def __call__(cls, *args, **kwargs):
kwargs.update(zip(cls._ast_fields, args))
args = cls._fill_defaults(**kwargs)
args = numbers_to_tensors(*args)
# If value was explicitly specified, evaluate under current interpretation.
if 'value' in kwargs:
return super(DistributionMeta, cls).__call__(*args)
# Otherwise lazily construct a distribution instance.
# This makes it cheaper to construct observations in minipyro.
with interpretation(lazy):
return super(DistributionMeta, cls).__call__(*args)
def test_sequential_sum_product_adjoint(impl, sum_op, prod_op, batch_inputs,
state_domain, num_steps):
# test mostly copied from test_sum_product.py
inputs = OrderedDict(batch_inputs)
inputs.update(prev=state_domain, curr=state_domain)
inputs["time"] = bint(num_steps)
if state_domain.dtype == "real":
trans = random_gaussian(inputs)
else:
trans = random_tensor(inputs)
time = Variable("time", bint(num_steps))
with AdjointTape() as actual_tape:
actual = impl(sum_op, prod_op, trans, time, {"prev": "curr"})
expected_inputs = batch_inputs.copy()
expected_inputs.update(prev=state_domain, curr=state_domain)
assert dict(actual.inputs) == expected_inputs
# Check against contract.
operands = tuple(
trans(time=t, prev="t_{}".format(t), curr="t_{}".format(t + 1))
for t in range(num_steps))
reduce_vars = frozenset("t_{}".format(t) for t in range(1, num_steps))
with AdjointTape() as expected_tape:
with interpretation(reflect):
expected = sum_product(sum_op, prod_op, operands, reduce_vars)
expected = apply_optimizer(expected)
expected = expected(**{
"t_0": "prev",
"t_{}".format(num_steps): "curr"
})
expected = expected.align(tuple(actual.inputs.keys()))
# check forward pass (sanity check)
assert_close(actual, expected, rtol=5e-4 * num_steps)
# perform backward passes only after the sanity check
expected_bwds = expected_tape.adjoint(sum_op, prod_op, expected, operands)
actual_bwd = actual_tape.adjoint(sum_op, prod_op, actual, (trans, ))[trans]
# check backward pass
for t, operand in enumerate(operands):
actual_bwd_t = actual_bwd(time=t,
prev="t_{}".format(t),
curr="t_{}".format(t + 1))
expected_bwd = expected_bwds[operand].align(
tuple(actual_bwd_t.inputs.keys()))
check_funsor(actual_bwd_t, expected_bwd.inputs, expected_bwd.output)
assert_close(actual_bwd_t, expected_bwd, rtol=5e-4 * num_steps)
def main(args):
funsor.set_backend("torch")
# Define a basic model with a single Normal latent random variable `loc`
# and a batch of Normally distributed observations.
def model(data):
loc = pyro.sample("loc", dist.Normal(0., 1.))
with pyro.plate("data", len(data), dim=-1):
pyro.sample("obs", dist.Normal(loc, 1.), obs=data)
# Define a guide (i.e. variational distribution) with a Normal
# distribution over the latent random variable `loc`.
def guide(data):
guide_loc = pyro.param("guide_loc", torch.tensor(0.))
guide_scale = pyro.param("guide_scale", torch.tensor(1.),
constraint=constraints.positive)
pyro.sample("loc", dist.Normal(guide_loc, guide_scale))
# Generate some data.
torch.manual_seed(0)
data = torch.randn(100) + 3.0
# Because the API in minipyro matches that of Pyro proper,
# training code works with generic Pyro implementations.
with pyro_backend(args.backend), interpretation(MonteCarlo()):
# Construct an SVI object so we can do variational inference on our
# model/guide pair.
Elbo = infer.JitTrace_ELBO if args.jit else infer.Trace_ELBO
elbo = Elbo()
adam = optim.Adam({"lr": args.learning_rate})
svi = infer.SVI(model, guide, adam, elbo)
# Basic training loop
pyro.get_param_store().clear()
for step in range(args.num_steps):
loss = svi.step(data)
if args.verbose and step % 100 == 0:
print("step {} loss = {}".format(step, loss))
# Report the final values of the variational parameters
# in the guide after training.
if args.verbose:
for name in pyro.get_param_store():
value = pyro.param(name).data
print("{} = {}".format(name, value.detach().cpu().numpy()))
# For this simple (conjugate) model we know the exact posterior. In
# particular we know that the variational distribution should be
# centered near 3.0. So let's check this explicitly.
assert (pyro.param("guide_loc") - 3.0).abs() < 0.1
def einsum(eqn, *terms, **kwargs):
r"""
Top-level interface for optimized tensor variable elimination.
