Example #1
0
  def _sample_n(self, n, seed=None):
    gamma1_seed, gamma2_seed, binomial_seed = samplers.split_seed(
        seed, n=3, salt='beta_binomial')

    total_count, concentration1, concentration0 = self._params_list_as_tensors()
    batch_shape = self._batch_shape_tensor(total_count=total_count,
                                           concentration1=concentration1,
                                           concentration0=concentration0)

    expanded_concentration1 = tf.broadcast_to(concentration1, batch_shape)
    expanded_concentration0 = tf.broadcast_to(concentration0, batch_shape)
    # probs = g1 / (g1 + g2)
    # logits = log(probs) - log(1 - probs)
    #        = log(g1 / (g1 + g2)) - log(1 - g1 / (g1 + g2))
    #        = log(g1) - log(g1 + g2) - log(((g1 + g2) - g1) / (g1 + g2))
    #        = log(g1) - log(g1 + g2) - (log(g1 + g2 - g1) - log(g1 + g2))
    #        = log(g1) - log(g1 + g2) - log(g2) + log(g1 + g2))
    #        = log(g1) - log(g2)
    log_gamma1 = gamma_lib.random_gamma(
        shape=[n], concentration=expanded_concentration1, seed=gamma1_seed,
        log_space=True)
    log_gamma2 = gamma_lib.random_gamma(
        shape=[n], concentration=expanded_concentration0, seed=gamma2_seed,
        log_space=True)
    return binomial.Binomial(
        total_count, logits=log_gamma1 - log_gamma2,
        validate_args=self.validate_args).sample(seed=binomial_seed)
Example #2
0
 def fn(i, num_trials, consumed_prob, accum):
   """Sample the counts for one class using binomial."""
   probs_here = tf.gather(probs, i, axis=-1)
   binomial_probs = tf.clip_by_value(probs_here / (1. - consumed_prob), 0, 1)
   seed_here = tf.gather(seeds, i, axis=0)
   binom = binomial.Binomial(total_count=num_trials, probs=binomial_probs)
   # Not passing `num_samples` to `binom.sample`, as it's is already in
   # `num_trials.shape`.
   sample = binom.sample(seed=seed_here)
   accum = accum.write(i, tf.cast(sample, dtype=dtype))
   return i + 1, num_trials - sample, consumed_prob + probs_here, accum
    def _sample_n(self, n, seed=None):
        seed_stream = SeedStream(seed, 'beta_binomial')

        total_count, concentration1, concentration0 = self._params_list_as_tensors(
        )

        batch_shape_tensor = self.batch_shape_tensor()
        probs = beta.Beta(tf.broadcast_to(concentration1, batch_shape_tensor),
                          concentration0,
                          validate_args=self.validate_args).sample(
                              n, seed=seed_stream())
        return binomial.Binomial(
            total_count, probs=probs,
            validate_args=self.validate_args).sample(seed=seed_stream())
Example #4
0
    def _sample_n(self, n, seed=None):
        beta_seed, binomial_seed = samplers.split_seed(seed,
                                                       salt='beta_binomial')

        params = self._params_list_as_tensors()
        batch_shape = self._batch_shape_tensor(params=params)
        total_count, concentration1, concentration0 = params

        probs = beta.Beta(tf.broadcast_to(concentration1, batch_shape),
                          concentration0,
                          validate_args=self.validate_args).sample(
                              n, seed=beta_seed)
        return binomial.Binomial(
            total_count, probs=probs,
            validate_args=self.validate_args).sample(seed=binomial_seed)