale_np, values_np

    def test_normal_distribution(self, batch_size=2, dims=3, tolerance=1e-6):
        test_program = fluid.Program()
        loc_np, other_loc_np, loc_float, scale_float, other_loc_float, other_scale_float, scale_np, other_scale_np, values_np = self.get_normal_random_input(
            batch_size, dims)

        feed_vars, fetch_list = self.build_normal_program(
            test_program, batch_size, dims, loc_float, scale_float,
            other_loc_float, other_scale_float, scale_np, other_scale_np,
            loc_np, other_loc_np, values_np)
        self.executor.run(fluid.default_startup_program())

        np_normal_float = NormalNumpy(loc_float, scale_float)
        np_other_normal_float = NormalNumpy(other_loc_float, other_scale_float)
        np_normal_float_np_broadcast = NormalNumpy(loc_float, scale_np)
275 276
        np_other_normal_float_np_broadcast = NormalNumpy(
            other_loc_float, other_scale_np)
277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305
        np_normal = NormalNumpy(loc_np, scale_np)
        np_other_normal = NormalNumpy(other_loc_np, other_scale_np)

        gt_sample_float = np_normal_float.sample([batch_size, dims])
        gt_sample_float_np_broadcast = np_normal_float_np_broadcast.sample(
            [batch_size, dims])
        gt_sample_np = np_normal.sample([batch_size, dims])
        gt_entropy_float = np_normal_float.entropy()
        gt_entropy_float_np_broadcast = np_normal_float_np_broadcast.entropy()
        gt_entropy = np_normal.entropy()
        gt_lp_float_np_broadcast = np_normal_float_np_broadcast.log_prob(
            values_np)
        gt_lp = np_normal.log_prob(values_np)
        gt_kl_float = np_normal_float.kl_divergence(np_other_normal_float)
        gt_kl_float_np_broadcast = np_normal_float_np_broadcast.kl_divergence(
            np_other_normal_float_np_broadcast)
        gt_kl = np_normal.kl_divergence(np_other_normal)

        [
            output_sample_float, output_sample_float_np_broadcast,
            output_sample_np, output_sample_variable, output_entropy_float,
            output_entropy_float_np_broadcast, output_entropy_np,
            output_entropy_variable, output_lp_float_np_broadcast, output_lp_np,
            output_lp_variable, output_kl_float, output_kl_float_np_broadcast,
            output_kl_np, output_kl_variable
        ] = self.executor.run(program=test_program,
                              feed=feed_vars,
                              fetch_list=fetch_list)

306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365
        np.testing.assert_allclose(output_sample_float.shape,
                                   gt_sample_float.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_float_np_broadcast.shape,
                                   gt_sample_float_np_broadcast.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_np.shape,
                                   gt_sample_np.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_variable.shape,
                                   gt_sample_np.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_float,
                                   gt_entropy_float,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_float_np_broadcast,
                                   gt_entropy_float_np_broadcast,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_np,
                                   gt_entropy,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_variable,
                                   gt_entropy,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_float_np_broadcast,
                                   gt_lp_float_np_broadcast,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_np,
                                   gt_lp,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_variable,
                                   gt_lp,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_float,
                                   gt_kl_float,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_float_np_broadcast,
                                   gt_kl_float_np_broadcast,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_np,
                                   gt_kl,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_variable,
                                   gt_kl,
                                   rtol=tolerance,
                                   atol=tolerance)
366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444

    def build_uniform_program(self, test_program, batch_size, dims, low_float,
                              high_float, high_np, low_np, values_np):
        with fluid.program_guard(test_program):
            low = layers.data(name='low', shape=[dims], dtype='float32')
            high = layers.data(name='high', shape=[dims], dtype='float32')

            values = layers.data(name='values', shape=[dims], dtype='float32')

            uniform_float = Uniform(low_float, high_float)
            uniform_float_np_broadcast = Uniform(low_float, high_np)
            uniform_np = Uniform(low_np, high_np)
            uniform_variable = Uniform(low, high)

            sample_float = uniform_float.sample([batch_size, dims])
            sample_float_np_broadcast = uniform_float_np_broadcast.sample(
                [batch_size, dims])
            sample_np = uniform_np.sample([batch_size, dims])
            sample_variable = uniform_variable.sample([batch_size, dims])

            entropy_float = uniform_float.entropy()
            entropy_float_np_broadcast = uniform_float_np_broadcast.entropy()
            entropy_np = uniform_np.entropy()
            entropy_variable = uniform_variable.entropy()

            lp_float_np_broadcast = uniform_float_np_broadcast.log_prob(values)
            lp_np = uniform_np.log_prob(values)
            lp_variable = uniform_variable.log_prob(values)

        fetch_list = [
            sample_float, sample_float_np_broadcast, sample_np, sample_variable,
            entropy_float, entropy_float_np_broadcast, entropy_np,
            entropy_variable, lp_float_np_broadcast, lp_np, lp_variable
        ]
        feed_vars = {'low': low_np, 'high': high_np, 'values': values_np}
        return feed_vars, fetch_list

