def bernoulli(key: np.ndarray,
p: np.ndarray = onp.float32(0.5),
shape: Optional[Sequence[int]] = None) -> np.ndarray:
"""Sample Bernoulli random values with given shape and mean.
Args:
key: a PRNGKey used as the random key.
p: optional, a float or array of floats for the mean of the random
variables. Must be broadcast-compatible with ``shape``. Default 0.5.
shape: optional, a tuple of nonnegative integers representing the result
shape. Must be broadcast-compatible with ``p.shape``. The default (None)
produces a result shape equal to ``p.shape``.
Returns:
A random array with boolean dtype and shape given by ``shape`` if ``shape``
is not None, or else ``p.shape``.
"""
dtype = dtypes.canonicalize_dtype(lax.dtype(p))
if shape is not None:
shape = abstract_arrays.canonicalize_shape(shape)
if not np.issubdtype(dtype, onp.floating):
msg = "bernoulli probability `p` must have a floating dtype, got {}."
raise TypeError(msg.format(dtype))
p = lax.convert_element_type(p, dtype)
return _bernoulli(key, p, shape)
def beta(key: np.ndarray,
a: Union[float, np.ndarray],
b: Union[float, np.ndarray],
shape: Optional[Sequence[int]] = None,
dtype: onp.dtype = onp.float64) -> np.ndarray:
"""Sample Beta random values with given shape and float dtype.
Args:
key: a PRNGKey used as the random key.
a: a float or array of floats broadcast-compatible with ``shape``
representing the first parameter "alpha".
b: a float or array of floats broadcast-compatible with ``shape``
representing the second parameter "beta".
shape: optional, a tuple of nonnegative integers specifying the result
shape. Must be broadcast-compatible with ``a`` and ``b``. The default
(None) produces a result shape by broadcasting ``a`` and ``b``.
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified dtype and shape given by ``shape`` if
``shape`` is not None, or else by broadcasting ``a`` and ``b``.
"""
dtype = dtypes.canonicalize_dtype(dtype)
if shape is not None:
shape = abstract_arrays.canonicalize_shape(shape)
return _beta(key, a, b, shape, dtype)
def multivariate_normal(key: np.ndarray,
mean: np.ndarray,
cov: np.ndarray,
shape: Optional[Sequence[int]] = None,
dtype: onp.dtype = onp.float64) -> np.ndarray:
"""Sample multivariate normal random values with given mean and covariance.
Args:
key: a PRNGKey used as the random key.
mean: a mean vector of shape ``(..., n)``.
cov: a positive definite covariance matrix of shape ``(..., n, n)``. The
batch shape ``...`` must be broadcast-compatible with that of ``mean``.
shape: optional, a tuple of nonnegative integers specifying the result
batch shape; that is, the prefix of the result shape excluding the last
axis. Must be broadcast-compatible with ``mean.shape[:-1]`` and
``cov.shape[:-2]``. The default (None) produces a result batch shape by
broadcasting together the batch shapes of ``mean`` and ``cov``.
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified dtype and shape given by
``shape + mean.shape[-1:]`` if ``shape`` is not None, or else
``broadcast_shapes(mean.shape[:-1], cov.shape[:-2]) + mean.shape[-1:]``.
"""
dtype = dtypes.canonicalize_dtype(dtype)
if shape is not None:
shape = abstract_arrays.canonicalize_shape(shape)
return _multivariate_normal(key, mean, cov, shape, dtype)
def truncated_normal(key: np.ndarray,
lower: Union[float, np.ndarray],
upper: Union[float, np.ndarray],
shape: Optional[Sequence[int]] = None,
dtype: onp.dtype = onp.float64) -> np.ndarray:
"""Sample truncated standard normal random values with given shape and dtype.
Args:
key: a PRNGKey used as the random key.
lower: a float or array of floats representing the lower bound for
truncation. Must be broadcast-compatible with ``upper``.
upper: a float or array of floats representing the upper bound for
truncation. Must be broadcast-compatible with ``lower``.
shape: optional, a tuple of nonnegative integers specifying the result
shape. Must be broadcast-compatible with ``lower`` and ``upper``. The
default (None) produces a result shape by broadcasting ``lower`` and
``upper``.
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified dtype and shape given by ``shape`` if
``shape`` is not None, or else by broadcasting ``lower`` and ``upper``.
