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- # 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.
- from collections.abc import Sequence
- import paddle
- from paddle.distribution import distribution
- class Binomial(distribution.Distribution):
- r"""
- The Binomial distribution with size `total_count` and `probs` parameters.
- In probability theory and statistics, the binomial distribution is the most basic discrete probability distribution defined on :math:`[0, n] \cap \mathbb{N}`,
- which can be viewed as the number of times a potentially unfair coin is tossed to get heads, and the result
- of its random variable can be viewed as the sum of a series of independent Bernoulli experiments.
- The probability mass function (pmf) is
- .. math::
- pmf(x; n, p) = \frac{n!}{x!(n-x)!}p^{x}(1-p)^{n-x}
- In the above equation:
- * :math:`total\_count = n`: is the size, meaning the total number of Bernoulli experiments.
- * :math:`probs = p`: is the probability of the event happening in one Bernoulli experiments.
- Args:
- total_count(int|Tensor): The size of Binomial distribution which should be greater than 0, meaning the number of independent bernoulli
- trials with probability parameter :math:`p`. The data type will be converted to 1-D Tensor with paddle global default dtype if the input
- :attr:`probs` is not Tensor, otherwise will be converted to the same as :attr:`probs`.
- probs(float|Tensor): The probability of Binomial distribution which should reside in [0, 1], meaning the probability of success
- for each individual bernoulli trial. If the input data type is float, it will be converted to a 1-D Tensor with paddle global default dtype.
- Examples:
- .. code-block:: python
- >>> import paddle
- >>> from paddle.distribution import Binomial
- >>> paddle.set_device('cpu')
- >>> paddle.seed(100)
- >>> rv = Binomial(100, paddle.to_tensor([0.3, 0.6, 0.9]))
- >>> print(rv.sample([2]))
- Tensor(shape=[2, 3], dtype=float32, place=Place(cpu), stop_gradient=True,
- [[31., 62., 93.],
- [29., 54., 91.]])
- >>> print(rv.mean)
- Tensor(shape=[3], dtype=float32, place=Place(cpu), stop_gradient=True,
- [30.00000191, 60.00000381, 90. ])
- >>> print(rv.entropy())
- Tensor(shape=[3], dtype=float32, place=Place(cpu), stop_gradient=True,
- [2.94053698, 3.00781751, 2.51124287])
- """
- def __init__(self, total_count, probs):
- self.dtype = paddle.get_default_dtype()
- self.total_count, self.probs = self._to_tensor(total_count, probs)
- if not self._check_constraint(self.total_count, self.probs):
- raise ValueError(
- 'Every element of input parameter `total_count` should be grater than or equal to one, and `probs` should be grater than or equal to zero and less than or equal to one.'
- )
- if self.total_count.shape == []:
- batch_shape = (1,)
- else:
- batch_shape = self.total_count.shape
- super().__init__(batch_shape)
- def _to_tensor(self, total_count, probs):
- """Convert the input parameters into Tensors if they were not and broadcast them
- Returns:
- Tuple[Tensor, Tensor]: converted total_count and probs.
- """
- # convert type
- if isinstance(probs, float):
- probs = paddle.to_tensor(probs, dtype=self.dtype)
- else:
- self.dtype = probs.dtype
- if isinstance(total_count, int):
- total_count = paddle.to_tensor(total_count, dtype=self.dtype)
- else:
- total_count = paddle.cast(total_count, dtype=self.dtype)
- # broadcast tensor
- return paddle.broadcast_tensors([total_count, probs])
- def _check_constraint(self, total_count, probs):
- """Check the constraints for input parameters
- Args:
- total_count (Tensor)
- probs (Tensor)
- Returns:
- bool: pass or not.
- """
- total_count_check = (total_count >= 1).all()
- probability_check = (probs >= 0).all() * (probs <= 1).all()
- return total_count_check and probability_check
- @property
- def mean(self):
- """Mean of binomial distribution.
- Returns:
- Tensor: mean value.
- """
- return self.total_count * self.probs
- @property
- def variance(self):
- """Variance of binomial distribution.
- Returns:
- Tensor: variance value.
