Exemplo n.º 1
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    def entropy(self, alpha):
        """Entropy of probability distribution.

        Parameters
        ----------
        alpha : tf.Tensor
            A n-D tensor with each :math:`\\alpha` constrained to
            :math:`\\alpha_i > 0`.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        alpha = tf.cast(alpha, dtype=tf.float32)
        multivariate_idx = len(get_dims(alpha)) - 1
        K = get_dims(alpha)[multivariate_idx]
        if multivariate_idx == 0:
            a = tf.reduce_sum(alpha)
            return tf.lbeta(alpha) + \
                   (a - K) * tf.digamma(a) - \
                   tf.reduce_sum((alpha-1.0) * tf.digamma(alpha))
        else:
            a = tf.reduce_sum(alpha, multivariate_idx)
            return tf.lbeta(alpha) + \
                   (a - K) * tf.digamma(a) - \
                   tf.reduce_sum((alpha-1.0) * tf.digamma(alpha), multivariate_idx)
Exemplo n.º 2
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    def entropy(self, n, p):
        """TODO
        """
        # Note that given n and p where p is a probability vector of
        # length k, the entropy requires a sum over all
        # possible configurations of a k-vector which sums to n. It's
        # expensive.
        # http://stackoverflow.com/questions/36435754/generating-a-numpy-array-with-all-combinations-of-numbers-that-sum-to-less-than
        sess = tf.Session()
        n = sess.run(tf.cast(tf.squeeze(n), dtype=tf.int32))
        sess.close()
        p = tf.cast(tf.squeeze(p), dtype=tf.float32)
        if isinstance(n, np.int32):
            k = get_dims(p)[0]
            max_range = np.zeros(k, dtype=np.int32) + n
            x = np.array([
                i for i in product(*(range(i + 1) for i in max_range))
                if sum(i) == n
            ])
            logpmf = self.logpmf(x, n, p)
            return tf.reduce_sum(tf.exp(logpmf) * logpmf)
        else:
            out = []
            for j in range(n.shape[0]):
                k = get_dims(p)[0]
                max_range = np.zeros(k, dtype=np.int32) + n[j]
                x = np.array([
                    i for i in product(*(range(i + 1) for i in max_range))
                    if sum(i) == n[j]
                ])
                logpmf = self.logpmf(x, n[j], p[j, :])
                out += [tf.reduce_sum(tf.exp(logpmf) * logpmf)]

            return tf.pack(out)
Exemplo n.º 3
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    def log_prob(self, xs, zs):
        """Return a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        x = xs['x']
        pi, mus, sigmas = zs
        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0, np.sqrt(self.c)), 1)
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b), 1)

        # Loop over each sample zs[s, :].
        log_lik = []
        N = get_dims(x)[0]
        n_samples = get_dims(pi)[0]
        for s in range(n_samples):
            # log-likelihood is
            # sum_{n=1}^N log sum_{k=1}^K exp( log pi_k + log N(x_n; mu_k, sigma_k) )
            # Create a K x N matrix, whose entry (k, n) is
            # log pi_k + log N(x_n; mu_k, sigma_k).
            matrix = []
            for k in range(self.K):
                matrix += [tf.ones(N)*tf.log(pi[s, k]) +
                           multivariate_normal.logpdf(x,
                               mus[s, (k*self.D):((k+1)*self.D)],
                               sigmas[s, (k*self.D):((k+1)*self.D)])]

            matrix = tf.pack(matrix)
            # log_sum_exp() along the rows is a vector, whose nth
            # element is the log-likelihood of data point x_n.
            vector = log_sum_exp(matrix, 0)
            # Sum over data points to get the full log-likelihood.
            log_lik_z = tf.reduce_sum(vector)
            log_lik += [log_lik_z]