"""
dtype = dtypes.canonicalize_dtype(dtype)
if shape is not None:
shape = abstract_arrays.canonicalize_shape(shape)
return _truncated_normal(key, lower, upper, shape, dtype)
def _check_shape(name, shape, *param_shapes):
shape = abstract_arrays.canonicalize_shape(shape)
if param_shapes:
shape_ = lax.broadcast_shapes(shape, *param_shapes)
if shape != shape_:
msg = ("{} parameter shapes must be broadcast-compatible with shape "
"argument, and the result of broadcasting the shapes must equal "
"the shape argument, but got result {} for shape argument {}.")
raise ValueError(msg.format(name, shape_, shape))
def exponential(key, shape=(), dtype=onp.float64):
"""Sample Exponential random values with given shape and float dtype.
Args:
key: a PRNGKey used as the random key.
shape: optional, a tuple of nonnegative integers representing the result
shape. Default ().
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified shape and dtype.
"""
dtype = dtypes.canonicalize_dtype(dtype)
shape = abstract_arrays.canonicalize_shape(shape)
return _exponential(key, shape, dtype)
def uniform(key, shape=(), dtype=onp.float64, minval=0., maxval=1.):
"""Sample uniform random values in [minval, maxval) with given shape/dtype.
Args:
key: a PRNGKey used as the random key.
shape: optional, a tuple of nonnegative integers representing the result
shape. Default ().
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
minval: optional, a minimum (inclusive) value for the range (default 0).
maxval: optional, a maximum (exclusive) value for the range (default 1).
Returns:
A random array with the specified shape and dtype.
"""
dtype = dtypes.canonicalize_dtype(dtype)
shape = abstract_arrays.canonicalize_shape(shape)
return _uniform(key, shape, dtype, minval, maxval)
def randint(key, shape, minval, maxval, dtype=onp.int64):
"""Sample uniform random values in [minval, maxval) with given shape/dtype.
Args:
key: a PRNGKey used as the random key.
shape: a tuple of nonnegative integers representing the shape.
minval: int or array of ints broadcast-compatible with ``shape``, a minimum
(inclusive) value for the range.
maxval: int or array of ints broadcast-compatible with ``shape``, a maximum
(exclusive) value for the range.
dtype: optional, an int dtype for the returned values (default int64 if
jax_enable_x64 is true, otherwise int32).
Returns:
A random array with the specified shape and dtype.
"""
dtype = dtypes.canonicalize_dtype(dtype)
shape = abstract_arrays.canonicalize_shape(shape)
return _randint(key, shape, minval, maxval, dtype)
def t(key, df, shape=(), dtype=onp.float64):
"""Sample Student's t random values with given shape and float dtype.
Args:
key: a PRNGKey used as the random key.
df: a float or array of floats broadcast-compatible with ``shape``
representing the parameter of the distribution.
shape: optional, a tuple of nonnegative integers specifying the result
shape. Must be broadcast-compatible with ``df``. The default (None)
produces a result shape equal to ``df.shape``.
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified dtype and with shape given by ``shape`` if
``shape`` is not None, or else by ``df.shape``.
"""
dtype = dtypes.canonicalize_dtype(dtype)
shape = abstract_arrays.canonicalize_shape(shape)
return _t(key, df, shape, dtype)
def poisson(key, lam, shape=(), dtype=np.int64):
"""Sample Poisson random values with given shape and integer dtype.
Args:
key: a PRNGKey used as the random key.
lam: rate parameter (mean of the distribution), must be >= 0.
shape: optional, a tuple of nonnegative integers representing the result
shape. Default ().
dtype: optional, a integer dtype for the returned values (default int64 if
jax_enable_x64 is true, otherwise int32).
Returns:
A random array with the specified shape and dtype.
"""
dtype = dtypes.canonicalize_dtype(dtype)
shape = abstract_arrays.canonicalize_shape(shape)
if np.shape(lam) != shape:
lam = jnp.broadcast_to(lam, shape)
lam = lam.astype(np.float32)
return _poisson(key, lam, shape, dtype)
def dirichlet(key, alpha, shape=None, dtype=onp.float64):
"""Sample Dirichlet random values with given shape and float dtype.
Args:
key: a PRNGKey used as the random key.
alpha: an array of shape ``(..., n)`` used as the concentration
parameter of the random variables.
shape: optional, a tuple of nonnegative integers specifying the result
batch shape; that is, the prefix of the result shape excluding the last
element of value ``n``. Must be broadcast-compatible with
``alpha.shape[:-1]``. The default (None) produces a result shape equal to
``alpha.shape``.
dtype: optional, a float dtype for the returned values (default float64 if
jax_enable_x64 is true, otherwise float32).
Returns:
A random array with the specified dtype and shape given by
``shape + (alpha.shape[-1],)`` if ``shape`` is not None, or else
``alpha.shape``.
"""
dtype = dtypes.canonicalize_dtype(dtype)
if shape is not None:
shape = abstract_arrays.canonicalize_shape(shape)
return _dirichlet(key, alpha, shape, dtype)