|
- # Copyright 2020 Huawei Technologies Co., Ltd
- #
- # 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.
- # ============================================================================
- """Exponential Distribution"""
- import numpy as np
- from mindspore.ops import operations as P
- from mindspore.ops import composite as C
- from mindspore.common import dtype as mstype
- from .distribution import Distribution
- from ._utils.utils import cast_to_tensor, check_greater_zero, check_type, check_distribution_name,\
- raise_none_error
- from ._utils.custom_ops import exp_generic, log_generic
-
- class Exponential(Distribution):
- """
- Example class: Exponential Distribution.
-
- Args:
- rate (float, list, numpy.ndarray, Tensor, Parameter): inverse scale.
- seed (int): seed to use in sampling. Global seed is used if it is None. Default: None.
- dtype (mindspore.dtype): type of the distribution. Default: mstype.float32.
- name (str): name of the distribution. Default: Exponential.
-
- Note:
- rate should be strictly greater than 0.
- dist_spec_args is rate.
- dtype should be float type because Exponential distributions are continuous.
-
- Examples:
- >>> # To initialize an Exponential distribution of rate 0.5
- >>> import mindspore.nn.probability.distribution as msd
- >>> e = msd.Exponential(0.5, dtype=mstype.float32)
- >>>
- >>> # The following creates two independent Exponential distributions
- >>> e = msd.Exponential([0.5, 0.5], dtype=mstype.float32)
- >>>
- >>> # An Exponential distribution can be initilized without arguments
- >>> # In this case, rate must be passed in through args during function calls
- >>> e = msd.Exponential(dtype=mstype.float32)
- >>>
- >>> # To use Exponential in a network
- >>> class net(Cell):
- >>> def __init__(self):
- >>> super(net, self).__init__():
- >>> self.e1 = msd.Exponential(0.5, dtype=mstype.float32)
- >>> self.e2 = msd.Exponential(dtype=mstype.float32)
- >>>
- >>> # All the following calls in construct are valid
- >>> def construct(self, value, rate_b, rate_a):
- >>>
- >>> # Private interfaces of probability functions corresponding to public interfaces, including
- >>> # 'prob', 'log_prob', 'cdf', 'log_cdf', 'survival_function', 'log_survival', have the form:
- >>> # Args:
- >>> # value (Tensor): value to be evaluated.
- >>> # rate (Tensor): rate of the distribution. Default: self.rate.
- >>>
- >>> # Example of prob.
- >>> # Similar calls can be made to other probability functions
- >>> # by replacing 'prob' with the name of the function
- >>> ans = self.e1.prob(value)
- >>> # Evaluate with the respect to distribution b
- >>> ans = self.e1.prob(value, rate_b)
- >>> # Rate must be passed in during function calls
- >>> ans = self.e2.prob(value, rate_a)
- >>>
- >>>
- >>> # Functions 'sd', 'var', 'entropy' have the same args.
- >>> # Args:
- >>> # rate (Tensor): rate of the distribution. Default: self.rate.
- >>>
- >>> # Example of mean. sd, var have similar usage.
- >>> ans = self.e1.mean() # return 2
- >>> ans = self.e1.mean(rate_b) # return 1 / rate_b
- >>> # Rate must be passed in during function calls
- >>> ans = self.e2.mean(rate_a)
- >>>
- >>>
- >>> # Interfaces of 'kl_loss' and 'cross_entropy' are similar:
- >>> # Args:
- >>> # dist (str): name of the distribution. Only 'Exponential' is supported.
- >>> # rate_b (Tensor): rate of distribution b.
- >>> # rate_a (Tensor): rate of distribution a. Default: self.rate.
- >>>
- >>> # Example of kl_loss (cross_entropy is similar):
- >>> ans = self.e1.kl_loss('Exponential', rate_b)
- >>> ans = self.e1.kl_loss('Exponential', rate_b, rate_a)
- >>> # Additional rate must be passed in
- >>> ans = self.e2.kl_loss('Exponential', rate_b, rate_a)
- >>>
- >>>
- >>> # sample
- >>> # Args:
- >>> # shape (tuple): shape of the sample. Default: ()
- >>> # probs1 (Tensor): rate of distribution. Default: self.rate.
- >>> ans = self.e1.sample()
- >>> ans = self.e1.sample((2,3))
- >>> ans = self.e1.sample((2,3), rate_b)
- >>> ans = self.e2.sample((2,3), rate_a)
- """
-
- def __init__(self,
- rate=None,
- seed=None,
- dtype=mstype.float32,
- name="Exponential"):
- """
- Constructor of Exponential distribution.
- """
- param = dict(locals())
- valid_dtype = mstype.float_type
- check_type(dtype, valid_dtype, type(self).__name__)
- super(Exponential, self).__init__(seed, dtype, name, param)
- self.parameter_type = dtype
- if rate is not None:
- self._rate = cast_to_tensor(rate, self.parameter_type)
- check_greater_zero(self._rate, "rate")
- else:
- self._rate = rate
-
- self.minval = np.finfo(np.float).tiny
-
- # ops needed for the class
- self.exp = exp_generic
- self.log = log_generic
- self.squeeze = P.Squeeze(0)
- self.cast = P.Cast()
- self.const = P.ScalarToArray()
- self.dtypeop = P.DType()
- self.fill = P.Fill()
- self.less = P.Less()
- self.select = P.Select()
- self.shape = P.Shape()
- self.sqrt = P.Sqrt()
- self.sq = P.Square()
- self.uniform = C.uniform
-
-
- def extend_repr(self):
- if self.is_scalar_batch:
- str_info = f'rate = {self.rate}'
- else:
- str_info = f'batch_shape = {self._broadcast_shape}'
- return str_info
-
- @property
- def rate(self):
- """
- Return rate of the distribution.