        return log_prior + tf.pack(log_lik)
Exemplo n.º 4
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    def entropy(self, n, p):
        # Note that given n and p where p is a probability vector of
        # length k, the entropy requires a sum over all
        # possible configurations of a k-vector which sums to n. It's
        # expensive.
        # http://stackoverflow.com/questions/36435754/generating-a-numpy-array-with-all-combinations-of-numbers-that-sum-to-less-than
        sess = tf.Session()
        n = sess.run(tf.cast(tf.squeeze(n), dtype=tf.int32))
        sess.close()
        p = tf.cast(tf.squeeze(p), dtype=tf.float32)
        if isinstance(n, np.int32):
            k = get_dims(p)[0]
            max_range = np.zeros(k, dtype=np.int32) + n
            x = np.array([i for i in product(*(range(i+1) for i in max_range))
                                 if sum(i)==n])
            logpmf = self.logpmf(x, n, p)
            return tf.reduce_sum(tf.mul(tf.exp(logpmf), logpmf))
        else:
            out = []
            for j in range(n.shape[0]):
                k = get_dims(p)[0]
                max_range = np.zeros(k, dtype=np.int32) + n[j]
                x = np.array([i for i in product(*(range(i+1) for i in max_range))
                                     if sum(i)==n[j]])
                logpmf = self.logpmf(x, n[j], p[j, :])
                out += [tf.reduce_sum(tf.mul(tf.exp(logpmf), logpmf))]

            return tf.pack(out)
Exemplo n.º 5
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    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        x = xs['x']
        pi, mus, sigmas = self.unpack_params(zs)
        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0, np.sqrt(self.c)))
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

        # Loop over each sample zs[s, :].
        log_lik = []
        N = get_dims(x)[0]
        n_samples = get_dims(pi)[0]
        for s in range(n_samples):
            # log-likelihood is
            # sum_{n=1}^N log sum_{k=1}^K exp( log pi_k + log N(x_n; mu_k, sigma_k) )
            # Create a K x N matrix, whose entry (k, n) is
            # log pi_k + log N(x_n; mu_k, sigma_k).
            matrix = []
            for k in range(self.K):
                matrix += [
                    tf.ones(N) * tf.log(pi[s, k]) + multivariate_normal.logpdf(
                        x, mus[s, (k * self.D):((k + 1) * self.D)],
                        sigmas[s, (k * self.D):((k + 1) * self.D)])
                ]

            matrix = tf.pack(matrix)
            # log_sum_exp() along the rows is a vector, whose nth
            # element is the log-likelihood of data point x_n.
            vector = log_sum_exp(matrix, 0)
            # Sum over data points to get the full log-likelihood.
            log_lik_z = tf.reduce_sum(vector)
            log_lik += [log_lik_z]

        return log_prior + tf.pack(log_lik)
Exemplo n.º 6
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def _test(distribution, bijector, n):
    x = TransformedDistribution(distribution=distribution,
                                bijector=bijector,
                                validate_args=True)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(distribution.mean())
    assert val_est == val_true
Exemplo n.º 7
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    def entropy(self, alpha):
        """Entropy of probability distribution.

