Esempio n. 1
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class Beta(Distribution):
    r"""
    Beta distribution parameterized by `concentration1` and `concentration0`.

    Example::

        >>> m = Beta(torch.Tensor([0.5]), torch.Tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration concentration1 and concentration0
         0.1046
        [torch.FloatTensor of size 1]

    Args:
        concentration1 (float or Tensor or Variable): 1st concentration parameter of the distribution
            (often referred to as alpha)
        concentration0 (float or Tensor or Variable): 2nd concentration parameter of the distribution
            (often referred to as beta)
    """
    params = {'concentration1': constraints.positive, 'concentration0': constraints.positive}
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, concentration1, concentration0):
        if isinstance(concentration1, Number) and isinstance(concentration0, Number):
            concentration1_concentration0 = torch.Tensor([concentration1, concentration0])
        else:
            concentration1, concentration0 = broadcast_all(concentration1, concentration0)
            concentration1_concentration0 = torch.stack([concentration1, concentration0], -1)
        self._dirichlet = Dirichlet(concentration1_concentration0)
        super(Beta, self).__init__(self._dirichlet._batch_shape)

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.concentration.new([value])
        return value

    def log_prob(self, value):
        self._validate_log_prob_arg(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def concentration1(self):
        result = self._dirichlet.concentration[..., 0]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result

    @property
    def concentration0(self):
        result = self._dirichlet.concentration[..., 1]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result
Esempio n. 2
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class Beta(Distribution):
    r"""
    Creates a Beta distribution parameterized by concentration `alpha` and `beta`.

    Example::

        >>> m = Beta(torch.Tensor([0.5]), torch.Tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration alpha and beta
         0.1046
        [torch.FloatTensor of size 1]

    Args:
        alpha (float or Tensor or Variable): 1st concentration parameter of the distribution
        beta (float or Tensor or Variable): 2nd concentration parameter of the distribution
    """
    params = {'alpha': constraints.positive, 'beta': constraints.positive}
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, alpha, beta):
        if isinstance(alpha, Number) and isinstance(beta, Number):
            alpha_beta = torch.Tensor([alpha, beta])
        else:
            alpha, beta = broadcast_all(alpha, beta)
            alpha_beta = torch.stack([alpha, beta], -1)
        self._dirichlet = Dirichlet(alpha_beta)
        super(Beta, self).__init__(self._dirichlet._batch_shape)

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.alpha.new([value])
        return value

    def log_prob(self, value):
        self._validate_log_prob_arg(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def alpha(self):
        result = self._dirichlet.alpha[..., 0]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result

    @property
    def beta(self):
        result = self._dirichlet.alpha[..., 1]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result
Esempio n. 3
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class Beta(Distribution):
    r"""
    Creates a Beta distribution parameterized by concentration `alpha` and `beta`.

    Example::

        >>> m = Beta(torch.Tensor([0.5]), torch.Tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentrarion alpha
         0.1046
        [torch.FloatTensor of size 2]

    Args:
        alpha (Tensor or Variable): concentration parameter of the distribution
    """
    params = {'alpha': constraints.positive, 'beta': constraints.positive}
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, alpha, beta):
        if isinstance(alpha, Number) and isinstance(beta, Number):
            alpha_beta = torch.Tensor([alpha, beta])
        else:
            alpha, beta = broadcast_all(alpha, beta)
            alpha_beta = torch.stack([alpha, beta], -1)
        self._dirichlet = Dirichlet(alpha_beta)
        super(Beta, self).__init__(self._dirichlet._batch_shape)

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.alpha.new([value])
        return value

    def log_prob(self, value):
        self._validate_log_prob_arg(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()
Esempio n. 4
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class Beta(Distribution):
    r"""
    Creates a Beta distribution parameterized by concentration `alpha` and `beta`.

    Example::

        >>> m = Beta(torch.Tensor([0.5]), torch.Tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentrarion alpha
         0.1046
        [torch.FloatTensor of size 2]

    Args:
        alpha (Tensor or Variable): concentration parameter of the distribution
    """
    has_rsample = True

    def __init__(self, alpha, beta):
        if isinstance(alpha, Number) and isinstance(beta, Number):
            alpha_beta = torch.Tensor([alpha, beta])
        else:
            alpha, beta = broadcast_all(alpha, beta)
            alpha_beta = torch.stack([alpha, beta], -1)
        self._dirichlet = Dirichlet(alpha_beta)
        super(Beta, self).__init__(self._dirichlet._batch_shape)

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.alpha.new([value])
        return value

    def log_prob(self, value):
        self._validate_log_prob_arg(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()
Esempio n. 5
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class Beta(ExponentialFamily):
    r"""
    Beta distribution parameterized by `concentration1` and `concentration0`.

