def _logpmf(self, x, n, p):
x, n, p = _promote_dtypes(x, n, p)
combiln = gammaln(n + 1) - (gammaln(x + 1) + gammaln(n - x + 1))
if self.is_logits:
# TODO: move this implementation to PyTorch if it does not get non-continuous problem
# In PyTorch, k * logit - n * log1p(e^logit) get overflow when logit is a large
# positive number. In that case, we can reformulate into
# k * logit - n * log1p(e^logit) = k * logit - n * (log1p(e^-logit) + logit)
# = k * logit - n * logit - n * log1p(e^-logit)
# More context: https://github.com/pytorch/pytorch/pull/15962/
return combiln + x * p - (n * jnp.clip(p, 0) + xlog1py(n, jnp.exp(-jnp.abs(p))))
else:
return combiln + xlogy(x, p) + xlog1py(n - x, -p)
def log_prob(self, value):
log_factorial_n = gammaln(self.total_count + 1)
log_factorial_k = gammaln(value + 1)
log_factorial_nmk = gammaln(self.total_count - value + 1)
return (log_factorial_n - log_factorial_k - log_factorial_nmk +
xlogy(value, self.probs) +
xlog1py(self.total_count - value, -self.probs))
def binomial_lpmf(k, n, p):
# Credit to https://github.com/pyro-ppl/numpyro/blob/master/numpyro/distributions/discrete.py
log_factorial_n = gammaln(n + 1)
log_factorial_k = gammaln(k + 1)
log_factorial_nmk = gammaln(n - k + 1)
return (log_factorial_n - log_factorial_k - log_factorial_nmk +
xlogy(k, p) + xlog1py(n - k, -p))
def logpdf(self, k):
k = jnp.floor(k)
unnormalized = xlogy(k, self.p) + xlog1py(self.n - k, -self.p)
binomialcoeffln = gammaln(self.n + 1) - (
gammaln(k + 1) + gammaln(self.n - k + 1)
)
return unnormalized + binomialcoeffln
def log_prob(self, value):
log_factorial_n = gammaln(self.total_count + 1)
log_factorial_k = gammaln(value + 1)
log_factorial_nmk = gammaln(self.total_count - value + 1)
normalize_term = (self.total_count * np.clip(self.logits, 0) + xlog1py(
self.total_count, np.exp(-np.abs(self.logits))) - log_factorial_n)
return value * self.logits - log_factorial_k - log_factorial_nmk - normalize_term
def logpmf(k, p, loc=0):
k, p, loc = jnp._promote_args_inexact("geom.logpmf", k, p, loc)
zero = lax._const(k, 0)
one = lax._const(k, 1)
x = lax.sub(k, loc)
log_probs = xlog1py(lax.sub(x, one), -p) + lax.log(p)
return jnp.where(lax.le(x, zero), -jnp.inf, log_probs)
def logpmf(k, p, loc=0):
k, p, loc = jnp._promote_args_inexact("bernoulli.logpmf", k, p, loc)
zero = lax._const(k, 0)
one = lax._const(k, 1)
x = lax.sub(k, loc)
log_probs = xlogy(x, p) + xlog1py(lax.sub(one, x), -p)
return jnp.where(jnp.logical_or(lax.lt(x, zero), lax.gt(x, one)),
-jnp.inf, log_probs)
def logpdf(x, a, b, loc=0, scale=1):
x, a, b, loc, scale = _promote_args_inexact("beta.logpdf", x, a, b, loc,
scale)
one = lax._const(x, 1)
shape_term = lax.neg(betaln(a, b))
y = lax.div(lax.sub(x, loc), scale)
log_linear_term = lax.add(xlogy(lax.sub(a, one), y),
xlog1py(lax.sub(b, one), lax.neg(y)))
log_probs = lax.sub(lax.add(shape_term, log_linear_term), lax.log(scale))
return where(logical_or(lax.gt(x, lax.add(loc, scale)), lax.lt(x, loc)),
-inf, log_probs)
def testXlog1pyShouldReturnZero(self):
self.assertAllClose(lsp_special.xlog1py(0., -1.),
0.,
check_dtypes=False)
def logpdf(self, x):
return xlogy(x, self.p) + xlog1py(1 - x, -self.p)
def log_prob(self, value):
return xlogy(value, self.probs) + xlog1py(1 - value, -self.probs)
def log_prob(self, value):
ps_clamped = clamp_probs(self.probs)
return xlogy(value, ps_clamped) + xlog1py(1 - value, -ps_clamped)
def _logpmf(self, x, p):
if self.is_logits:
return -binary_cross_entropy_with_logits(p, x)
else:
# TODO: consider always clamp and convert probs to logits
return xlogy(x, p) + xlog1py(1 - x, -p)
def logpdf(self, x):
""" (TODO): Check that x belongs to support, return -infty otherwise
"""
return xlogy(x, self.p) + xlog1py(1 - x, -self.p)