:param str equation: An einsum equation.
:param funsor.terms.Funsor \*terms: One or more operands.
:param set plates: Optional keyword argument denoting which funsor
dimensions are plate dimensions. Among all input dimensions (from
terms): dimensions in plates but not in outputs are product-reduced;
dimensions in neither plates nor outputs are sum-reduced.
"""
with interpretation(lazy):
naive_ast = naive_plated_einsum(eqn, *terms, **kwargs)
return apply_optimizer(naive_ast)
def __init__(self,
initial_dist,
transition_matrix,
transition_dist,
observation_matrix,
observation_dist,
validate_args=None):
assert isinstance(initial_dist, torch.distributions.MultivariateNormal)
assert isinstance(transition_matrix, torch.Tensor)
assert isinstance(transition_dist,
torch.distributions.MultivariateNormal)
assert isinstance(observation_matrix, torch.Tensor)
assert isinstance(observation_dist,
torch.distributions.MultivariateNormal)
hidden_dim, obs_dim = observation_matrix.shape[-2:]
assert obs_dim >= hidden_dim // 2, "obs_dim must be at least half of hidden_dim"
assert initial_dist.event_shape == (hidden_dim, )
assert transition_matrix.shape[-2:] == (hidden_dim, hidden_dim)
assert transition_dist.event_shape == (hidden_dim, )
assert observation_dist.event_shape == (obs_dim, )
shape = broadcast_shape(initial_dist.batch_shape + (1, ),
transition_matrix.shape[:-2],
transition_dist.batch_shape,
observation_matrix.shape[:-2],
observation_dist.batch_shape)
batch_shape, time_shape = shape[:-1], shape[-1:]
event_shape = time_shape + (obs_dim, )
# Convert distributions to funsors.
init = dist_to_funsor(initial_dist)(value="state")
trans = matrix_and_mvn_to_funsor(transition_matrix, transition_dist,
("time", ), "state", "state(time=1)")
obs = matrix_and_mvn_to_funsor(observation_matrix, observation_dist,
("time", ), "state(time=1)", "value")
dtype = "real"
# Construct the joint funsor.
with interpretation(lazy):
value = Variable("value", Reals[time_shape[0], obs_dim])
result = trans + obs(value=value["time"])
result = MarkovProduct(ops.logaddexp, ops.add, result, "time",
{"state": "state(time=1)"})
result = init + result.reduce(ops.logaddexp, "state(time=1)")
funsor_dist = result.reduce(ops.logaddexp, "state")
super(GaussianHMM, self).__init__(funsor_dist, batch_shape,
event_shape, dtype, validate_args)
self.hidden_dim = hidden_dim
self.obs_dim = obs_dim
def test_sequential_sum_product_multi(impl, x_domain, y_domain, batch_inputs,
num_steps):
sum_op = ops.logaddexp
prod_op = ops.add
inputs = OrderedDict(batch_inputs)
inputs.update(x_prev=x_domain,
x_curr=x_domain,
y_prev=y_domain,
y_curr=y_domain)
if num_steps is None:
num_steps = 1
else:
inputs["time"] = bint(num_steps)
if any(v.dtype == "real" for v in inputs.values()):
trans = random_gaussian(inputs)
else:
trans = random_tensor(inputs)
time = Variable("time", bint(num_steps))
step = {"x_prev": "x_curr", "y_prev": "y_curr"}
with interpretation(moment_matching):
actual = impl(sum_op, prod_op, trans, time, step)
expected_inputs = batch_inputs.copy()
expected_inputs.update(x_prev=x_domain,
x_curr=x_domain,
y_prev=y_domain,
y_curr=y_domain)
