# 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 functools import warnings import paddle from paddle.distribution.bernoulli import Bernoulli from paddle.distribution.beta import Beta from paddle.distribution.categorical import Categorical from paddle.distribution.cauchy import Cauchy from paddle.distribution.dirichlet import Dirichlet from paddle.distribution.distribution import Distribution from paddle.distribution.exponential_family import ExponentialFamily from paddle.distribution.geometric import Geometric from paddle.distribution.laplace import Laplace from paddle.distribution.lognormal import LogNormal from paddle.distribution.normal import Normal from paddle.distribution.uniform import Uniform from paddle.fluid.framework import _non_static_mode __all__ = ["register_kl", "kl_divergence"] _REGISTER_TABLE = {} def kl_divergence(p, q): r""" Kullback-Leibler divergence between distribution p and q. .. math:: KL(p||q) = \int p(x)log\frac{p(x)}{q(x)} \mathrm{d}x Args: p (Distribution): ``Distribution`` object. Inherits from the Distribution Base class. q (Distribution): ``Distribution`` object. Inherits from the Distribution Base class. Returns: Tensor, Batchwise KL-divergence between distribution p and q. Examples: .. code-block:: python import paddle p = paddle.distribution.Beta(alpha=0.5, beta=0.5) q = paddle.distribution.Beta(alpha=0.3, beta=0.7) print(paddle.distribution.kl_divergence(p, q)) # Tensor(shape=[], dtype=float32, place=CUDAPlace(0), stop_gradient=True, # 0.21193528) """ return _dispatch(type(p), type(q))(p, q) def register_kl(cls_p, cls_q): """Decorator for register a KL divergence implemention function. The ``kl_divergence(p, q)`` function will search concrete implemention functions registered by ``register_kl``, according to multi-dispatch pattern. If an implemention function is found, it will return the result, otherwise, it will raise ``NotImplementError`` exception. Users can register implemention funciton by the decorator. Args: cls_p (Distribution): The Distribution type of Instance p. Subclass derived from ``Distribution``. cls_q (Distribution): The Distribution type of Instance q. Subclass derived from ``Distribution``. Examples: .. code-block:: python import paddle @paddle.distribution.register_kl(paddle.distribution.Beta, paddle.distribution.Beta) def kl_beta_beta(): pass # insert implementation here """ if not issubclass(cls_p, Distribution) or not issubclass( cls_q, Distribution ): raise TypeError('cls_p and cls_q must be subclass of Distribution') def decorator(f): _REGISTER_TABLE[cls_p, cls_q] = f return f return decorator def _dispatch(cls_p, cls_q): """Multiple dispatch into concrete implement function.""" # find all matched super class pair of p and q matchs = [ (super_p, super_q) for super_p, super_q in _REGISTER_TABLE if issubclass(cls_p, super_p) and issubclass(cls_q, super_q) ] if not matchs: raise NotImplementedError left_p, left_q = min(_Compare(*m) for m in matchs).classes right_p, right_q = min(_Compare(*reversed(m)) for m in matchs).classes if _REGISTER_TABLE[left_p, left_q] is not _REGISTER_TABLE[right_p, right_q]: warnings.warn( 'Ambiguous kl_divergence({}, {}). Please register_kl({}, {})'.format( cls_p.__name__, cls_q.__name__, left_p.__name__, right_q.__name__, ), RuntimeWarning, ) return _REGISTER_TABLE[left_p, left_q] @functools.total_ordering class _Compare: def __init__(self, *classes): self.classes = classes def __eq__(self, other): return self.classes == other.classes def __le__(self, other): for cls_x, cls_y in zip(self.classes, other.classes): if not issubclass(cls_x, cls_y): return False if cls_x is not cls_y: break return True @register_kl(Bernoulli, Bernoulli) def _kl_bernoulli_bernoulli(p, q): return p.kl_divergence(q) @register_kl(Beta, Beta) def _kl_beta_beta(p, q): return ( (q.alpha.lgamma() + q.beta.lgamma() + (p.alpha + p.beta).lgamma()) - (p.alpha.lgamma() + p.beta.lgamma() + (q.alpha + q.beta).lgamma()) + ((p.alpha - q.alpha) * p.alpha.digamma()) + ((p.beta - q.beta) * p.beta.digamma()) + ( ((q.alpha + q.beta) - (p.alpha + p.beta)) * (p.alpha + p.beta).digamma() ) ) @register_kl(Dirichlet, Dirichlet) def _kl_dirichlet_dirichlet(p, q): return ( (p.concentration.sum(-1).lgamma() - q.concentration.sum(-1).lgamma()) - ((p.concentration.lgamma() - q.concentration.lgamma()).sum(-1)) + ( ( (p.concentration - q.concentration) * ( p.concentration.digamma() - p.concentration.sum(-1).digamma().unsqueeze(-1) ) ).sum(-1) ) ) @register_kl(Categorical, Categorical) def _kl_categorical_categorical(p, q): return p.kl_divergence(q) @register_kl(Cauchy, Cauchy) def _kl_cauchy_cauchy(p, q): return p.kl_divergence(q) @register_kl(Normal, Normal) def _kl_normal_normal(p, q): return p.kl_divergence(q) @register_kl(Uniform, Uniform) def _kl_uniform_uniform(p, q): return p.kl_divergence(q) @register_kl(Laplace, Laplace) def _kl_laplace_laplace(p, q): return p.kl_divergence(q) @register_kl(Geometric, Geometric) def _kl_geometric_geometric(p, q): return p.kl_divergence(q) @register_kl(ExponentialFamily, ExponentialFamily) def _kl_expfamily_expfamily(p, q): """Compute kl-divergence using `Bregman divergences `_""" if not type(p) == type(q): raise NotImplementedError p_natural_params = [] for param in p._natural_parameters: param = param.detach() param.stop_gradient = False p_natural_params.append(param) q_natural_params = q._natural_parameters p_log_norm = p._log_normalizer(*p_natural_params) try: if _non_static_mode(): p_grads = paddle.grad( p_log_norm, p_natural_params, create_graph=True ) else: p_grads = paddle.static.gradients(p_log_norm, p_natural_params) except RuntimeError as e: raise TypeError( "Cann't compute kl_divergence({cls_p}, {cls_q}) use bregman divergence. Please register_kl({cls_p}, {cls_q}).".format( cls_p=type(p).__name__, cls_q=type(q).__name__ ) ) from e kl = q._log_normalizer(*q_natural_params) - p_log_norm for p_param, q_param, p_grad in zip( p_natural_params, q_natural_params, p_grads ): term = (q_param - p_param) * p_grad kl -= _sum_rightmost(term, len(q.event_shape)) return kl @register_kl(LogNormal, LogNormal) def _kl_lognormal_lognormal(p, q): return p._base.kl_divergence(q._base) def _sum_rightmost(value, n): return value.sum(list(range(-n, 0))) if n > 0 else value