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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.
- import math
- from collections.abc import Iterable
- import numpy as np
- import paddle
- from paddle.base.data_feeder import check_type, convert_dtype
- from paddle.base.framework import Variable
- from paddle.distribution import distribution
- from paddle.framework import in_dynamic_mode
- from paddle.tensor import random
- class Normal(distribution.Distribution):
- r"""The Normal distribution with location `loc` and `scale` parameters.
- Mathematical details
- The probability density function (pdf) is
- .. math::
- pdf(x; \mu, \sigma) = \frac{1}{Z}e^{\frac {-0.5 (x - \mu)^2} {\sigma^2} }
- .. math::
- Z = (2 \pi \sigma^2)^{0.5}
- In the above equation:
- * :math:`loc = \mu`: is the mean.
- * :math:`scale = \sigma`: is the std.
- * :math:`Z`: is the normalization constant.
- Args:
- loc(int|float|list|tuple|numpy.ndarray|Tensor): The mean of normal distribution.The data type is float32 and float64.
- scale(int|float|list|tuple|numpy.ndarray|Tensor): The std of normal distribution.The data type is float32 and float64.
- name(str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
- Examples:
- .. code-block:: python
- >>> import paddle
- >>> from paddle.distribution import Normal
- >>> # Define a single scalar Normal distribution.
- >>> dist = Normal(loc=0., scale=3.)
- >>> # Define a batch of two scalar valued Normals.
- >>> # The first has mean 1 and standard deviation 11, the second 2 and 22.
- >>> dist = Normal(loc=[1., 2.], scale=[11., 22.])
- >>> # Get 3 samples, returning a 3 x 2 tensor.
- >>> dist.sample([3])
- >>> # Define a batch of two scalar valued Normals.
- >>> # Both have mean 1, but different standard deviations.
- >>> dist = Normal(loc=1., scale=[11., 22.])
- >>> # Complete example
- >>> value_tensor = paddle.to_tensor([0.8], dtype="float32")
- >>> normal_a = Normal([0.], [1.])
- >>> normal_b = Normal([0.5], [2.])
- >>> sample = normal_a.sample([2])
- >>> # a random tensor created by normal distribution with shape: [2, 1]
- >>> entropy = normal_a.entropy()
- >>> print(entropy)
- Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
- [1.41893852])
- >>> lp = normal_a.log_prob(value_tensor)
- >>> print(lp)
- Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
- [-1.23893857])
- >>> p = normal_a.probs(value_tensor)
- >>> print(p)
- Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
- [0.28969154])
- >>> kl = normal_a.kl_divergence(normal_b)
- >>> print(kl)
- Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
- [0.34939718])
- """
- def __init__(self, loc, scale, name=None):
- if not in_dynamic_mode():
- check_type(
- loc,
- 'loc',
- (
- int,
- float,
- np.ndarray,
- Variable,
- paddle.pir.Value,
- list,
- tuple,
- ),
- 'Normal',
- )
- check_type(
- scale,
- 'scale',
- (
- int,
- float,
- np.ndarray,
- Variable,
- paddle.pir.Value,
- list,
- tuple,
- ),
- 'Normal',
- )
- self.all_arg_is_float = False
- self.name = name if name is not None else 'Normal'
- self.dtype = 'float32'
- if isinstance(loc, int):
- loc = float(loc)
- if isinstance(scale, int):
- scale = float(scale)
- if self._validate_args(loc, scale):
- self.loc = loc
- self.scale = scale
- self.dtype = convert_dtype(loc.dtype)
- else:
- if isinstance(loc, float) and isinstance(scale, float):
- self.all_arg_is_float = True
- if isinstance(loc, np.ndarray) and str(loc.dtype) in [
- 'float32',
- 'float64',
- ]:
- self.dtype = loc.dtype
- elif isinstance(scale, np.ndarray) and str(scale.dtype) in [
- 'float32',
- 'float64',
- ]:
- self.dtype = scale.dtype
- self.loc, self.scale = self._to_tensor(loc, scale)
- if self.dtype != convert_dtype(self.loc.dtype):
- self.loc = paddle.cast(self.loc, dtype=self.dtype)
- self.scale = paddle.cast(self.scale, dtype=self.dtype)
- super().__init__(self.loc.shape)
- @property
- def mean(self):
- """Mean of normal distribution.
- Returns:
- Tensor: mean value.
- """
- return self.loc
- @property
- def variance(self):
- """Variance of normal distribution.
- Returns:
- Tensor: variance value.
- """
- return self.scale.pow(2)
- def sample(self, shape=(), seed=0):
- """Generate samples of the specified shape.
- Args:
- shape (Sequence[int], optional): Shape of the generated samples.
- seed (int): Python integer number.
- Returns:
- Tensor, A tensor with prepended dimensions shape.The data type is float32.
- """
- if not isinstance(shape, Iterable):
- raise TypeError('sample shape must be Iterable object.')
