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from numbers import Number | |
import torch | |
from torch import nan | |
from torch.distributions import constraints | |
from torch.distributions.exp_family import ExponentialFamily | |
from torch.distributions.utils import ( | |
broadcast_all, | |
lazy_property, | |
logits_to_probs, | |
probs_to_logits, | |
) | |
from torch.nn.functional import binary_cross_entropy_with_logits | |
__all__ = ["Bernoulli"] | |
class Bernoulli(ExponentialFamily): | |
r""" | |
Creates a Bernoulli distribution parameterized by :attr:`probs` | |
or :attr:`logits` (but not both). | |
Samples are binary (0 or 1). They take the value `1` with probability `p` | |
and `0` with probability `1 - p`. | |
Example:: | |
>>> # xdoctest: +IGNORE_WANT("non-deterministic") | |
>>> m = Bernoulli(torch.tensor([0.3])) | |
>>> m.sample() # 30% chance 1; 70% chance 0 | |
tensor([ 0.]) | |
Args: | |
probs (Number, Tensor): the probability of sampling `1` | |
logits (Number, Tensor): the log-odds of sampling `1` | |
""" | |
arg_constraints = {"probs": constraints.unit_interval, "logits": constraints.real} | |
support = constraints.boolean | |
has_enumerate_support = True | |
_mean_carrier_measure = 0 | |
def __init__(self, probs=None, logits=None, validate_args=None): | |
if (probs is None) == (logits is None): | |
raise ValueError( | |
"Either `probs` or `logits` must be specified, but not both." | |
) | |
if probs is not None: | |
is_scalar = isinstance(probs, Number) | |
(self.probs,) = broadcast_all(probs) | |
else: | |
is_scalar = isinstance(logits, Number) | |
(self.logits,) = broadcast_all(logits) | |
self._param = self.probs if probs is not None else self.logits | |
if is_scalar: | |
batch_shape = torch.Size() | |
else: | |
batch_shape = self._param.size() | |
super().__init__(batch_shape, validate_args=validate_args) | |
def expand(self, batch_shape, _instance=None): | |
new = self._get_checked_instance(Bernoulli, _instance) | |
batch_shape = torch.Size(batch_shape) | |
if "probs" in self.__dict__: | |
new.probs = self.probs.expand(batch_shape) | |
new._param = new.probs | |
if "logits" in self.__dict__: | |
new.logits = self.logits.expand(batch_shape) | |
new._param = new.logits | |
super(Bernoulli, new).__init__(batch_shape, validate_args=False) | |
new._validate_args = self._validate_args | |
return new | |
def _new(self, *args, **kwargs): | |
return self._param.new(*args, **kwargs) | |
def mean(self): | |
return self.probs | |
def mode(self): | |
mode = (self.probs >= 0.5).to(self.probs) | |
mode[self.probs == 0.5] = nan | |
return mode | |
def variance(self): | |
return self.probs * (1 - self.probs) | |
def logits(self): | |
return probs_to_logits(self.probs, is_binary=True) | |
def probs(self): | |
return logits_to_probs(self.logits, is_binary=True) | |
def param_shape(self): | |
return self._param.size() | |
def sample(self, sample_shape=torch.Size()): | |
shape = self._extended_shape(sample_shape) | |
with torch.no_grad(): | |
return torch.bernoulli(self.probs.expand(shape)) | |
def log_prob(self, value): | |
if self._validate_args: | |
self._validate_sample(value) | |
logits, value = broadcast_all(self.logits, value) | |
return -binary_cross_entropy_with_logits(logits, value, reduction="none") | |
def entropy(self): | |
return binary_cross_entropy_with_logits( | |
self.logits, self.probs, reduction="none" | |
) | |
def enumerate_support(self, expand=True): | |
values = torch.arange(2, dtype=self._param.dtype, device=self._param.device) | |
values = values.view((-1,) + (1,) * len(self._batch_shape)) | |
if expand: | |
values = values.expand((-1,) + self._batch_shape) | |
return values | |
def _natural_params(self): | |
return (torch.logit(self.probs),) | |
def _log_normalizer(self, x): | |
return torch.log1p(torch.exp(x)) | |