- """
- return self.total_count * self.probs * (1 - self.probs)
- def sample(self, shape=()):
- """Generate binomial samples of the specified shape. The final shape would be ``shape+batch_shape`` .
- Args:
- shape (Sequence[int], optional): Prepended shape of the generated samples.
- Returns:
- Tensor: Sampled data with shape `sample_shape` + `batch_shape`. The returned data type is the same as `probs`.
- """
- if not isinstance(shape, Sequence):
- raise TypeError('sample shape must be Sequence object.')
- with paddle.set_grad_enabled(False):
- shape = tuple(shape)
- batch_shape = tuple(self.batch_shape)
- output_shape = tuple(shape + batch_shape)
- output_size = paddle.broadcast_to(
- self.total_count, shape=output_shape
- )
- output_prob = paddle.broadcast_to(self.probs, shape=output_shape)
- sample = paddle.binomial(
- paddle.cast(output_size, dtype="int32"), output_prob
- )
- return paddle.cast(sample, self.dtype)
- def entropy(self):
- r"""Shannon entropy in nats.
- The entropy is
- .. math::
- \mathcal{H}(X) = - \sum_{x \in \Omega} p(x) \log{p(x)}
- In the above equation:
- * :math:`\Omega`: is the support of the distribution.
- Returns:
- Tensor: Shannon entropy of binomial distribution. The data type is the same as `probs`.
- """
- values = self._enumerate_support()
- log_prob = self.log_prob(values)
- return -(paddle.exp(log_prob) * log_prob).sum(0)
- def _enumerate_support(self):
- """Return the support of binomial distribution [0, 1, ... ,n]
- Returns:
- Tensor: the support of binomial distribution
- """
- values = paddle.arange(
- 1 + paddle.max(self.total_count), dtype=self.dtype
- )
- values = values.reshape((-1,) + (1,) * len(self.batch_shape))
- return values
- def log_prob(self, value):
- """Log probability density/mass function.
- Args:
- value (Tensor): The input tensor.
- Returns:
- Tensor: log probability. The data type is the same as `probs`.
- """
- value = paddle.cast(value, dtype=self.dtype)
- # combination
- log_comb = (
- paddle.lgamma(self.total_count + 1.0)
- - paddle.lgamma(self.total_count - value + 1.0)
- - paddle.lgamma(value + 1.0)
- )
- eps = paddle.finfo(self.probs.dtype).eps
- probs = paddle.clip(self.probs, min=eps, max=1 - eps)
- # log_p
- return paddle.nan_to_num(
- (
- log_comb
- + value * paddle.log(probs)
- + (self.total_count - value) * paddle.log(1 - probs)
- ),
- neginf=-eps,
- )
- def prob(self, value):
- """Probability density/mass function.
- Args:
- value (Tensor): The input tensor.
- Returns:
- Tensor: probability. The data type is the same as `probs`.
- """
- return paddle.exp(self.log_prob(value))
- def kl_divergence(self, other):
- r"""The KL-divergence between two binomial distributions with the same :attr:`total_count`.
- The probability density function (pdf) is
- .. math::
- KL\_divergence(n_1, p_1, n_2, p_2) = \sum_x p_1(x) \log{\frac{p_1(x)}{p_2(x)}}
- .. math::
- p_1(x) = \frac{n_1!}{x!(n_1-x)!}p_1^{x}(1-p_1)^{n_1-x}
- .. math::
- p_2(x) = \frac{n_2!}{x!(n_2-x)!}p_2^{x}(1-p_2)^{n_2-x}
- Args:
- other (Binomial): instance of ``Binomial``.
- Returns:
- Tensor: kl-divergence between two binomial distributions. The data type is the same as `probs`.
- """
- if not (paddle.equal(self.total_count, other.total_count)).all():
- raise ValueError(
- "KL divergence of two binomial distributions should share the same `total_count` and `batch_shape`."
- )
- support = self._enumerate_support()
- log_prob_1 = self.log_prob(support)
- log_prob_2 = other.log_prob(support)
- return (
- paddle.multiply(
- paddle.exp(log_prob_1),
- (paddle.subtract(log_prob_1, log_prob_2)),
- )
- ).sum(0)
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