def _test(self, x, s):
xtf = tf.constant(x)
val_true = stats.lognorm.logpdf(x, s)
with self.test_session():
self.assertAllClose(lognorm.logpdf(xtf, s).eval(), val_true)
self.assertAllClose(
lognorm.logpdf(xtf, tf.constant(s)).eval(), val_true)
def log_prob(self, xs, zs):
"""Return scalar, the log joint density log p(xs, zs)."""
if self.prior == 'Lognormal':
log_prior = tf.reduce_sum(lognorm.logpdf(zs['z'], self.prior_std))
elif self.prior == 'Gaussian':
log_prior = tf.reduce_sum(norm.logpdf(zs['z'], 0.0,
self.prior_std))
else:
raise NotImplementedError("prior not available.")
s = tf.reshape(zs['z'][:self.n_rows * self.K], [self.n_rows, self.K])
t = tf.reshape(zs['z'][self.n_cols * self.K:], [self.n_cols, self.K])
xp = tf.matmul(s, t, transpose_b=True)
if self.interaction == 'multiplicative':
xp = tf.exp(xp)
elif self.interaction != 'additive':
raise NotImplementedError("interaction type unknown.")
if self.like == 'Gaussian':
log_lik = tf.reduce_sum(norm.logpdf(xs['x'], xp, 1.0))
elif self.like == 'Poisson':
if not (self.interaction == "additive"
or self.prior == "Lognormal"):
raise NotImplementedError(
"Rate of Poisson has to be nonnegatve.")
log_lik = tf.reduce_sum(poisson.logpmf(xs['x'], xp))
else:
raise NotImplementedError("likelihood not available.")
return log_lik + log_prior
def log_prob(self, xs, zs):
"""Return scalar, the log joint density log p(xs, zs)."""
if self.prior == 'Lognormal':
log_prior = tf.reduce_sum(lognorm.logpdf(zs['z'], self.prior_std))
elif self.prior == 'Gaussian':
log_prior = tf.reduce_sum(norm.logpdf(zs['z'], 0.0,
self.prior_std))
else:
raise NotImplementedError("prior not available.")
z = tf.reshape(zs['z'], [self.N, self.K])
if self.dist == 'euclidean':
xp = tf.matmul(tf.ones([1, self.N]),
tf.reduce_sum(z * z, 1, keep_dims=True))
xp = xp + tf.transpose(xp) - 2 * tf.matmul(z, z, transpose_b=True)
xp = 1.0 / xp
elif self.dist == 'cosine':
xp = tf.matmul(z, z, transpose_b=True)
if self.like == 'Gaussian':
log_lik = tf.reduce_sum(norm.logpdf(xs['x'], xp, 1.0))
elif self.like == 'Poisson':
if not (self.dist == 'euclidean' or self.prior == "Lognormal"):
raise NotImplementedError(
"Rate of Poisson has to be nonnegatve.")
log_lik = tf.reduce_sum(poisson.logpmf(xs['x'], xp))
else:
raise NotImplementedError("likelihood not available.")
return log_lik + log_prior
def log_prob(self, xs, zs):
"""Return scalar, the log joint density log p(xs, zs)."""
if self.prior == 'Lognormal':
log_prior = tf.reduce_sum(lognorm.logpdf(zs['z'], self.prior_std))
elif self.prior == 'Gaussian':
log_prior = tf.reduce_sum(norm.logpdf(zs['z'], 0.0, self.prior_std))
else:
raise NotImplementedError("prior not available.")
s = tf.reshape(zs['z'][:self.n_rows * self.K], [self.n_rows, self.K])
t = tf.reshape(zs['z'][self.n_cols * self.K:], [self.n_cols, self.K])
xp = tf.matmul(s, t, transpose_b=True)
if self.interaction == 'multiplicative':
xp = tf.exp(xp)
elif self.interaction != 'additive':
raise NotImplementedError("interaction type unknown.")
if self.like == 'Gaussian':
log_lik = tf.reduce_sum(norm.logpdf(xs['x'], xp, 1.0))
elif self.like == 'Poisson':
if not (self.interaction == "additive" or self.prior == "Lognormal"):
raise NotImplementedError("Rate of Poisson has to be nonnegatve.")
log_lik = tf.reduce_sum(poisson.logpmf(xs['x'], xp))
else:
raise NotImplementedError("likelihood not available.")
return log_lik + log_prior
def log_prob(self, xs, zs):
"""Return scalar, the log joint density log p(xs, zs)."""
if self.prior == 'Lognormal':
log_prior = tf.reduce_sum(lognorm.logpdf(zs['z'], self.prior_std))
elif self.prior == 'Gaussian':
log_prior = tf.reduce_sum(norm.logpdf(zs['z'], 0.0, self.prior_std))
else:
raise NotImplementedError("prior not available.")
z = tf.reshape(zs['z'], [self.N, self.K])
if self.dist == 'euclidean':
xp = tf.tile(tf.reduce_sum(tf.pow(z, 2), 1, keep_dims=True), [1, self.N])
xp = xp + tf.transpose(xp) - 2 * tf.matmul(z, z, transpose_b=True)
xp = 1.0 / tf.sqrt(xp + tf.diag(tf.zeros(self.N) + 1e3))
elif self.dist == 'cosine':
xp = tf.matmul(z, z, transpose_b=True)
if self.like == 'Gaussian':
log_lik = tf.reduce_sum(norm.logpdf(xs['x'], xp, 1.0))
elif self.like == 'Poisson':
if not (self.dist == 'euclidean' or self.prior == "Lognormal"):
raise NotImplementedError("Rate of Poisson has to be nonnegatve.")
log_lik = tf.reduce_sum(poisson.logpmf(xs['x'], xp))
else:
raise NotImplementedError("likelihood not available.")
return log_lik + log_prior
def _test(self, x, s):
xtf = tf.constant(x)
val_true = stats.lognorm.logpdf(x, s)
with self.test_session():
self.assertAllClose(lognorm.logpdf(xtf, s).eval(), val_true)
self.assertAllClose(lognorm.logpdf(xtf, tf.constant(s)).eval(), val_true)
def _test(self, x, s):
val_true = stats.lognorm.logpdf(x, s)
with self.test_session():
self.assertAllClose(lognorm.logpdf(x, s=s).eval(), val_true)
def _test(x, s):
xtf = tf.constant(x)
val_true = stats.lognorm.logpdf(x, s)
_assert_eq(lognorm.logpdf(xtf, s), val_true)
_assert_eq(lognorm.logpdf(xtf, tf.constant(s)), val_true)
_assert_eq(lognorm.logpdf(xtf, tf.constant([s])), val_true)
def _test_logpdf(x, s=1):
xtf = tf.constant(x)
val_true = stats.lognorm.logpdf(x, s)
_assert_eq(lognorm.logpdf(xtf, s), val_true)
_assert_eq(lognorm.logpdf(xtf, tf.constant(s)), val_true)
_assert_eq(lognorm.logpdf(xtf, tf.constant([s])), val_true)