    Example::

        >>> m = Beta(torch.tensor([0.5]), torch.tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration concentration1 and concentration0
         0.1046
        [torch.FloatTensor of size 1]

    Args:
        concentration1 (float or Tensor): 1st concentration parameter of the distribution
            (often referred to as alpha)
        concentration0 (float or Tensor): 2nd concentration parameter of the distribution
            (often referred to as beta)
    """
    arg_constraints = {
        'concentration1': constraints.positive,
        'concentration0': constraints.positive
    }
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, concentration1, concentration0, validate_args=None):
        if isinstance(concentration1, Number) and isinstance(
                concentration0, Number):
            concentration1_concentration0 = torch.tensor(
                [float(concentration1),
                 float(concentration0)])
        else:
            concentration1, concentration0 = broadcast_all(
                concentration1, concentration0)
            concentration1_concentration0 = torch.stack(
                [concentration1, concentration0], -1)
        self._dirichlet = Dirichlet(concentration1_concentration0)
        super(Beta, self).__init__(self._dirichlet._batch_shape,
                                   validate_args=validate_args)

    @property
    def mean(self):
        return self.concentration1 / (self.concentration1 +
                                      self.concentration0)

    @property
    def variance(self):
        total = self.concentration1 + self.concentration0
        return (self.concentration1 * self.concentration0 / (total.pow(2) *
                                                             (total + 1)))

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.concentration.new_tensor(value)
        return value

    def log_prob(self, value):
        if self._validate_args:
            self._validate_sample(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def concentration1(self):
        result = self._dirichlet.concentration[..., 0]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result

    @property
    def concentration0(self):
        result = self._dirichlet.concentration[..., 1]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result

    @property
    def _natural_params(self):
        return (self.concentration1, self.concentration0)

    def _log_normalizer(self, x, y):
        return torch.lgamma(x) + torch.lgamma(y) - torch.lgamma(x + y)
Esempio n. 6
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class Beta(ExponentialFamily):
    r"""
    Beta distribution parameterized by `concentration1` and `concentration0`.

    Example::

        >>> m = Beta(torch.tensor([0.5]), torch.tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration concentration1 and concentration0
        tensor([ 0.1046])

    Args:
        concentration1 (float or Tensor): 1st concentration parameter of the distribution
            (often referred to as alpha)
        concentration0 (float or Tensor): 2nd concentration parameter of the distribution
            (often referred to as beta)
    """
    arg_constraints = {'concentration1': constraints.positive, 'concentration0': constraints.positive}
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, concentration1, concentration0, validate_args=None):
        if isinstance(concentration1, Number) and isinstance(concentration0, Number):
            concentration1_concentration0 = torch.tensor([float(concentration1), float(concentration0)])
        else:
            concentration1, concentration0 = broadcast_all(concentration1, concentration0)
            concentration1_concentration0 = torch.stack([concentration1, concentration0], -1)
        self._dirichlet = Dirichlet(concentration1_concentration0)
        super(Beta, self).__init__(self._dirichlet._batch_shape, validate_args=validate_args)

    @property
    def mean(self):
        return self.concentration1 / (self.concentration1 + self.concentration0)

    @property
    def variance(self):
        total = self.concentration1 + self.concentration0
        return (self.concentration1 * self.concentration0 /
                (total.pow(2) * (total + 1)))

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.concentration.new_tensor(value)
        return value

    def log_prob(self, value):
        if self._validate_args:
            self._validate_sample(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def concentration1(self):
        result = self._dirichlet.concentration[..., 0]
        if isinstance(result, Number):
            return torch.tensor([result])
        else:
            return result

    @property
    def concentration0(self):
        result = self._dirichlet.concentration[..., 1]
        if isinstance(result, Number):
            return torch.tensor([result])
        else:
            return result

    @property
    def _natural_params(self):
        return (self.concentration1, self.concentration0)

    def _log_normalizer(self, x, y):
        return torch.lgamma(x) + torch.lgamma(y) - torch.lgamma(x + y)
Esempio n. 7
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class Beta(Distribution):
    r"""
    Beta distribution parameterized by `concentration1` and `concentration0`.

