def __init__(self, distribution, flow):
"""
Construct a new :class:`FlowDistribution` from the given `distribution`.
Args:
distribution (Distribution): The distribution to transform from.
It must be continuous,
flow (Flow): A normalizing flow to transform the `distribution`.
"""
if not isinstance(flow, Flow):
raise TypeError('`flow` is not an instance of `tfsnippet.flows.'
'Flow`: {!r}'.format(flow))
distribution = as_distribution(distribution)
if not distribution.is_continuous:
raise ValueError('{!r} cannot be transformed by a flow, because '
'it is not continuous.'.format(distribution))
if not distribution.dtype.is_floating:
raise ValueError(
'{!r} cannot be transformed by a flow, because '
'its data type is not float.'.format(distribution))
self._flow = flow
self._distribution = distribution
def add(self, name, distribution, n_samples=None, group_ndims=0,
is_reparameterized=None, flow=None):
"""
Add a stochastic node to the network.
A :class:`StochasticTensor` will be created for this node.
If `name` exists in `observed` dict, its value will be used as the
observation of this node. Otherwise samples will be taken from
`distribution`.
Args:
name (str): Name of the stochastic node.
distribution (Distribution or zhusuan.distributions.Distribution):
Distribution where the samples should be taken from.
n_samples (int or tf.Tensor): Number of samples to take.
If specified, `n_samples` will be taken, with a dedicated
sampling dimension ``[n_samples]`` at the front.
If not specified, just one sample will be taken, without the
dedicated dimension.
group_ndims (int or tf.Tensor): Number of dimensions at the end of
``[n_samples] + batch_shape`` to be considered as events group.
(default 0)
is_reparameterized: Whether or not the re-parameterization trick
should be applied? (default :obj:`None`, following the setting
of `distribution`)
flow (BaseFlow): If specified, transform `distribution` by `flow`.
Returns:
StochasticTensor: The sampled stochastic tensor.
Raises:
TypeError: If `name` is not a str, or `distribution` is a
:class:`TransformedDistribution`.
KeyError: If :class:`StochasticTensor` with `name` already exists.
ValueError: If `transform` cannot be applied.
See Also:
:meth:`tfsnippet.distributions.Distribution.sample`
"""
if not isinstance(name, six.string_types):
raise TypeError('`name` must be a str')
if name in self._stochastic_tensors:
raise KeyError('StochasticTensor with name {!r} already exists in '
'the BayesianNet. Names must be unique.'.
format(name))
if flow is not None and name in self._observed and \
not flow.explicitly_invertible:
raise TypeError('The observed variable {!r} expects `flow` to be '
'explicitly invertible, but it is not: {!r}.'.
format(name, flow))
distribution = as_distribution(distribution)
if flow is not None:
distribution = FlowDistribution(distribution, flow)
if name in self._observed:
t = StochasticTensor(
distribution=distribution,
tensor=self._observed[name],
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
else:
t = distribution.sample(
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
assert(isinstance(t, StochasticTensor))
self._stochastic_tensors[name] = t
return t
def add(self,
name,
distribution,
n_samples=None,
group_ndims=0,
is_reparameterized=None):
"""
Add a stochastic node to the network.
A :class:`StochasticTensor` will be created for this node.
If `name` exists in `observed` dict, its value will be used as the
observation of this node. Otherwise samples will be taken from
`distribution`.
Args:
name (str): Name of the stochastic node.
distribution (Distribution or zhusuan.distributions.Distribution):
Distribution where the samples should be taken from.
n_samples (int or tf.Tensor): Number of samples to take.
If specified, `n_samples` will be taken, with a dedicated
sampling dimension ``[n_samples]`` at the front.
If not specified, just one sample will be taken, without the
dedicated dimension.
group_ndims (int or tf.Tensor): Number of dimensions at the end of
``[n_samples] + batch_shape`` to be considered as events group.
(default 0)
is_reparameterized: If observation is not given for `name`, this
argument will be used to determine whether or not
re-parameterization trick should be applied when taking
samples from `distribution` (if not specified, use
`distribution.is_reparameterized`).
If observation is given for `name`, and this argument is
set to :obj:`True`, it will be used to validate the observation.
If this argument is set to :obj:`False`, `tf.stop_gradient`
will be applied on the observation.
Returns:
StochasticTensor: The sampled stochastic tensor.
Raises:
TypeError: If `name` is not a str, or `distribution` is a
:class:`TransformedDistribution`.
KeyError: If :class:`StochasticTensor` with `name` already exists.
ValueError: If `transform` cannot be applied,
or `is_reparameterized = True`, but the observation is not
re-parameterized.