- if not in_dynamic_mode():
- check_type(seed, 'seed', (int), 'sample')
- shape = list(shape)
- batch_shape = list((self.loc + self.scale).shape)
- name = self.name + '_sample'
- if -1 in batch_shape:
- output_shape = shape + batch_shape
- fill_shape = list(batch_shape + shape)
- fill_shape[0] = paddle.shape(self.loc + self.scale)[0].item()
- zero_tmp = paddle.full(fill_shape, 0.0, self.dtype)
- zero_tmp_reshape = paddle.reshape(zero_tmp, output_shape)
- zero_tmp_shape = paddle.shape(zero_tmp_reshape)
- normal_random_tmp = random.gaussian(
- zero_tmp_shape, mean=0.0, std=1.0, seed=seed, dtype=self.dtype
- )
- output = normal_random_tmp * (zero_tmp_reshape + self.scale)
- output = paddle.add(output, self.loc, name=name)
- return output
- else:
- output_shape = shape + batch_shape
- output = random.gaussian(
- output_shape, mean=0.0, std=1.0, seed=seed, dtype=self.dtype
- ) * (paddle.zeros(output_shape, dtype=self.dtype) + self.scale)
- output = paddle.add(output, self.loc, name=name)
- if self.all_arg_is_float:
- return paddle.reshape(output, shape, name=name)
- else:
- return output
- def rsample(self, shape=()):
- """Generate reparameterized samples of the specified shape.
- Args:
- shape (Sequence[int], optional): Shape of the generated samples.
- Returns:
- Tensor: A tensor with prepended dimensions shape.The data type is float32.
- """
- if not isinstance(shape, Iterable):
- raise TypeError('sample shape must be Iterable object.')
- shape = self._extend_shape(tuple(shape))
- eps = paddle.normal(shape=shape)
- return self.loc + eps * self.scale
- def entropy(self):
- r"""Shannon entropy in nats.
- The entropy is
- .. math::
- entropy(\sigma) = 0.5 \log (2 \pi e \sigma^2)
- In the above equation:
- * :math:`scale = \sigma`: is the std.
- Returns:
- Tensor, Shannon entropy of normal distribution.The data type is float32.
- """
- name = self.name + '_entropy'
- batch_shape = list((self.loc + self.scale).shape)
- if -1 in batch_shape:
- fill_shape = list(batch_shape)
- fill_shape[0] = paddle.shape(self.loc + self.scale)[0].item()
- fill_dtype = (self.loc + self.scale).dtype
- zero_tmp = paddle.full(fill_shape, 0.0, fill_dtype)
- else:
- zero_tmp = paddle.full(batch_shape, 0.0, self.dtype)
- return paddle.add(
- 0.5 + zero_tmp,
- 0.5 * math.log(2 * math.pi) + paddle.log(self.scale + zero_tmp),
- name=name,
- )
- def log_prob(self, value):
- """Log probability density/mass function.
- Args:
- value (Tensor): The input tensor.
- Returns:
- Tensor: log probability.The data type is same with :attr:`value` .
- """
- name = self.name + '_log_prob'
- value = self._check_values_dtype_in_probs(self.loc, value)
- var = self.scale * self.scale
- log_scale = paddle.log(self.scale)
- return paddle.subtract(
- -1.0 * ((value - self.loc) * (value - self.loc)) / (2.0 * var),
- log_scale + math.log(math.sqrt(2.0 * math.pi)),
- name=name,
- )
- def probs(self, value):
- """Probability density/mass function.
- Args:
- value (Tensor): The input tensor.
- Returns:
- Tensor, probability. The data type is same with :attr:`value` .
- """
- name = self.name + '_probs'
- value = self._check_values_dtype_in_probs(self.loc, value)
- var = self.scale * self.scale
- return paddle.divide(
- paddle.exp(
- -1.0 * ((value - self.loc) * (value - self.loc)) / (2.0 * var)
- ),
- (math.sqrt(2 * math.pi) * self.scale),
- name=name,
- )
- def kl_divergence(self, other):
- r"""The KL-divergence between two normal distributions.
- The probability density function (pdf) is
- .. math::
- KL\_divergence(\mu_0, \sigma_0; \mu_1, \sigma_1) = 0.5 (ratio^2 + (\frac{diff}{\sigma_1})^2 - 1 - 2 \ln {ratio})
- .. math::
- ratio = \frac{\sigma_0}{\sigma_1}
- .. math::
- diff = \mu_1 - \mu_0
- In the above equation:
- * :math:`loc = \mu_0`: is the mean of current Normal distribution.
- * :math:`scale = \sigma_0`: is the std of current Normal distribution.
- * :math:`loc = \mu_1`: is the mean of other Normal distribution.
- * :math:`scale = \sigma_1`: is the std of other Normal distribution.
- * :math:`ratio`: is the ratio of scales.
- * :math:`diff`: is the difference between means.
- Args:
- other (Normal): instance of Normal.
- Returns:
- Tensor, kl-divergence between two normal distributions.The data type is float32.
- """
- if not in_dynamic_mode():
- check_type(other, 'other', Normal, 'kl_divergence')
- name = self.name + '_kl_divergence'
- var_ratio = self.scale / other.scale
- var_ratio = var_ratio * var_ratio
- t1 = (self.loc - other.loc) / other.scale
- t1 = t1 * t1
- return paddle.add(
- 0.5 * var_ratio, 0.5 * (t1 - 1.0 - paddle.log(var_ratio)), name=name
- )
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