assert dict(actual.inputs) == expected_inputs
# Check against contract.
operands = tuple(
trans(time=t,
x_prev="x_{}".format(t),
x_curr="x_{}".format(t + 1),
y_prev="y_{}".format(t),
y_curr="y_{}".format(t + 1)) for t in range(num_steps))
reduce_vars = frozenset("x_{}".format(t)
for t in range(1, num_steps)).union(
"y_{}".format(t)
for t in range(1, num_steps))
expected = sum_product(sum_op, prod_op, operands, reduce_vars)
expected = expected(
**{
"x_0": "x_prev",
"x_{}".format(num_steps): "x_curr",
"y_0": "y_prev",
"y_{}".format(num_steps): "y_curr"
})
expected = expected.align(tuple(actual.inputs.keys()))
def main(args):
funsor.set_backend("torch")
# Declare parameters.
trans_noise = torch.tensor(0.1, requires_grad=True)
emit_noise = torch.tensor(0.5, requires_grad=True)
params = [trans_noise, emit_noise]
# A Gaussian HMM model.
def model(data):
log_prob = funsor.to_funsor(0.)
x_curr = funsor.Tensor(torch.tensor(0.))
for t, y in enumerate(data):
x_prev = x_curr
# A delayed sample statement.
x_curr = funsor.Variable('x_{}'.format(t), funsor.Real)
log_prob += dist.Normal(1 + x_prev / 2., trans_noise, value=x_curr)
# Optionally marginalize out the previous state.
if t > 0 and not args.lazy:
log_prob = log_prob.reduce(ops.logaddexp, x_prev.name)
# An observe statement.
log_prob += dist.Normal(0.5 + 3 * x_curr, emit_noise, value=y)
# Marginalize out all remaining delayed variables.
log_prob = log_prob.reduce(ops.logaddexp)
return log_prob
# Train model parameters.
torch.manual_seed(0)
data = torch.randn(args.time_steps)
optim = torch.optim.Adam(params, lr=args.learning_rate)
for step in range(args.train_steps):
optim.zero_grad()
if args.lazy:
with interpretation(lazy):
log_prob = apply_optimizer(model(data))
log_prob = reinterpret(log_prob)
else:
log_prob = model(data)
assert not log_prob.inputs, 'free variables remain'
loss = -log_prob.data
loss.backward()
optim.step()
if args.verbose and step % 10 == 0:
print('step {} loss = {}'.format(step, loss.item()))
def test_mvn_sample(with_lazy, batch_shape, sample_inputs, event_shape):
batch_dims = ('i', 'j', 'k')[:len(batch_shape)]
inputs = OrderedDict((k, bint(v)) for k, v in zip(batch_dims, batch_shape))
loc = Tensor(torch.randn(batch_shape + event_shape), inputs)
scale_tril = Tensor(_random_scale_tril(batch_shape + event_shape * 2),
inputs)
with interpretation(lazy if with_lazy else eager):
funsor_dist = dist.MultivariateNormal(loc, scale_tril)
_check_sample(funsor_dist,
sample_inputs,
inputs,
atol=5e-2,
num_samples=200000)
def test_normal_sample(with_lazy, batch_shape, sample_inputs, reparametrized):
batch_dims = ('i', 'j', 'k')[:len(batch_shape)]
inputs = OrderedDict((k, bint(v)) for k, v in zip(batch_dims, batch_shape))
loc = Tensor(torch.randn(batch_shape), inputs)
scale = Tensor(torch.rand(batch_shape), inputs)
with interpretation(lazy if with_lazy else eager):
funsor_dist = (dist.Normal if reparametrized else
dist.NonreparameterizedNormal)(loc, scale)
_check_sample(funsor_dist,
sample_inputs,
inputs,
num_samples=200000,
atol=1e-2 if reparametrized else 1e-1)
def substitute(expr, subs):
if isinstance(subs, (dict, OrderedDict)):
subs = tuple(subs.items())
assert isinstance(subs, tuple)
@interpreter.interpretation(interpreter._INTERPRETATION) # use base
def subs_interpreter(cls, *args):
expr = cls(*args)
fresh_subs = tuple((k, v) for k, v in subs if k in expr.fresh)
if fresh_subs:
expr = interpreter.debug_logged(expr.eager_subs)(fresh_subs)
return expr
with interpreter.interpretation(subs_interpreter):
return interpreter.reinterpret(expr)