        Parameters
        ----------
        alpha : tf.Tensor
            A n-D tensor with each :math:`\\alpha` constrained to
            :math:`\\alpha_i > 0`.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        alpha = tf.cast(alpha, dtype=tf.float32)
        multivariate_idx = len(get_dims(alpha)) - 1
        K = get_dims(alpha)[multivariate_idx]
        if multivariate_idx == 0:
            a = tf.reduce_sum(alpha)
            return tf.lbeta(alpha) + \
                   (a - K) * tf.digamma(a) - \
                   tf.reduce_sum((alpha-1.0) * tf.digamma(alpha))
        else:
            a = tf.reduce_sum(alpha, multivariate_idx)
            return tf.lbeta(alpha) + \
                   (a - K) * tf.digamma(a) - \
                   tf.reduce_sum((alpha-1.0) * tf.digamma(alpha), multivariate_idx)
def _test(base_dist_cls, lower_cutoff, upper_cutoff, n, **base_dist_args):
    x = QuantizedDistribution(base_dist_cls=base_dist_cls,
                              lower_cutoff=lower_cutoff,
                              upper_cutoff=upper_cutoff,
                              **base_dist_args)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(lower_cutoff)
    assert val_est == val_true
Exemplo n.º 9
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def _test(mu, diag_large, v, diag_small, n):
    x = MultivariateNormalDiagPlusVDVT(mu=mu,
                                       diag_large=diag_large,
                                       v=v,
                                       diag_small=diag_small)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(mu)
    assert val_est == val_true
def _test(base_dist_cls, lower_cutoff, upper_cutoff, n, **base_dist_args):
  x = QuantizedDistribution(
      base_dist_cls=base_dist_cls,
      lower_cutoff=lower_cutoff,
      upper_cutoff=upper_cutoff,
      **base_dist_args)
  val_est = get_dims(x.sample(n))
  val_true = n + get_dims(lower_cutoff)
  assert val_est == val_true
Exemplo n.º 11
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def _test(distribution, lower_cutoff, upper_cutoff, n):
  x = QuantizedDistribution(
      distribution=distribution,
      lower_cutoff=lower_cutoff,
      upper_cutoff=upper_cutoff,
      validate_args=True)
  val_est = get_dims(x.sample(n))
  val_true = n + get_dims(lower_cutoff)
  assert val_est == val_true
def _test(base_dist_cls, transform, inverse, log_det_jacobian, n,
          **base_dist_args):
    x = TransformedDistribution(base_dist_cls=base_dist_cls,
                                transform=transform,
                                inverse=inverse,
                                log_det_jacobian=log_det_jacobian,
                                **base_dist_args)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(base_dist_args['mu'])
    assert val_est == val_true
def _test(base_dist_cls, transform, inverse, log_det_jacobian, n, **base_dist_args):
    x = TransformedDistribution(
        base_dist_cls=base_dist_cls,
        transform=transform,
        inverse=inverse,
        log_det_jacobian=log_det_jacobian,
        **base_dist_args
    )
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(base_dist_args["mu"])
    assert val_est == val_true
Exemplo n.º 14
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    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs)[0]
        # Loop over each mini-batch zs[b,:]
        log_prob = []
        for z in tf.unpack(zs):
            # Do the unconstrained to constrained transformation for MAP here.
            pi, mus, sigmas = self.unpack_params(z)
            pi = tf.sigmoid(pi)
            pi = tf.concat(0, [
                pi[0:(self.K - 1)],
                tf.expand_dims(1.0 - tf.reduce_sum(pi[0:(self.K - 1)]), 0)
            ])
            sigmas = tf.nn.softplus(sigmas)
            log_prior = dirichlet.logpdf(pi, self.alpha)
            for k in xrange(self.K):
                log_prior += norm.logpdf(mus[k * self.D], 0, np.sqrt(self.c))
                log_prior += norm.logpdf(mus[k * self.D + 1], 0,
                                         np.sqrt(self.c))
                log_prior += invgamma.logpdf(sigmas[k * self.D], self.a,
                                             self.b)
                log_prior += invgamma.logpdf(sigmas[k * self.D + 1], self.a,
                                             self.b)

            log_lik = tf.constant(0.0, dtype=tf.float32)
            for x in tf.unpack(xs):
                for k in xrange(self.K):
                    log_lik += tf.log(pi[k])
                    log_lik += multivariate_normal.logpdf(
                        x, mus[(k * self.D):((k + 1) * self.D)],
                        sigmas[(k * self.D):((k + 1) * self.D)])

            log_prob += [log_prior + log_lik]

        return tf.pack(log_prob)
Exemplo n.º 15
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  def log_prob(self, xs, zs):
    """Return scalar, the log joint density log p(xs, zs)."""
    x = xs['x']
    pi, mus, sigmas = zs['pi'], zs['mu'], zs['sigma']
    log_prior = dirichlet.logpdf(pi, self.alpha)
    log_prior += tf.reduce_sum(norm.logpdf(mus, 0.0, self.c))
    log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