    def test_uniform_distribution(self, batch_size=2, dims=3, tolerance=1e-6):
        test_program = fluid.Program()

        low_np = np.random.randn(batch_size, dims).astype('float32')
        low_float = np.random.uniform(-2, 1)
        high_float = np.random.uniform(1, 3)
        high_np = np.random.uniform(-5.0, 5.0,
                                    (batch_size, dims)).astype('float32')
        values_np = np.random.randn(batch_size, dims).astype('float32')

        feed_vars, fetch_list = self.build_uniform_program(
            test_program, batch_size, dims, low_float, high_float, high_np,
            low_np, values_np)

        self.executor.run(fluid.default_startup_program())

        np_uniform_float = UniformNumpy(low_float, high_float)
        np_uniform_float_np_broadcast = UniformNumpy(low_float, high_np)
        np_uniform = UniformNumpy(low_np, high_np)

        gt_sample_float = np_uniform_float.sample([batch_size, dims])
        gt_sample_float_np_broadcast = np_uniform_float_np_broadcast.sample(
            [batch_size, dims])
        gt_sample_np = np_uniform.sample([batch_size, dims])
        gt_entropy_float = np_uniform_float.entropy()
        gt_entropy_float_np_broadcast = np_uniform_float_np_broadcast.entropy()
        gt_entropy = np_uniform.entropy()
        gt_lp_float_np_broadcast = np_uniform_float_np_broadcast.log_prob(
            values_np)
        gt_lp = np_uniform.log_prob(values_np)

        # result calculated by paddle
        [
            output_sample_float, output_sample_float_np_broadcast,
            output_sample_np, output_sample_variable, output_entropy_float,
            output_entropy_float_np_broadcast, output_entropy_np,
            output_entropy_variable, output_lp_float_np_broadcast, output_lp_np,
            output_lp_variable
        ] = self.executor.run(program=test_program,
                              feed=feed_vars,
                              fetch_list=fetch_list)

445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488
        np.testing.assert_allclose(output_sample_float.shape,
                                   gt_sample_float.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_float_np_broadcast.shape,
                                   gt_sample_float_np_broadcast.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_np.shape,
                                   gt_sample_np.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_sample_variable.shape,
                                   gt_sample_np.shape,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_float,
                                   gt_entropy_float,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_float_np_broadcast,
                                   gt_entropy_float_np_broadcast,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_np,
                                   gt_entropy,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_entropy_variable,
                                   gt_entropy,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_float_np_broadcast,
                                   gt_lp_float_np_broadcast,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_np,
                                   gt_lp,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_lp_variable,
                                   gt_lp,
                                   rtol=tolerance,
                                   atol=tolerance)
489

490 491 492 493 494 495 496 497 498 499 500
    def test_categorical_distribution(self,
                                      batch_size=2,
                                      dims=3,
                                      tolerance=1e-6):
        test_program = fluid.Program()

        logits_np = np.random.randn(batch_size, dims).astype('float32')
        other_logits_np = np.random.randn(batch_size, dims).astype('float32')

        with fluid.program_guard(test_program):
            logits = layers.data(name='logits', shape=[dims], dtype='float32')
501 502 503
            other_logits = layers.data(name='other_logits',
                                       shape=[dims],
                                       dtype='float32')
504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522

            categorical_np = Categorical(logits_np)
            other_categorical_np = Categorical(other_logits_np)

            entropy_np = categorical_np.entropy()
            kl_np = categorical_np.kl_divergence(other_categorical_np)

        self.executor.run(fluid.default_main_program())

        np_categorical = CategoricalNumpy(logits_np)
        np_other_categorical = CategoricalNumpy(other_logits_np)
        gt_entropy_np = np_categorical.entropy()
        gt_kl_np = np_categorical.kl_divergence(np_other_categorical)

        # result calculated by paddle
        [output_entropy_np,
         output_kl_np] = self.executor.run(program=test_program,
                                           feed={'logits': logits_np},
                                           fetch_list=[entropy_np, kl_np])
523 524 525 526 527 528 529 530
        np.testing.assert_allclose(output_entropy_np,
                                   gt_entropy_np,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_np,
                                   gt_kl_np,
                                   rtol=tolerance,
                                   atol=tolerance)
531 532 533 534 535 536 537 538 539

    def test_multivariateNormalDiag_distribution(self,
                                                 batch_size=2,
                                                 tolerance=1e-6):
        test_program = fluid.Program()

        loc_np = np.random.random(batch_size, ).astype('float32')
        scale_np = np.diag(np.random.random(batch_size, )).astype('float32')
        other_loc_np = np.random.random(batch_size, ).astype('float32')
540 541
        other_scale_np = np.diag(np.random.random(
            batch_size, )).astype('float32')
542 543