def test_normalize_einsum(equation, plates, backend, einsum_impl):
if get_backend() == "torch":
import torch # noqa: F401
inputs, outputs, sizes, operands, funsor_operands = make_einsum_example(
equation)
with interpretation(reflect):
expr = einsum_impl(equation,
*funsor_operands,
backend=backend,
plates=plates)
with interpretation(normalize):
transformed_expr = reinterpret(expr)
assert isinstance(transformed_expr, Contraction)
check_funsor(transformed_expr, expr.inputs, expr.output)
assert all(
isinstance(v, (Number, Tensor, Contraction))
for v in transformed_expr.terms)
with interpretation(normalize):
transformed_expr2 = reinterpret(transformed_expr)
assert transformed_expr2 is transformed_expr # check normalization
with interpretation(eager):
actual = reinterpret(transformed_expr)
expected = reinterpret(expr)
assert_close(actual, expected, rtol=1e-4)
actual = eval(quote(expected)) # requires torch, bint
assert_close(actual, expected)
def test_reduce_moment_matching_finite():
delta = Delta('x', random_tensor(OrderedDict([('h', bint(7))])))
discrete = random_tensor(
OrderedDict([('i', bint(6)), ('j', bint(5)), ('k', bint(3))]))
gaussian = random_gaussian(
OrderedDict([('k', bint(3)), ('l', bint(2)), ('y', reals()),
('z', reals(2))]))
discrete.data[1:, :] = -float('inf')
discrete.data[:, 1:] = -float('inf')
reduced_vars = frozenset(['j', 'k'])
joint = delta + discrete + gaussian
with interpretation(moment_matching):
joint.reduce(ops.logaddexp, reduced_vars)
def test_einsum_complete_sharing(equation, plates, backend, einsum_impl, same_lazy):
inputs, outputs, sizes, operands, funsor_operands = make_einsum_example(equation)
with interpretation(reflect):
lazy_expr1 = einsum_impl(equation, *funsor_operands, backend=backend, plates=plates)
lazy_expr2 = lazy_expr1 if same_lazy else \
einsum_impl(equation, *funsor_operands, backend=backend, plates=plates)
with memoize():
expr1 = reinterpret(lazy_expr1)
expr2 = reinterpret(lazy_expr2)
expr3 = reinterpret(lazy_expr1)
assert expr1 is expr2
assert expr1 is not expr3
def test_quote(interp):
with interpretation(interp):
x = Variable('x', bint(8))
check_quote(x)
y = Variable('y', reals(8, 3, 3))
check_quote(y)
check_quote(y[x])
z = Stack('i', (Number(0), Variable('z', reals())))
check_quote(z)
check_quote(z(i=0))
check_quote(z(i=Slice('i', 0, 1, 1, 2)))
check_quote(z.reduce(ops.add, 'i'))
check_quote(Cat('i', (z, z, z)))
check_quote(Lambda(Variable('i', bint(2)), z))
def test_cat_slice_tensor(start, stop, step):
terms = tuple(
random_tensor(OrderedDict(t=bint(t), a=bint(2)))
for t in [2, 1, 3, 4, 1, 3])
dtype = sum(term.inputs['t'].dtype for term in terms)
sub = Slice('t', start, stop, step, dtype)
# eager
expected = Cat('t', terms)(t=sub)
# lazy - exercise Cat.eager_subs
with interpretation(lazy):
actual = Cat('t', terms)(t=sub)
actual = reinterpret(actual)
assert_close(actual, expected)
def memoize(cache=None):
"""
Exploit cons-hashing to do implicit common subexpression elimination
"""
if cache is None:
cache = {}
@interpreter.interpretation(interpreter._INTERPRETATION) # use base
def memoize_interpretation(cls, *args):
key = (cls, ) + tuple(
id(arg) if not isinstance(arg, Hashable) else arg for arg in args)
if key not in cache:
cache[key] = cls(*args)
return cache[key]
with interpreter.interpretation(memoize_interpretation):
yield cache
def test_nested_complete_sharing_direct():
inputs, outputs, sizes, operands, funsor_operands = make_einsum_example("ab,bc,cd->d")
ab, bc, cd = funsor_operands
# avoids the complicated internal interpreter usage of the nested optimized einsum tests above
with interpretation(reflect):