    # log-likelihood is
    # sum_{n=1}^N log sum_{k=1}^K exp( log pi_k + log N(x_n; mu_k, sigma_k) )
    # Create a K x N matrix, whose entry (k, n) is
    # log pi_k + log N(x_n; mu_k, sigma_k).
    N = get_dims(x)[0]
    matrix = []
    for k in range(self.K):
      matrix += [tf.ones(N) * tf.log(pi[k]) +
                 multivariate_normal_diag.logpdf(x,
                 mus[(k * self.D):((k + 1) * self.D)],
                 sigmas[(k * self.D):((k + 1) * self.D)])]

    matrix = tf.pack(matrix)
    # log_sum_exp() along the rows is a vector, whose nth
    # element is the log-likelihood of data point x_n.
    vector = log_sum_exp(matrix, 0)
    # Sum over data points to get the full log-likelihood.
    log_lik = tf.reduce_sum(vector)

    return log_prior + log_lik
Exemplo n.º 16
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    def entropy(self, mean=None, cov=1):
        """Entropy of probability distribution.

        This is not vectorized with respect to any arguments.

        Parameters
        ----------
        mean : tf.Tensor, optional
            A 1-D tensor. Defaults to zero mean.
        cov : tf.Tensor, optional
            A 1-D or 2-D tensor. Defaults to identity matrix.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        if cov is 1:
            d = 1
            det_cov = 1.0
        else:
            cov = tf.cast(cov, dtype=tf.float32)
            d = get_dims(cov)[0]
            if len(cov.get_shape()) == 1:
                det_cov = tf.reduce_prod(cov)
            else:
                det_cov = tf.matrix_determinant(cov)

        return 0.5 * (d + d*tf.log(2*np.pi) + tf.log(det_cov))
Exemplo n.º 17
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    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs)[0]
        # Loop over each mini-batch zs[b,:]
        log_prob = []
        for z in tf.unpack(zs):
            # Do the unconstrained to constrained transformation for MAP here.
            pi, mus, sigmas = self.unpack_params(z)
            pi = tf.sigmoid(pi)
            pi = tf.concat(0, [pi[0:(self.K-1)],
                         tf.expand_dims(1.0 - tf.reduce_sum(pi[0:(self.K-1)]), 0)])
            sigmas = tf.nn.softplus(sigmas)
            log_prior = dirichlet.logpdf(pi, self.alpha)
            for k in xrange(self.K):
                log_prior += norm.logpdf(mus[k*self.D], 0, np.sqrt(self.c))
                log_prior += norm.logpdf(mus[k*self.D+1], 0, np.sqrt(self.c))
                log_prior += invgamma.logpdf(sigmas[k*self.D], self.a, self.b)
                log_prior += invgamma.logpdf(sigmas[k*self.D+1], self.a, self.b)

            log_lik = tf.constant(0.0, dtype=tf.float32)
            for x in tf.unpack(xs):
                for k in xrange(self.K):
                    log_lik += tf.log(pi[k])
                    log_lik += multivariate_normal.logpdf(x,
                        mus[(k*self.D):((k+1)*self.D)],
                        sigmas[(k*self.D):((k+1)*self.D)])

            log_prob += [log_prior + log_lik]

        return tf.pack(log_prob)
Exemplo n.º 18
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    def logpmf(self, x, n, p):
        """Log of the probability mass function.

