def test_scan_enum_scan_enum():
num_steps = 11
data_x = random.normal(random.PRNGKey(0), (num_steps,))
data_w = data_x[:-1] + 1
probs_x = jnp.array([[0.8, 0.2], [0.1, 0.9]])
probs_w = jnp.array([[0.7, 0.3], [0.6, 0.4]])
locs_x = jnp.array([-1.0, 1.0])
locs_w = jnp.array([2.0, 3.0])
def model(data_x, data_w):
x = w = 0
for i, y in markov(enumerate(data_x)):
x = numpyro.sample(f"x_{i}", dist.Categorical(probs_x[x]))
numpyro.sample(f"y_x_{i}", dist.Normal(locs_x[x], 1), obs=y)
for i, y in markov(enumerate(data_w)):
w = numpyro.sample(f"w{i}", dist.Categorical(probs_w[w]))
numpyro.sample(f"y_w_{i}", dist.Normal(locs_w[w], 1), obs=y)
def fun_model(data_x, data_w):
def transition_fn(name, probs, locs, x, y):
x = numpyro.sample(name, dist.Categorical(probs[x]))
numpyro.sample("y_" + name, dist.Normal(locs[x], 1), obs=y)
return x, None
scan(partial(transition_fn, "x", probs_x, locs_x), 0, data_x)
scan(partial(transition_fn, "w", probs_w, locs_w), 0, data_w)
actual_log_joint = log_density(enum(config_enumerate(fun_model)), (data_x, data_w), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model)), (data_x, data_w), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
def test_scan_enum_discrete_outside():
data = random.normal(random.PRNGKey(0), (10,))
probs = jnp.array([[[0.8, 0.2], [0.1, 0.9]],
[[0.7, 0.3], [0.6, 0.4]]])
locs = jnp.array([-1.0, 1.0])
def model(data):
w = numpyro.sample("w", dist.Bernoulli(0.6))
x = 0
for i, y in markov(enumerate(data)):
x = numpyro.sample(f"x_{i}", dist.Categorical(probs[w, x]))
numpyro.sample(f"y_{i}", dist.Normal(locs[x], 1), obs=y)
def fun_model(data):
w = numpyro.sample("w", dist.Bernoulli(0.6))
def transition_fn(x, y):
x = numpyro.sample("x", dist.Categorical(probs[w, x]))
numpyro.sample("y", dist.Normal(locs[x], 1), obs=y)
return x, None
scan(transition_fn, 0, data)
actual_log_joint = log_density(enum(config_enumerate(fun_model)), (data,), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model)), (data,), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
def test_scan_enum_two_latents():
num_steps = 11
data = random.normal(random.PRNGKey(0), (num_steps,))
probs_x = jnp.array([[0.8, 0.2], [0.1, 0.9]])
probs_w = jnp.array([[0.7, 0.3], [0.6, 0.4]])
locs = jnp.array([[-1.0, 1.0], [2.0, 3.0]])
def model(data):
x = w = 0
for i, y in markov(enumerate(data)):
x = numpyro.sample(f"x_{i}", dist.Categorical(probs_x[x]))
w = numpyro.sample(f"w_{i}", dist.Categorical(probs_w[w]))
numpyro.sample(f"y_{i}", dist.Normal(locs[w, x], 1), obs=y)
def fun_model(data):
def transition_fn(carry, y):
x, w = carry
x = numpyro.sample("x", dist.Categorical(probs_x[x]))
w = numpyro.sample("w", dist.Categorical(probs_w[w]))
numpyro.sample("y", dist.Normal(locs[w, x], 1), obs=y)
# also test if scan's `ys` are recorded corrected
return (x, w), x
scan(transition_fn, (0, 0), data)
actual_log_joint = log_density(enum(config_enumerate(fun_model)), (data,), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model)), (data,), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
def test_scan_enum_separated_plate_discrete():
N, D = 10, 3
data = random.normal(random.PRNGKey(0), (N, D))
transition_probs = jnp.array([[0.8, 0.2], [0.1, 0.9]])
locs = jnp.array([[-1.0, 1.0], [2.0, 3.0]])
def model(data):
x = 0
D_plate = numpyro.plate("D", D, dim=-1)
for i, y in markov(enumerate(data)):
probs = transition_probs[x]
x = numpyro.sample(f"x_{i}", dist.Categorical(probs))
with D_plate:
w = numpyro.sample(f"w_{i}", dist.Bernoulli(0.6))
numpyro.sample(f"y_{i}", dist.Normal(Vindex(locs)[x, w], 1), obs=y)
def fun_model(data):
def transition_fn(x, y):
probs = transition_probs[x]
x = numpyro.sample("x", dist.Categorical(probs))
with numpyro.plate("D", D, dim=-1):
w = numpyro.sample("w", dist.Bernoulli(0.6))
numpyro.sample("y", dist.Normal(Vindex(locs)[x, w], 1), obs=y)
return x, None
scan(transition_fn, 0, data)
actual_log_joint = log_density(enum(config_enumerate(fun_model), -2), (data,), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model), -2), (data,), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
def test_scan_enum_plate():
N, D = 10, 3
data = random.normal(random.PRNGKey(0), (N, D))
init_probs = jnp.array([0.6, 0.4])
transition_probs = jnp.array([[0.8, 0.2], [0.1, 0.9]])
locs = jnp.array([-1.0, 1.0])
def model(data):
x = None
D_plate = numpyro.plate("D", D, dim=-1)
for i, y in markov(enumerate(data)):
with D_plate:
probs = init_probs if x is None else transition_probs[x]