See Also:
:meth:`tfsnippet.distributions.Distribution.sample`
"""
if not isinstance(name, six.string_types):
raise TypeError('`name` must be a str')
if name in self._stochastic_tensors:
raise KeyError(
'StochasticTensor with name {!r} already exists in '
'the BayesianNet. Names must be unique.'.format(name))
distribution = as_distribution(distribution)
if name in self._observed:
ob_tensor = self._observed[name]
if isinstance(ob_tensor, StochasticTensor):
if is_reparameterized and not ob_tensor.is_reparameterized:
raise ValueError(
'`is_reparameterized` is True, but the observation '
'for `{}` is not re-parameterized: {}'.format(
name, ob_tensor))
if is_reparameterized is None:
is_reparameterized = ob_tensor.is_reparameterized
if not is_reparameterized:
ob_tensor = tf.stop_gradient(ob_tensor)
t = StochasticTensor(
distribution=distribution,
tensor=ob_tensor,
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
else:
t = distribution.sample(
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
assert (isinstance(t, StochasticTensor))
self._stochastic_tensors[name] = t
return t
def test_type_error(self):
with pytest.raises(TypeError,
match='Type `int` cannot be casted into `tfsnippet.'
'distributions.Distribution`'):
_ = as_distribution(1)
def test_zs_distribution(self):
normal = zd.Normal(mean=0., std=1.)
distrib = as_distribution(normal)
self.assertIsInstance(distrib, Distribution)
self.assertIsInstance(distrib, ZhuSuanDistribution)
self.assertIs(distrib._distribution, normal)
def test_distribution(self):
d = Distribution()
distrib = as_distribution(d)
self.assertIs(distrib, d)
def add(self,
name,
distribution,
n_samples=None,
group_ndims=0,
is_reparameterized=None,
transform=None):
"""
Add a stochastic node to the network.
A :class:`StochasticTensor` will be created for this node.
If `name` exists in `observed` dict, its value will be used as the
observation of this node. Otherwise samples will be taken from
`distribution`.
Args:
name (str): Name of the stochastic node.
distribution (Distribution or zhusuan.distributions.Distribution):
Distribution where the samples should be taken from.
n_samples (int or tf.Tensor): Number of samples to take.
If specified, `n_samples` will be taken, with a dedicated
sampling dimension ``[n_samples]`` at the front.
If not specified, just one sample will be taken, without the
dedicated dimension.
group_ndims (int or tf.Tensor): Number of dimensions at the end of
``[n_samples] + batch_shape`` to be considered as events group.
(default 0)
is_reparameterized: Whether or not the re-parameterization trick
should be applied? (default :obj:`None`, following the setting
of `distribution`)
transform ((Tensor, Tensor) -> (tf.Tensor, tf.Tensor)):
The function to transform (x, log_p) to (x', log_p').
If specified, a :class:`StochasticTensor` will be sampled,
then transformed, then wrapped by a :class:`StochasticTensor`
with :class:`TransformedDistribution`.
Returns:
StochasticTensor: The sampled stochastic tensor.
Raises:
TypeError: If `name` is not a str, or `distribution` is a
:class:`TransformedDistribution`.
KeyError: If :class:`StochasticTensor` with `name` already exists.
ValueError: If `transform` cannot be applied.
See Also:
:meth:`tfsnippet.distributions.Distribution.sample`
"""
if not isinstance(name, six.string_types):
raise TypeError('`name` must be a str')
if name in self._stochastic_tensors:
raise KeyError(
'StochasticTensor with name {!r} already exists in '
'the BayesianNet. Names must be unique.'.format(name))
if isinstance(distribution, TransformedDistribution):
raise TypeError('Cannot add `TransformedDistribution`.')
if transform is not None and \
(not distribution.is_continuous or
not distribution.is_reparameterized or
is_reparameterized is False):
raise ValueError('`transform` can only be applied on continuous, '
're-parameterized variables.')
if transform is not None and name in self._observed:
raise ValueError('`observed` variable cannot be transformed.')
distribution = as_distribution(distribution)
if name in self._observed:
t = StochasticTensor(
distribution=distribution,
tensor=self._observed[name],
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
else:
t = distribution.sample(
n_samples=n_samples,
group_ndims=group_ndims,
is_reparameterized=is_reparameterized,
)
assert (isinstance(t, StochasticTensor))
# do transformation
if transform is not None:
t_log_p = t.log_prob()
ft, ft_log_p = transform(t, t_log_p)
ft = tf.convert_to_tensor(ft)
ft_log_p = tf.convert_to_tensor(ft_log_p)
if not ft.dtype.is_floating:
raise ValueError('The transformed samples must be '
'continuous: got {!r}'.format(ft))
t = StochasticTensor(distribution=TransformedDistribution(
origin=t,
transformed=ft,
transformed_log_p=ft_log_p,
is_reparameterized=t.is_reparameterized,
is_continuous=True),
tensor=ft,
n_samples=t.n_samples,
group_ndims=t.group_ndims,
is_reparameterized=t.is_reparameterized)
self._stochastic_tensors[name] = t
return t
def test_distribution(self):
d = Normal(mean=0., std=1.)
distrib = as_distribution(d)
self.assertIs(distrib, d)