        Parameters
        ----------
        x : tf.Tensor
            A n-D tensor for n > 1, where the inner (right-most)
            dimension represents the multivariate dimension. Each
            element is the number of outcomes in a bucket and not a
            one-hot.
        n : tf.Tensor
            A tensor of one less dimension than ``x``,
            representing the number of outcomes, equal to sum x[i]
            along the inner (right-most) dimension.
        p : tf.Tensor
            A tensor of one less dimension than ``x``, representing
            probabilities which sum to 1.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        x = tf.cast(x, dtype=tf.float32)
        n = tf.cast(n, dtype=tf.float32)
        p = tf.cast(p, dtype=tf.float32)
        multivariate_idx = len(get_dims(x)) - 1
        if multivariate_idx == 0:
            return tf.lgamma(n + 1.0) - \
                   tf.reduce_sum(tf.lgamma(x + 1.0)) + \
                   tf.reduce_sum(x * tf.log(p))
        else:
            return tf.lgamma(n + 1.0) - \
                   tf.reduce_sum(tf.lgamma(x + 1.0), multivariate_idx) + \
                   tf.reduce_sum(x * tf.log(p), multivariate_idx)
Exemplo n.º 19
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    def log_prob(self, xs):
        """
        Parameters
        ----------
        xs : list or tf.Tensor or np.array
            If more than one layer, a list of tf.Tensors or np.array's
            of dimension (batch x shape). If one layer, a tf.Tensor or
            np.array of (batch x shape).

        Notes
        -----
        This method may be removed in the future in favor of indexable
        log_prob methods, e.g., for automatic Rao-Blackwellization.

        This method assumes each xs[l] in xs has the same batch size,
        i.e., dimensions (batch x shape) for fixed batch and varying
        shape.

        This method assumes length of xs == length of self.layers.
        """
        if len(self.layers) == 1:
            return self.layers[0].log_prob(xs)

        n_minibatch = get_dims(xs[0])[0]
        log_prob = tf.zeros([n_minibatch], dtype=tf.float32)
        for l, layer in enumerate(self.layers):
            log_prob += layer.log_prob(xs[l])

        return log_prob
Exemplo n.º 20
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    def logpdf(self, x, alpha):
        """Log of the probability density function.

        Parameters
        ----------
        x : tf.Tensor
            A n-D tensor for n > 1, where the inner (right-most)
            dimension represents the multivariate dimension.
        alpha : tf.Tensor
            A tensor of same shape as ``x``, and with each
            :math:`\\alpha` constrained to :math:`\\alpha_i > 0`.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        x = tf.cast(x, dtype=tf.float32)
        alpha = tf.cast(alpha, dtype=tf.float32)
        multivariate_idx = len(get_dims(x)) - 1
        if multivariate_idx == 0:
            return -tf.lbeta(alpha) + tf.reduce_sum((alpha - 1.0) * tf.log(x))
        else:
            return -tf.lbeta(alpha) + \
                   tf.reduce_sum((alpha-1.0) * tf.log(x), multivariate_idx)
Exemplo n.º 21
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    def log_prob(self, xs, zs):
        """Return scalar, the log joint density log p(xs, zs)."""
        x = xs["x"]
        pi, mus, sigmas = zs["pi"], zs["mu"], zs["sigma"]
        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0.0, self.c))
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

        # log-likelihood is
        # sum_{n=1}^N log sum_{k=1}^K exp( log pi_k + log N(x_n; mu_k, sigma_k) )
        # Create a K x N matrix, whose entry (k, n) is
        # log pi_k + log N(x_n; mu_k, sigma_k).
        N = get_dims(x)[0]
        matrix = []
        for k in range(self.K):
            matrix += [
                tf.ones(N) * tf.log(pi[k])
                + multivariate_normal_diag.logpdf(
                    x, mus[(k * self.D) : ((k + 1) * self.D)], sigmas[(k * self.D) : ((k + 1) * self.D)]
                )
            ]

        matrix = tf.pack(matrix)
        # log_sum_exp() along the rows is a vector, whose nth
        # element is the log-likelihood of data point x_n.
        vector = log_sum_exp(matrix, 0)
        # Sum over data points to get the full log-likelihood.
        log_lik = tf.reduce_sum(vector)

