# 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 paddle.distribution import exponential_family from paddle.fluid.data_feeder import check_variable_and_dtype from paddle.fluid.framework import in_dygraph_mode from paddle.fluid.layer_helper import LayerHelper class Dirichlet(exponential_family.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`. For independent and identically distributed continuous random variable :math:`\boldsymbol X \in R_k` , and support :math:`\boldsymbol X \in (0,1), ||\boldsymbol X|| = 1` , The probability density function (pdf) is .. math:: f(\boldsymbol X; \boldsymbol \alpha) = \frac{1}{B(\boldsymbol \alpha)} \prod_{i=1}^{k}x_i^{\alpha_i-1} where :math:`\boldsymbol \alpha = {\alpha_1,...,\alpha_k}, k \ge 2` is parameter, the normalizing constant is the multivariate beta function. .. math:: B(\boldsymbol \alpha) = \frac{\prod_{i=1}^{k} \Gamma(\alpha_i)}{\Gamma(\alpha_0)} :math:`\alpha_0=\sum_{i=1}^{k} \alpha_i` is the sum of parameters, :math:`\Gamma(\alpha)` is gamma function. Args: concentration (Tensor): "Concentration" parameter of dirichlet distribution, also called :math:`\alpha`. When it's over one dimension, the last axis denotes the parameter of distribution, ``event_shape=concentration.shape[-1:]`` , axes other than last are condsider batch dimensions with ``batch_shape=concentration.shape[:-1]`` . 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().__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): if in_dygraph_mode(): return paddle._C_ops.dirichlet(concentration) else: op_type = 'dirichlet' check_variable_and_dtype( concentration, 'concentration', ['float32', 'float64'], op_type ) 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