def test_cumprod(self):
result = gs.cumprod(gs.arange(1, 10))
expected = gs.array(([1, 2, 6, 24, 120, 720, 5040, 40320, 362880]))
self.assertAllClose(result, expected)
result = gs.reshape(gs.arange(1, 11), (2, 5))
result = gs.cumprod(result, axis=1)
expected = gs.array(([[1, 2, 6, 24, 120], [6, 42, 336, 3024, 30240]]))
self.assertAllClose(result, expected)
def norm_factor_gradient(self, variances):
"""Compute normalization factor and its gradient.
Compute normalization factor given current variance
and dimensionality.
Parameters
----------
variances : array-like, shape=[n]
Value of variance.
Returns
-------
norm_factor : array-like, shape=[n]
Normalisation factor.
norm_factor_gradient : array-like, shape=[n]
Gradient of the normalization factor.
"""
variances = gs.transpose(gs.to_ndarray(variances, to_ndim=2))
dim_range = gs.arange(0, self.dim, 1.0)
alpha = self._compute_alpha(dim_range)
binomial_coefficient = gs.ones(self.dim)
binomial_coefficient[1:] = (self.dim - 1 + 1 - dim_range[1:]) / dim_range[1:]
binomial_coefficient = gs.cumprod(binomial_coefficient)
beta = ((-gs.ones(self.dim)) ** dim_range) * binomial_coefficient
sigma_repeated = gs.repeat(variances, self.dim, -1)
prod_alpha_sigma = gs.einsum("ij,j->ij", sigma_repeated, alpha)
term_2 = gs.exp((prod_alpha_sigma) ** 2) * (1 + gs.erf(prod_alpha_sigma))
term_1 = gs.sqrt(gs.pi / 2.0) * (1.0 / (2 ** (self.dim - 1)))
term_2 = gs.einsum("ij,j->ij", term_2, beta)
norm_factor = term_1 * variances * gs.sum(term_2, axis=-1, keepdims=True)
grad_term_1 = 1 / variances
grad_term_21 = 1 / gs.sum(term_2, axis=-1, keepdims=True)
grad_term_211 = (
gs.exp((prod_alpha_sigma) ** 2)
* (1 + gs.erf(prod_alpha_sigma))
* gs.einsum("ij,j->ij", sigma_repeated, alpha**2)
* 2
)
grad_term_212 = gs.repeat(
gs.expand_dims((2 / gs.sqrt(gs.pi)) * alpha, axis=0),
variances.shape[0],
axis=0,
)
grad_term_22 = grad_term_211 + grad_term_212
grad_term_22 = gs.einsum("ij, j->ij", grad_term_22, beta)
grad_term_22 = gs.sum(grad_term_22, axis=-1, keepdims=True)
norm_factor_gradient = grad_term_1 + (grad_term_21 * grad_term_22)
return gs.squeeze(norm_factor), gs.squeeze(norm_factor_gradient)
def test_prod(self):
vec = gs.random.rand(10)
result = gs.prod(vec)
expected = gs.cumprod(vec)[-1]
self.assertAllClose(result, expected)