c1 = (ab * bc).reduce(ops.add, frozenset({"a", "b"}))
d1 = (c1 * cd).reduce(ops.add, frozenset({"c"}))
# this does not trigger a second alpha-renaming
c2 = (ab * bc).reduce(ops.add, frozenset({"a", "b"}))
d2 = (c2 * cd).reduce(ops.add, frozenset({"c"}))
with memoize():
assert reinterpret(c1) is reinterpret(c2)
assert reinterpret(d1) is reinterpret(d2)
def test_lognormal_distribution(moment):
num_samples = 100000
inputs = OrderedDict(batch=Bint[10])
loc = random_tensor(inputs)
scale = random_tensor(inputs).exp()
log_measure = dist.LogNormal(loc, scale)(value='x')
probe = Variable('x', Real)**moment
with interpretation(MonteCarlo(particle=Bint[num_samples])):
with xfail_if_not_implemented():
actual = Integrate(log_measure, probe, frozenset(['x']))
_, (loc_data, scale_data) = align_tensors(loc, scale)
samples = backend_dist.LogNormal(loc_data, scale_data).sample(
(num_samples, ))
expected = (samples**moment).mean(0)
assert_close(actual.data, expected, atol=1e-2, rtol=1e-2)
def test_beta_sample(with_lazy, batch_shape, sample_inputs, reparametrized):
batch_dims = ('i', 'j', 'k')[:len(batch_shape)]
inputs = OrderedDict((k, bint(v)) for k, v in zip(batch_dims, batch_shape))
concentration1 = Tensor(torch.randn(batch_shape).exp(), inputs)
concentration0 = Tensor(torch.randn(batch_shape).exp(), inputs)
with interpretation(lazy if with_lazy else eager):
funsor_dist = (dist.Beta if reparametrized else
dist.NonreparameterizedBeta)(concentration1,
concentration0)
_check_sample(funsor_dist,
sample_inputs,
inputs,
atol=1e-2 if reparametrized else 1e-1,
statistic="variance",
num_samples=100000)
def test_reduce_moment_matching_shape(interp):
delta = Delta('x', random_tensor(OrderedDict([('h', bint(7))])))
discrete = random_tensor(
OrderedDict([('h', bint(7)), ('i', bint(6)), ('j', bint(5)),
('k', bint(4))]))
gaussian = random_gaussian(
OrderedDict([('k', bint(4)), ('l', bint(3)), ('m', bint(2)),
('y', reals()), ('z', reals(2))]))
reduced_vars = frozenset(['i', 'k', 'l'])
real_vars = frozenset(k for k, d in gaussian.inputs.items()
if d.dtype == "real")
joint = delta + discrete + gaussian
with interpretation(interp):
actual = joint.reduce(ops.logaddexp, reduced_vars)
assert set(actual.inputs) == set(joint.inputs) - reduced_vars
assert_close(actual.reduce(ops.logaddexp, real_vars),
joint.reduce(ops.logaddexp, real_vars | reduced_vars))
def test_reduce_moment_matching_moments():
x = Variable('x', reals(2))
gaussian = random_gaussian(
OrderedDict([('i', bint(2)), ('j', bint(3)), ('x', reals(2))]))
with interpretation(moment_matching):
approx = gaussian.reduce(ops.logaddexp, 'j')
with monte_carlo_interpretation(s=bint(100000)):
actual = Integrate(approx, Number(1.), 'x')
expected = Integrate(gaussian, Number(1.), {'j', 'x'})
assert_close(actual, expected, atol=1e-3, rtol=1e-3)
actual = Integrate(approx, x, 'x')
expected = Integrate(gaussian, x, {'j', 'x'})
assert_close(actual, expected, atol=1e-2, rtol=1e-2)
actual = Integrate(approx, x * x, 'x')
expected = Integrate(gaussian, x * x, {'j', 'x'})
assert_close(actual, expected, atol=1e-2, rtol=1e-2)
def test_optimized_einsum(equation, backend, einsum_impl):
inputs, outputs, sizes, operands, funsor_operands = make_einsum_example(equation)
expected = pyro_einsum(equation, *operands, backend=backend)[0]
with interpretation(normalize):
naive_ast = einsum_impl(equation, *funsor_operands, backend=backend)
optimized_ast = apply_optimizer(naive_ast)
actual = reinterpret(optimized_ast) # eager by default
assert isinstance(actual, funsor.Tensor) and len(outputs) == 1
