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from numbers import Number | |
import torch | |
from torch.distributions import constraints | |
from torch.distributions.distribution import Distribution | |
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__ = ["Geometric"] | |
class Geometric(Distribution): | |
r""" | |
Creates a Geometric distribution parameterized by :attr:`probs`, | |
where :attr:`probs` is the probability of success of Bernoulli trials. | |
.. math:: | |
P(X=k) = (1-p)^{k} p, k = 0, 1, ... | |
.. note:: | |
:func:`torch.distributions.geometric.Geometric` :math:`(k+1)`-th trial is the first success | |
hence draws samples in :math:`\{0, 1, \ldots\}`, whereas | |
:func:`torch.Tensor.geometric_` `k`-th trial is the first success hence draws samples in :math:`\{1, 2, \ldots\}`. | |
Example:: | |
>>> # xdoctest: +IGNORE_WANT("non-deterministic") | |
>>> m = Geometric(torch.tensor([0.3])) | |
>>> m.sample() # underlying Bernoulli has 30% chance 1; 70% chance 0 | |
tensor([ 2.]) | |
Args: | |
probs (Number, Tensor): the probability of sampling `1`. Must be in range (0, 1] | |
logits (Number, Tensor): the log-odds of sampling `1`. | |
""" | |
arg_constraints = {"probs": constraints.unit_interval, "logits": constraints.real} | |
support = constraints.nonnegative_integer | |
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: | |
(self.probs,) = broadcast_all(probs) | |
else: | |
(self.logits,) = broadcast_all(logits) | |
probs_or_logits = probs if probs is not None else logits | |
if isinstance(probs_or_logits, Number): | |
batch_shape = torch.Size() | |
else: | |
batch_shape = probs_or_logits.size() | |
super().__init__(batch_shape, validate_args=validate_args) | |
if self._validate_args and probs is not None: | |
# Add an extra check beyond unit_interval | |
value = self.probs | |
valid = value > 0 | |
if not valid.all(): | |
invalid_value = value.data[~valid] | |
raise ValueError( | |
"Expected parameter probs " | |
f"({type(value).__name__} of shape {tuple(value.shape)}) " | |
f"of distribution {repr(self)} " | |
f"to be positive but found invalid values:\n{invalid_value}" | |
) | |
def expand(self, batch_shape, _instance=None): | |
new = self._get_checked_instance(Geometric, _instance) | |
batch_shape = torch.Size(batch_shape) | |
if "probs" in self.__dict__: | |
new.probs = self.probs.expand(batch_shape) | |
if "logits" in self.__dict__: | |
new.logits = self.logits.expand(batch_shape) | |
super(Geometric, new).__init__(batch_shape, validate_args=False) | |
new._validate_args = self._validate_args | |
return new | |
def mean(self): | |
return 1.0 / self.probs - 1.0 | |
def mode(self): | |
return torch.zeros_like(self.probs) | |
def variance(self): | |
return (1.0 / self.probs - 1.0) / 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 sample(self, sample_shape=torch.Size()): | |
shape = self._extended_shape(sample_shape) | |
tiny = torch.finfo(self.probs.dtype).tiny | |
with torch.no_grad(): | |
if torch._C._get_tracing_state(): | |
# [JIT WORKAROUND] lack of support for .uniform_() | |
u = torch.rand(shape, dtype=self.probs.dtype, device=self.probs.device) | |
u = u.clamp(min=tiny) | |
else: | |
u = self.probs.new(shape).uniform_(tiny, 1) | |
return (u.log() / (-self.probs).log1p()).floor() | |
def log_prob(self, value): | |
if self._validate_args: | |
self._validate_sample(value) | |
value, probs = broadcast_all(value, self.probs) | |
probs = probs.clone(memory_format=torch.contiguous_format) | |
probs[(probs == 1) & (value == 0)] = 0 | |
return value * (-probs).log1p() + self.probs.log() | |
def entropy(self): | |
return ( | |
binary_cross_entropy_with_logits(self.logits, self.probs, reduction="none") | |
/ self.probs | |
) | |