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@@ -18,7 +18,7 @@ from mindspore._checkparam import Validator as validator |
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from mindspore.common import dtype as mstype |
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import mindspore.nn as nn |
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from .distribution import Distribution |
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from ._utils.utils import check_type |
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from ._utils.utils import check_type, raise_not_impl_error |
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class TransformedDistribution(Distribution): |
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""" |
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@@ -56,6 +56,7 @@ class TransformedDistribution(Distribution): |
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self._distribution = distribution |
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self._is_linear_transformation = bijector.is_constant_jacobian |
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self.exp = P.Exp() |
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self.log = P.Log() |
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@property |
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def bijector(self): |
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@@ -69,37 +70,49 @@ class TransformedDistribution(Distribution): |
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def is_linear_transformation(self): |
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return self._is_linear_transformation |
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def _cdf(self, value): |
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def _cdf(self, *args, **kwargs): |
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r""" |
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.. math:: |
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Y = g(X) |
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P(Y <= a) = P(X <= g^{-1}(a)) |
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""" |
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inverse_value = self.bijector.inverse(value) |
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return self.distribution.cdf(inverse_value) |
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inverse_value = self.bijector("inverse", *args, **kwargs) |
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return self.distribution("cdf", inverse_value) |
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def _log_prob(self, value): |
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def _log_cdf(self, *args, **kwargs): |
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return self.log(self._cdf(*args, **kwargs)) |
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def _survival_function(self, *args, **kwargs): |
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return 1.0 - self._cdf(*args, **kwargs) |
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def _log_survival(self, *args, **kwargs): |
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return self.log(self._survival_function(*args, **kwargs)) |
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def _log_prob(self, *args, **kwargs): |
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r""" |
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.. math:: |
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Y = g(X) |
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Py(a) = Px(g^{-1}(a)) * (g^{-1})'(a) |
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\log(Py(a)) = \log(Px(g^{-1}(a))) + \log((g^{-1})'(a)) |
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""" |
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inverse_value = self.bijector.inverse(value) |
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unadjust_prob = self.distribution.log_prob(inverse_value) |
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log_jacobian = self.bijector.inverse_log_jacobian(value) |
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inverse_value = self.bijector("inverse", *args, **kwargs) |
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unadjust_prob = self.distribution("log_prob", inverse_value) |
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log_jacobian = self.bijector("inverse_log_jacobian", *args, **kwargs) |
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return unadjust_prob + log_jacobian |
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def _prob(self, value): |
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return self.exp(self._log_prob(value)) |
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def _prob(self, *args, **kwargs): |
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return self.exp(self._log_prob(*args, **kwargs)) |
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def _sample(self, shape): |
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org_sample = self.distribution.sample(shape) |
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return self.bijector.forward(org_sample) |
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def _sample(self, *args, **kwargs): |
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org_sample = self.distribution("sample", shape) |
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return self.bijector("forward", org_sample) |
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def _mean(self): |
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def _mean(self, *args, **kwargs): |
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""" |
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Note: |
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This function maybe overridden by derived class. |
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""" |
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return self.bijector.forward(self.distribution.mean()) |
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if not self.is_linear_transformation: |
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raise_not_impl_error(mean) |
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return self.bijector("forward", self.distribution("mean")) |