    Example::

        >>> m = Beta(torch.Tensor([0.5]), torch.Tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration concentration1 and concentration0
         0.1046
        [torch.FloatTensor of size 1]

    Args:
        concentration1 (float or Tensor or Variable): 1st concentration parameter of the distribution
            (often referred to as alpha)
        concentration0 (float or Tensor or Variable): 2nd concentration parameter of the distribution
            (often referred to as beta)
    """
    params = {'concentration1': constraints.positive, 'concentration0': constraints.positive}
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, concentration1, concentration0):
        if isinstance(concentration1, Number) and isinstance(concentration0, Number):
            concentration1_concentration0 = variable([concentration1, concentration0])
        else:
            concentration1, concentration0 = broadcast_all(concentration1, concentration0)
            concentration1_concentration0 = torch.stack([concentration1, concentration0], -1)
        self._dirichlet = Dirichlet(concentration1_concentration0)
        super(Beta, self).__init__(self._dirichlet._batch_shape)

    @property
    def mean(self):
        return self.concentration1 / (self.concentration1 + self.concentration0)

    @property
    def variance(self):
        total = self.concentration1 + self.concentration0
        return (self.concentration1 * self.concentration0 /
                (total.pow(2) * (total + 1)))

    def rsample(self, sample_shape=()):
        value = self._dirichlet.rsample(sample_shape).select(-1, 0)
        if isinstance(value, Number):
            value = self._dirichlet.concentration.new([value])
        return value

    def log_prob(self, value):
        self._validate_log_prob_arg(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def concentration1(self):
        result = self._dirichlet.concentration[..., 0]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result

    @property
    def concentration0(self):
        result = self._dirichlet.concentration[..., 1]
        if isinstance(result, Number):
            return torch.Tensor([result])
        else:
            return result
Esempio n. 8
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class Beta(ExponentialFamily):
    r"""
    Beta distribution parameterized by :attr:`concentration1` and :attr:`concentration0`.

    Example::

        >>> # xdoctest: +IGNORE_WANT("non-deterinistic")
        >>> m = Beta(torch.tensor([0.5]), torch.tensor([0.5]))
        >>> m.sample()  # Beta distributed with concentration concentration1 and concentration0
        tensor([ 0.1046])

    Args:
        concentration1 (float or Tensor): 1st concentration parameter of the distribution
            (often referred to as alpha)
        concentration0 (float or Tensor): 2nd concentration parameter of the distribution
            (often referred to as beta)
    """
    arg_constraints = {
        'concentration1': constraints.positive,
        'concentration0': constraints.positive
    }
    support = constraints.unit_interval
    has_rsample = True

    def __init__(self, concentration1, concentration0, validate_args=None):
        if isinstance(concentration1, Real) and isinstance(
                concentration0, Real):
            concentration1_concentration0 = torch.tensor(
                [float(concentration1),
                 float(concentration0)])
        else:
            concentration1, concentration0 = broadcast_all(
                concentration1, concentration0)
            concentration1_concentration0 = torch.stack(
                [concentration1, concentration0], -1)
        self._dirichlet = Dirichlet(concentration1_concentration0,
                                    validate_args=validate_args)
        super(Beta, self).__init__(self._dirichlet._batch_shape,
                                   validate_args=validate_args)

    def expand(self, batch_shape, _instance=None):
        new = self._get_checked_instance(Beta, _instance)
        batch_shape = torch.Size(batch_shape)
        new._dirichlet = self._dirichlet.expand(batch_shape)
        super(Beta, new).__init__(batch_shape, validate_args=False)
        new._validate_args = self._validate_args
        return new

    @property
    def mean(self):
        return self.concentration1 / (self.concentration1 +
                                      self.concentration0)

    @property
    def mode(self):
        return self._dirichlet.mode[..., 0]

    @property
    def variance(self):
        total = self.concentration1 + self.concentration0
        return (self.concentration1 * self.concentration0 / (total.pow(2) *
                                                             (total + 1)))

    def rsample(self, sample_shape=()):
        return self._dirichlet.rsample(sample_shape).select(-1, 0)

    def log_prob(self, value):
        if self._validate_args:
            self._validate_sample(value)
        heads_tails = torch.stack([value, 1.0 - value], -1)
        return self._dirichlet.log_prob(heads_tails)

    def entropy(self):
        return self._dirichlet.entropy()

    @property
    def concentration1(self):
        result = self._dirichlet.concentration[..., 0]
        if isinstance(result, Number):
            return torch.tensor([result])
        else:
            return result

    @property
    def concentration0(self):
        result = self._dirichlet.concentration[..., 1]
        if isinstance(result, Number):
            return torch.tensor([result])
        else:
            return result

    @property
    def _natural_params(self):
        return (self.concentration1, self.concentration0)

    def _log_normalizer(self, x, y):
        return torch.lgamma(x) + torch.lgamma(y) - torch.lgamma(x + y)