- """
- return self._rate
-
- def _check_param(self, rate):
- """
- Check availablity of distribution specific args rate.
- """
- if rate is not None:
- if self.context_mode == 0:
- self.checktensor(rate, 'rate')
- else:
- rate = self.checktensor(rate, 'rate')
- return self.cast(rate, self.parameter_type)
- return self.rate if self.rate is not None else raise_none_error('rate')
-
- def _mean(self, rate=None):
- r"""
- .. math::
- MEAN(EXP) = \frac{1.0}{\lambda}.
- """
- rate = self._check_param(rate)
- return 1.0 / rate
-
- def _mode(self, rate=None):
- r"""
- .. math::
- MODE(EXP) = 0.
- """
- rate = self._check_param(rate)
- return self.fill(self.dtype, self.shape(rate), 0.)
-
- def _sd(self, rate=None):
- r"""
- .. math::
- sd(EXP) = \frac{1.0}{\lambda}.
- """
- rate = self._check_param(rate)
- return 1.0 / rate
-
- def _entropy(self, rate=None):
- r"""
- .. math::
- H(Exp) = 1 - \log(\lambda).
- """
- rate = self._check_param(rate)
- return 1.0 - self.log(rate)
-
- def _cross_entropy(self, dist, rate_b, rate=None):
- """
- Evaluate cross_entropy between Exponential distributions.
-
- Args:
- dist (str): type of the distributions. Should be "Exponential" in this case.
- rate_b (Tensor): rate of distribution b.
- rate_a (Tensor): rate of distribution a. Default: self.rate.
- """
- check_distribution_name(dist, 'Exponential')
- return self._entropy(rate) + self._kl_loss(dist, rate_b, rate)
-
-
- def _log_prob(self, value, rate=None):
- r"""
- log_pdf of Exponential distribution.
-
- Args:
- Args:
- value (Tensor): value to be evaluated.
- rate (Tensor): rate of the distribution. Default: self.rate.
-
- Note:
- Value should be greater or equal to zero.
-
- .. math::
- log_pdf(x) = \log(rate) - rate * x if x >= 0 else 0
- """
- value = self._check_value(value, "value")
- value = self.cast(value, self.dtype)
- rate = self._check_param(rate)
- prob = self.log(rate) - rate * value
- zeros = self.fill(self.dtypeop(prob), self.shape(prob), 0.0)
- neginf = self.fill(self.dtypeop(prob), self.shape(prob), -np.inf)
- comp = self.less(value, zeros)
- return self.select(comp, neginf, prob)
-
- def _cdf(self, value, rate=None):
- r"""
- cdf of Exponential distribution.
-
- Args:
- value (Tensor): value to be evaluated.
- rate (Tensor): rate of the distribution. Default: self.rate.
-
- Note:
- Value should be greater or equal to zero.
-
- .. math::
- cdf(x) = 1.0 - \exp(-1 * \lambda * x) if x >= 0 else 0
- """
- value = self._check_value(value, 'value')
- value = self.cast(value, self.dtype)
- rate = self._check_param(rate)
- cdf = 1.0 - self.exp(-1. * rate * value)
- zeros = self.fill(self.dtypeop(cdf), self.shape(cdf), 0.0)
- comp = self.less(value, zeros)
- return self.select(comp, zeros, cdf)
-
- def _log_survival(self, value, rate=None):
- r"""
- log survival_function of Exponential distribution.
-
- Args:
- value (Tensor): value to be evaluated.
- rate (Tensor): rate of the distribution. Default: self.rate.
-
- Note:
- Value should be greater or equal to zero.
-
- .. math::
- log_survival_function(x) = -1 * \lambda * x if x >= 0 else 0
- """
- value = self._check_value(value, 'value')
- value = self.cast(value, self.dtype)
- rate = self._check_param(rate)
- sf = -1. * rate * value
- zeros = self.fill(self.dtypeop(sf), self.shape(sf), 0.0)
- comp = self.less(value, zeros)
- return self.select(comp, zeros, sf)
-
- def _kl_loss(self, dist, rate_b, rate=None):
- """
- Evaluate exp-exp kl divergence, i.e. KL(a||b).
-
- Args:
- dist (str): type of the distributions. Should be "Exponential" in this case.
- rate_b (Tensor): rate of distribution b.
- rate_a (Tensor): rate of distribution a. Default: self.rate.
- """
- check_distribution_name(dist, 'Exponential')
- rate_b = self._check_value(rate_b, 'rate_b')
- rate_b = self.cast(rate_b, self.parameter_type)
- rate_a = self._check_param(rate)
- return self.log(rate_a) - self.log(rate_b) + rate_b / rate_a - 1.0
-
- def _sample(self, shape=(), rate=None):
- """
- Sampling.
-
- Args:
- shape (tuple): shape of the sample. Default: ().
- rate (Tensor): rate of the distribution. Default: self.rate.
-
- Returns:
- Tensor, shape is shape + batch_shape.
- """
- shape = self.checktuple(shape, 'shape')
- rate = self._check_param(rate)
- origin_shape = shape + self.shape(rate)
- if origin_shape == ():
- sample_shape = (1,)
- else:
- sample_shape = origin_shape
- minval = self.const(self.minval)
- maxval = self.const(1.0)
- sample_uniform = self.uniform(sample_shape, minval, maxval, self.seed)
- sample = self.log(sample_uniform) / rate
- value = self.cast(-sample, self.dtype)
- if origin_shape == ():
- value = self.squeeze(value)
- return value
|