        with fluid.program_guard(test_program):
544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563
            loc = layers.data(name='loc',
                              shape=[
                                  batch_size,
                              ],
                              dtype='float32',
                              append_batch_size=False)
            scale = layers.data(name='scale',
                                shape=[batch_size, batch_size],
                                dtype='float32',
                                append_batch_size=False)
            other_loc = layers.data(name='other_loc',
                                    shape=[
                                        batch_size,
                                    ],
                                    dtype='float32',
                                    append_batch_size=False)
            other_scale = layers.data(name='other_scale',
                                      shape=[batch_size, batch_size],
                                      dtype='float32',
                                      append_batch_size=False)
564 565

            multivariate_np = MultivariateNormalDiag(loc, scale)
566 567
            other_multivariate_np = MultivariateNormalDiag(
                other_loc, other_scale)
568 569 570 571 572 573 574 575

            entropy_np = multivariate_np.entropy()
            other_entropy_np = other_multivariate_np.entropy()
            kl_np = multivariate_np.kl_divergence(other_multivariate_np)

        self.executor.run(fluid.default_main_program())

        np_multivariate = MultivariateNormalDiagNumpy(loc_np, scale_np)
576 577
        np_other_multivariate = MultivariateNormalDiagNumpy(
            other_loc_np, other_scale_np)
578 579 580 581 582 583 584 585 586 587 588 589 590
        gt_entropy_np = np_multivariate.entropy()
        gt_kl_np = np_multivariate.kl_divergence(np_other_multivariate)

        # result calculated by paddle
        [output_entropy_np,
         output_kl_np] = self.executor.run(program=test_program,
                                           feed={
                                               'loc': loc_np,
                                               'scale': scale_np,
                                               'other_loc': other_loc_np,
                                               'other_scale': other_scale_np
                                           },
                                           fetch_list=[entropy_np, kl_np])
591 592 593 594 595 596 597 598
        np.testing.assert_allclose(output_entropy_np,
                                   gt_entropy_np,
                                   rtol=tolerance,
                                   atol=tolerance)
        np.testing.assert_allclose(output_kl_np,
                                   gt_kl_np,
                                   rtol=tolerance,
                                   atol=tolerance)
599

600

601
class DistributionTestError(unittest.TestCase):
602

603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678
    def test_normal_error(self):
        loc = int(1)
        scale = int(1)

        # type of loc and scale must be float, list, numpy.ndarray, Variable
        self.assertRaises(TypeError, Normal, loc, 1.0)
        self.assertRaises(TypeError, Normal, 1.0, scale)

        normal = Normal(0.0, 1.0)

        value = [1.0, 2.0]
        # type of value must be variable
        self.assertRaises(TypeError, normal.log_prob, value)

        shape = 1.0
        # type of shape must be list
        self.assertRaises(TypeError, normal.sample, shape)

        seed = 1.0
        # type of seed must be int
        self.assertRaises(TypeError, normal.sample, [2, 3], seed)

        normal_other = Uniform(1.0, 2.0)
        # type of other must be an instance of Normal
        self.assertRaises(TypeError, normal.kl_divergence, normal_other)

    def test_uniform_error(self):
        low = int(1)
        high = int(1)

        # type of loc and scale must be float, list, numpy.ndarray, Variable
        self.assertRaises(TypeError, Uniform, low, 1.0)
        self.assertRaises(TypeError, Uniform, 1.0, high)

        uniform = Uniform(0.0, 1.0)

        value = [1.0, 2.0]
        # type of value must be variable
        self.assertRaises(TypeError, uniform.log_prob, value)

        shape = 1.0
        # type of shape must be list
        self.assertRaises(TypeError, uniform.sample, shape)

        seed = 1.0
        # type of seed must be int
        self.assertRaises(TypeError, uniform.sample, [2, 3], seed)

    def test_categorical_error(self):
        logit = 1.0

        # type of loc and scale must be list, numpy.ndarray, Variable
        self.assertRaises(TypeError, Categorical, logit)

        categorical = Categorical([-0.602, -0.602])

        categorical_other = Normal(1.0, 2.0)
        # type of other must be an instance of Normal
        self.assertRaises(TypeError, categorical.kl_divergence,
                          categorical_other)

    def test_multivariate_normal_diag_error(self):
        loc = 1.0
        scale = 1.0

        # type of loc and scale must be list, numpy.ndarray, Variable
        self.assertRaises(TypeError, MultivariateNormalDiag, loc, [1.0])
        self.assertRaises(TypeError, MultivariateNormalDiag, [1.0], scale)

        mnd = MultivariateNormalDiag([0.3, 0.5], [[0.4, 0], [0, 0.5]])

        categorical_other = Normal(1.0, 2.0)
        # type of other must be an instance of Normal
        self.assertRaises(TypeError, mnd.kl_divergence, categorical_other)


679 680
if __name__ == '__main__':
    unittest.main()