x = numpyro.sample(f"x_{i}", dist.Categorical(probs))
numpyro.sample(f"y_{i}", dist.Normal(locs[x], 1), obs=y)
def fun_model(data):
def transition_fn(x, y):
probs = init_probs if x is None else transition_probs[x]
with numpyro.plate("D", D, dim=-1):
x = numpyro.sample("x", dist.Categorical(probs))
numpyro.sample("y", dist.Normal(locs[x], 1), obs=y)
return x, None
scan(transition_fn, None, data)
actual_log_joint = log_density(enum(config_enumerate(fun_model), -2), (data,), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model), -2), (data,), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
def test_scan_enum_one_latent(num_steps):
data = random.normal(random.PRNGKey(0), (num_steps,))
init_probs = jnp.array([0.6, 0.4])
transition_probs = jnp.array([[0.8, 0.2], [0.1, 0.9]])
locs = jnp.array([-1.0, 1.0])
def model(data):
x = None
for i, y in markov(enumerate(data)):
probs = init_probs if x is None else transition_probs[x]
x = numpyro.sample(f"x_{i}", dist.Categorical(probs))
numpyro.sample(f"y_{i}", dist.Normal(locs[x], 1), obs=y)
return x
def fun_model(data):
def transition_fn(x, y):
probs = init_probs if x is None else transition_probs[x]
x = numpyro.sample("x", dist.Categorical(probs))
numpyro.sample("y", dist.Normal(locs[x], 1), obs=y)
return x, None
x, collections = scan(transition_fn, None, data)
assert collections is None
return x
actual_log_joint = log_density(enum(config_enumerate(fun_model)), (data,), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model)), (data,), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
actual_last_x = enum(config_enumerate(fun_model))(data)
expected_last_x = enum(config_enumerate(model))(data)
assert_allclose(actual_last_x, expected_last_x)
def test_scan_history(history, T):
def model():
p = numpyro.param("p", 0.25 * jnp.ones((2, 2, 2)))
q = numpyro.param("q", 0.25 * jnp.ones(2))
z = numpyro.sample("z", dist.Bernoulli(0.5))
x_prev = 0
x_curr = 0
for t in markov(range(T), history=history):
probs = p[x_prev, x_curr, z]
x_prev, x_curr = x_curr, numpyro.sample("x_{}".format(t),
dist.Bernoulli(probs))
numpyro.sample("y_{}".format(t), dist.Bernoulli(q[x_curr]), obs=0)
return x_prev, x_curr
def fun_model():
p = numpyro.param("p", 0.25 * jnp.ones((2, 2, 2)))
q = numpyro.param("q", 0.25 * jnp.ones(2))
z = numpyro.sample("z", dist.Bernoulli(0.5))
def transition_fn(carry, y):
x_prev, x_curr = carry
probs = p[x_prev, x_curr, z]
x_prev, x_curr = x_curr, numpyro.sample("x", dist.Bernoulli(probs))
numpyro.sample("y", dist.Bernoulli(q[x_curr]), obs=y)
return (x_prev, x_curr), None
(x_prev, x_curr), _ = scan(transition_fn, (0, 0),
jnp.zeros(T),
history=history)
return x_prev, x_curr
expected_log_joint = log_density(enum(config_enumerate(model)), (), {},
{})[0]
actual_log_joint = log_density(enum(config_enumerate(fun_model)), (), {},
{})[0]
assert_allclose(actual_log_joint, expected_log_joint)
expected_x_prev, expected_x_curr = enum(config_enumerate(model))()
actual_x_prev, actual_x_curr = enum(config_enumerate(fun_model))()
assert_allclose(actual_x_prev, expected_x_prev)
assert_allclose(actual_x_curr, expected_x_curr)
def test_scan_enum_separated_plates_same_dim():
N, D1, D2 = 10, 3, 4
data = random.normal(random.PRNGKey(0), (N, D1 + D2))
data1, data2 = data[:, :D1], data[:, D1:]
init_probs = jnp.array([0.6, 0.4])
transition_probs = jnp.array([[0.8, 0.2], [0.1, 0.9]])
locs = jnp.array([-1.0, 1.0])
def model(data1, data2):
x = None
D1_plate = numpyro.plate("D1", D1, dim=-1)
D2_plate = numpyro.plate("D2", D2, dim=-1)
for i, (y1, y2) in markov(enumerate(zip(data1, data2))):
probs = init_probs if x is None else transition_probs[x]
x = numpyro.sample(f"x_{i}", dist.Categorical(probs))
with D1_plate:
numpyro.sample(f"y1_{i}", dist.Normal(locs[x], 1), obs=y1)
with D2_plate:
numpyro.sample(f"y2_{i}", dist.Normal(locs[x], 1), obs=y2)
def fun_model(data1, data2):
def transition_fn(x, y):
y1, y2 = y
probs = init_probs if x is None else transition_probs[x]
x = numpyro.sample("x", dist.Categorical(probs))
with numpyro.plate("D1", D1, dim=-1):
numpyro.sample("y1", dist.Normal(locs[x], 1), obs=y1)
with numpyro.plate("D2", D2, dim=-1):
numpyro.sample("y2", dist.Normal(locs[x], 1), obs=y2)
return x, None
scan(transition_fn, None, (data1, data2))
actual_log_joint = log_density(enum(config_enumerate(fun_model), -2),
(data1, data2), {}, {})[0]
expected_log_joint = log_density(enum(config_enumerate(model), -2),
(data1, data2), {}, {})[0]
assert_allclose(actual_log_joint, expected_log_joint)