if len(outputs[0]) > 0:
actual = actual.align(tuple(outputs[0]))
assert expected.shape == actual.data.shape
assert torch.allclose(expected, actual.data)
for output in outputs:
for i, output_dim in enumerate(output):
assert output_dim in actual.inputs
assert actual.inputs[output_dim].dtype == sizes[output_dim]
def test_distribute_reduce(lhs_vars, rhs_vars):
lhs_vars, rhs_vars = frozenset(lhs_vars), frozenset(rhs_vars)
lhs = random_tensor(OrderedDict([('i', bint(3)), ('j', bint(2))]), reals())
rhs = random_tensor(OrderedDict([('i', bint(3)), ('j', bint(2))]), reals())
with interpretation(reflect):
actual_lhs = lhs.reduce(ops.add, lhs_vars) if lhs_vars else lhs
actual_rhs = rhs.reduce(ops.add, rhs_vars) if rhs_vars else rhs
actual = actual_lhs * actual_rhs
lhs_subs = {v: gensym(v) for v in lhs_vars}
rhs_subs = {v: gensym(v) for v in rhs_vars}
expected = (lhs(**lhs_subs) * rhs(**rhs_subs)).reduce(
ops.add, frozenset(lhs_subs.values()) | frozenset(rhs_subs.values()))
assert_close(actual, expected)
def test_binary(symbol, data1, data2):
dtype = 'real'
if symbol in BOOLEAN_OPS:
dtype = 2
data1 = bool(data1)
data2 = bool(data2)
try:
expected_data = binary_eval(symbol, data1, data2)
except ZeroDivisionError:
return
x1 = Number(data1, dtype)
x2 = Number(data2, dtype)
actual = binary_eval(symbol, x1, x2)
check_funsor(actual, {}, Domain((), dtype), expected_data)
with interpretation(normalize):
actual_reflect = binary_eval(symbol, x1, x2)
assert actual.output == actual_reflect.output
def test_advanced_indexing_lazy(output_shape):
x = Tensor(randn((2, 3, 4) + output_shape),
OrderedDict([
('i', bint(2)),
('j', bint(3)),
('k', bint(4)),
]))
u = Variable('u', bint(2))
v = Variable('v', bint(3))
with interpretation(lazy):
i = Number(1, 2) - u
j = Number(2, 3) - v
k = u + v
expected_data = empty((2, 3) + output_shape)
i_data = x.materialize(i).data
j_data = x.materialize(j).data
k_data = x.materialize(k).data
for u in range(2):
for v in range(3):
expected_data[u, v] = x.data[i_data[u], j_data[v], k_data[u, v]]
expected = Tensor(expected_data,
OrderedDict([
('u', bint(2)),
('v', bint(3)),
]))
assert_equiv(expected, x(i, j, k))
assert_equiv(expected, x(i=i, j=j, k=k))
assert_equiv(expected, x(i=i, j=j)(k=k))
assert_equiv(expected, x(j=j, k=k)(i=i))
assert_equiv(expected, x(k=k, i=i)(j=j))
assert_equiv(expected, x(i=i)(j=j, k=k))
assert_equiv(expected, x(j=j)(k=k, i=i))
assert_equiv(expected, x(k=k)(i=i, j=j))
assert_equiv(expected, x(i=i)(j=j)(k=k))
assert_equiv(expected, x(i=i)(k=k)(j=j))
assert_equiv(expected, x(j=j)(i=i)(k=k))
assert_equiv(expected, x(j=j)(k=k)(i=i))
assert_equiv(expected, x(k=k)(i=i)(j=j))
assert_equiv(expected, x(k=k)(j=j)(i=i))
def test_advanced_indexing_lazy(output_shape):
x = Array(np.random.normal(size=(2, 3, 4) + output_shape),
OrderedDict([
('i', bint(2)),
('j', bint(3)),
('k', bint(4)),
]))
u = Variable('u', bint(2))
v = Variable('v', bint(3))
with interpretation(lazy):
i = Number(1, 2) - u
j = Number(2, 3) - v
k = u + v
expected_data = np.empty((2, 3) + output_shape)
i_data = funsor.numpy.materialize(i).data.astype(np.int64)
j_data = funsor.numpy.materialize(j).data.astype(np.int64)
k_data = funsor.numpy.materialize(k).data.astype(np.int64)
for u in range(2):
for v in range(3):
expected_data[u, v] = x.data[i_data[u], j_data[v], k_data[u, v]]
expected = Array(expected_data,
OrderedDict([
('u', bint(2)),
('v', bint(3)),
]))
assert_equiv(expected, x(i, j, k))
assert_equiv(expected, x(i=i, j=j, k=k))
assert_equiv(expected, x(i=i, j=j)(k=k))
assert_equiv(expected, x(j=j, k=k)(i=i))
