def test_reshape_batch(Dist, batch_shape, duration, dim):
d = random_dist(Dist, batch_shape + (duration, dim))
d = d.to_event(2 - d.event_dim)
assert d.batch_shape == batch_shape
assert d.event_shape == (duration, dim)
actual = reshape_batch(d, batch_shape + (1, ))
assert type(actual) is type(d)
assert actual.batch_shape == batch_shape + (1, )
assert actual.event_shape == (duration, dim)
def test_reshape_transform_batch(transform, batch_shape, duration, dim):
params = {p: torch.rand(batch_shape + (duration, dim))
for p in UNIVARIATE_TRANSFORMS[transform]}
t = transform(**params)
d = random_dist(dist.LinearHMM, batch_shape + (duration, dim), transform=t)
d = d.to_event(2 - d.event_dim)
assert d.batch_shape == batch_shape
assert d.event_shape == (duration, dim)
actual = reshape_batch(d, batch_shape + (1,))
assert type(actual) is type(d)
assert actual.batch_shape == batch_shape + (1,)
assert actual.event_shape == (duration, dim)
# test if we have reshape transforms correctly
assert actual.rsample().shape == actual.shape()
def __call__(self, name, fn, obs):
assert obs is None, "TransformReparam does not support observe statements"
event_dim = fn.event_dim
transform = self.transform
with ExitStack() as stack:
shift = max(0, transform.event_dim - event_dim)
if shift:
if not self.experimental_allow_batch:
raise ValueError(
"Cannot transform along batch dimension; try either"
"converting a batch dimension to an event dimension, or "
"setting experimental_allow_batch=True.")
# Reshape and mute plates using block_plate.
from pyro.contrib.forecast.util import (
reshape_batch,
reshape_transform_batch,
)
old_shape = fn.batch_shape
new_shape = old_shape[:-shift] + (
1, ) * shift + old_shape[-shift:]
fn = reshape_batch(fn, new_shape).to_event(shift)
transform = reshape_transform_batch(transform,
old_shape + fn.event_shape,
new_shape + fn.event_shape)
for dim in range(-shift, 0):
stack.enter_context(block_plate(dim=dim, strict=False))
# Draw noise from the base distribution.
transform = ComposeTransform(
[biject_to(fn.support).inv.with_cache(), self.transform])
x_trans = pyro.sample("{}_{}".format(name, self.suffix),
dist.TransformedDistribution(fn, transform))
# Differentiably transform.
x = transform.inv(x_trans) # should be free due to transform cache
if shift:
x = x.reshape(x.shape[:-2 * shift - event_dim] +
x.shape[-shift - event_dim:])
# Simulate a pyro.deterministic() site.
new_fn = dist.Delta(x, event_dim=event_dim)
return new_fn, x
def apply(self, msg):
name = msg["name"]
fn = msg["fn"]
value = msg["value"]
is_observed = msg["is_observed"]
event_dim = fn.event_dim
transform = self.transform
with ExitStack() as stack:
shift = max(0, transform.event_dim - event_dim)
if shift:
if not self.experimental_allow_batch:
raise ValueError(
"Cannot transform along batch dimension; try either"
"converting a batch dimension to an event dimension, or "
"setting experimental_allow_batch=True.")
# Reshape and mute plates using block_plate.
from pyro.contrib.forecast.util import (
reshape_batch,
reshape_transform_batch,
)
old_shape = fn.batch_shape
new_shape = old_shape[:-shift] + (
1, ) * shift + old_shape[-shift:]
fn = reshape_batch(fn, new_shape).to_event(shift)
transform = reshape_transform_batch(transform,
old_shape + fn.event_shape,
new_shape + fn.event_shape)
if value is not None:
value = value.reshape(value.shape[:-shift - event_dim] +
(1, ) * shift +
value.shape[-shift - event_dim:])
for dim in range(-shift, 0):
stack.enter_context(block_plate(dim=dim, strict=False))
# Differentiably invert transform.
transform = ComposeTransform(
[biject_to(fn.support).inv.with_cache(), self.transform])
value_trans = None
if value is not None:
value_trans = transform(value)
# Draw noise from the base distribution.
value_trans = pyro.sample(
f"{name}_{self.suffix}",
dist.TransformedDistribution(fn, transform),
obs=value_trans,
infer={"is_observed": is_observed},
)
# Differentiably transform. This should be free due to transform cache.
if value is None:
value = transform.inv(value_trans)
if shift:
value = value.reshape(value.shape[:-2 * shift - event_dim] +
value.shape[-shift - event_dim:])
# Simulate a pyro.deterministic() site.
new_fn = dist.Delta(value, event_dim=event_dim)
return {"fn": new_fn, "value": value, "is_observed": True}