actual = transform.log_abs_det_jacobian(x, y)
assert np.shape(actual) == batch_shape
if len(shape) == transform.event_dim:
if len(event_shape) == 1:
expected = onp.linalg.slogdet(jax.jacobian(transform)(x))[1]
inv_expected = onp.linalg.slogdet(jax.jacobian(transform.inv)(y))[1]
else:
expected = np.log(np.abs(grad(transform)(x)))
inv_expected = np.log(np.abs(grad(transform.inv)(y)))
assert_allclose(actual, expected, atol=1e-6)
assert_allclose(actual, -inv_expected, atol=1e-6)
@pytest.mark.parametrize('transformed_dist', [
dist.TransformedDistribution(dist.Normal(np.array([2., 3.]), 1.), transforms.ExpTransform()),
dist.TransformedDistribution(dist.Exponential(np.ones(2)), [
transforms.PowerTransform(0.7),
transforms.AffineTransform(0., np.ones(2) * 3)
]),
])
def test_transformed_distribution_intermediates(transformed_dist):
sample, intermediates = transformed_dist.sample_with_intermediates(random.PRNGKey(1))
assert_allclose(transformed_dist.log_prob(sample, intermediates), transformed_dist.log_prob(sample))
def test_transformed_transformed_distribution():
loc, scale = -2, 3
dist1 = dist.TransformedDistribution(dist.Normal(2, 3), transforms.PowerTransform(2.))
dist2 = dist.TransformedDistribution(dist1, transforms.AffineTransform(-2, 3))
assert isinstance(dist2.base_dist, dist.Normal)
if len(shape) == transform.event_dim:
if len(event_shape) == 1:
expected = onp.linalg.slogdet(jax.jacobian(transform)(x))[1]
inv_expected = onp.linalg.slogdet(jax.jacobian(
transform.inv)(y))[1]
else:
expected = np.log(np.abs(grad(transform)(x)))
inv_expected = np.log(np.abs(grad(transform.inv)(y)))
assert_allclose(actual, expected, atol=1e-6)
assert_allclose(actual, -inv_expected, atol=1e-6)
@pytest.mark.parametrize('transformed_dist', [
dist.TransformedDistribution(dist.Normal(np.array([2., 3.]), 1.),
transforms.ExpTransform()),
dist.TransformedDistribution(dist.Exponential(np.ones(2)), [
transforms.PowerTransform(0.7),
transforms.AffineTransform(0.,
np.ones(2) * 3)
]),
])
def test_transformed_distribution_intermediates(transformed_dist):
sample, intermediates = transformed_dist.sample_with_intermediates(
random.PRNGKey(1))
assert_allclose(transformed_dist.log_prob(sample, intermediates),
transformed_dist.log_prob(sample))
def test_transformed_transformed_distribution():
loc, scale = -2, 3