assert_equiv(expected, x(k=k, i=i)(j=j))
assert_equiv(expected, x(i=i)(j=j, k=k))
assert_equiv(expected, x(j=j)(k=k, i=i))
assert_equiv(expected, x(k=k)(i=i, j=j))
assert_equiv(expected, x(i=i)(j=j)(k=k))
assert_equiv(expected, x(i=i)(k=k)(j=j))
assert_equiv(expected, x(j=j)(i=i)(k=k))
assert_equiv(expected, x(j=j)(k=k)(i=i))
assert_equiv(expected, x(k=k)(i=i)(j=j))
assert_equiv(expected, x(k=k)(j=j)(i=i))
def test_reduce_all(op):
x = Variable('x', bint(2))
y = Variable('y', bint(3))
z = Variable('z', bint(4))
f = x * y + z
dtype = f.dtype
check_funsor(f, {'x': bint(2), 'y': bint(3), 'z': bint(4)}, Domain((), dtype))
if op is ops.logaddexp:
pytest.skip()
with interpretation(sequential):
actual = f.reduce(op)
values = [f(x=i, y=j, z=k)
for i in x.output
for j in y.output
for k in z.output]
expected = reduce(op, values)
assert actual == expected
def test_einsum_adjoint_unary_marginals(einsum_impl, equation, backend):
inputs, outputs, sizes, operands, funsor_operands = make_einsum_example(
equation)
equation = ",".join(inputs) + "->"
targets = [Variable(k, bint(sizes[k])) for k in set(sizes)]
with interpretation(reflect):
fwd_expr = einsum_impl(equation, *funsor_operands, backend=backend)
actuals = adjoint(fwd_expr, targets)
for target in targets:
actual = actuals[target]
expected = opt_einsum.contract(equation + target.name,
*operands,
backend=backend)
assert isinstance(actual, funsor.Tensor)
assert expected.shape == actual.data.shape
assert torch.allclose(expected, actual.data, atol=1e-7)
def __init__(self,
initial_logits,
transition_logits,
observation_dist,
validate_args=None):
assert isinstance(initial_logits, torch.Tensor)
assert isinstance(transition_logits, torch.Tensor)
assert isinstance(observation_dist, torch.distributions.Distribution)
assert initial_logits.dim() >= 1
assert transition_logits.dim() >= 2
assert len(observation_dist.batch_shape) >= 1
shape = broadcast_shape(initial_logits.shape[:-1] + (1, ),
transition_logits.shape[:-2],
observation_dist.batch_shape[:-1])
batch_shape, time_shape = shape[:-1], shape[-1:]
event_shape = time_shape + observation_dist.event_shape
self._has_rsample = observation_dist.has_rsample
# Normalize.
initial_logits = initial_logits - initial_logits.logsumexp(-1, True)
transition_logits = transition_logits - transition_logits.logsumexp(
-1, True)
# Convert tensors and distributions to funsors.
init = tensor_to_funsor(initial_logits, ("state", ))
trans = tensor_to_funsor(transition_logits,
("time", "state", "state(time=1)"))
obs = dist_to_funsor(observation_dist, ("time", "state(time=1)"))
dtype = obs.inputs["value"].dtype
# Construct the joint funsor.
with interpretation(lazy):
# TODO perform math here once sequential_sum_product has been
# implemented as a first-class funsor.
funsor_dist = Variable("value",
obs.inputs["value"]) # a bogus value
# Until funsor_dist is defined, we save factors for hand-computation in .log_prob().
self._init = init
self._trans = trans
self._obs = obs
super(DiscreteHMM, self).__init__(funsor_dist, batch_shape,
event_shape, dtype, validate_args)
def test_match_binary():
with interpretation(lazy):
pattern = Variable('a', reals()) + Number(2.) * Variable('b', reals())
expr = Number(1.) + Number(2.) * (Number(3.) - Number(4.))
@match_vars(pattern)
def expand_2_vars(a, b):
return a + b + b
@match(pattern)
def expand_2_walk(x):
return x.lhs + x.rhs.rhs + x.rhs.rhs
eager_val = reinterpret(expr)
lazy_val = expand_2_vars(expr)
assert eager_val == reinterpret(lazy_val)
lazy_val_2 = expand_2_walk(expr)
assert eager_val == reinterpret(lazy_val_2)