        return log_prior + log_lik
Exemplo n.º 22
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    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs)[0]
        # Loop over each mini-batch zs[b,:]
        log_prob = []
        for z in tf.unpack(zs):
            pi, mus, sigmas = self.unpack_params(z)
            log_prior = dirichlet.logpdf(pi, self.alpha)
            for k in xrange(self.K):
                log_prior += norm.logpdf(mus[k * self.D], 0, np.sqrt(self.c))
                log_prior += norm.logpdf(mus[k * self.D + 1], 0,
                                         np.sqrt(self.c))
                log_prior += invgamma.logpdf(sigmas[k * self.D], self.a,
                                             self.b)
                log_prior += invgamma.logpdf(sigmas[k * self.D + 1], self.a,
                                             self.b)

            log_lik = tf.constant(0.0, dtype=tf.float32)
            for x in tf.unpack(xs):
                for k in xrange(self.K):
                    log_lik += tf.log(pi[k])
                    log_lik += multivariate_normal.logpdf(
                        x, mus[(k * self.D):((k + 1) * self.D)],
                        sigmas[(k * self.D):((k + 1) * self.D)])

            log_prob += [log_prior + log_lik]

        return tf.pack(log_prob)
Exemplo n.º 23
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    def log_prob(self, xs):
        """
        Parameters
        ----------
        xs : list of tf.Tensor or tf.Tensor
            If more than one layer, a list of tf.Tensors of dimension
            (batch x shape). If one layer, a tf.Tensor of (batch x
            shape).

        Notes
        -----
        This method may be removed in the future in favor of indexable
        log_prob methods, e.g., for automatic Rao-Blackwellization.

        This method assumes each xs[l] in xs has the same batch size,
        i.e., dimensions (batch x shape) for fixed batch and varying
        shape.

        This method assumes length of xs == length of self.layers.
        """
        if len(self.layers) == 1:
            return self.layers[0].log_prob(xs)

        n_samples = get_dims(xs[0])[0]
        log_prob = tf.zeros([n_samples], dtype=tf.float32)
        for l, layer in enumerate(self.layers):
            log_prob += layer.log_prob(xs[l])

        return log_prob
Exemplo n.º 24
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    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs)[0]
        # Loop over each mini-batch zs[b,:]
        log_prob = []
        for z in tf.unpack(zs):
            pi, mus, sigmas = self.unpack_params(z)
            log_prior = dirichlet.logpdf(pi, self.alpha)
            for k in xrange(self.K):
                log_prior += norm.logpdf(mus[k*self.D], 0, np.sqrt(self.c))
                log_prior += norm.logpdf(mus[k*self.D+1], 0, np.sqrt(self.c))
                log_prior += invgamma.logpdf(sigmas[k*self.D], self.a, self.b)
                log_prior += invgamma.logpdf(sigmas[k*self.D+1], self.a, self.b)

            log_lik = tf.constant(0.0, dtype=tf.float32)
            for x in tf.unpack(xs):
                for k in xrange(self.K):
                    log_lik += tf.log(pi[k])
                    log_lik += multivariate_normal.logpdf(x,
                        mus[(k*self.D):((k+1)*self.D)],
                        sigmas[(k*self.D):((k+1)*self.D)])

            log_prob += [log_prior + log_lik]

        return tf.pack(log_prob)
Exemplo n.º 25
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    def np_dict(self, samples):
        """
        Form dictionary to feed any placeholders with np.array
        samples.

        Parameters
        ----------
        samples : list or tf.Tensor
            If more than one layer, a list of tf.Tensors of dimension
            (batch x shape). If one layer, a tf.Tensor of (batch x
            shape).

        Notes
        -----
        This method assumes each samples[l] in samples has the same
        batch size, i.e., dimensions (batch x shape) for fixed batch
        and varying shape.
        """
        if not isinstance(samples, list):
            samples = [samples]

        size = get_dims(samples[0])[0]
        feed_dict = {}
        for sample, layer in zip(samples, self.layers):
            if sample.name.startswith('Placeholder'):
                feed_dict[sample] = layer.sample(size)

        return feed_dict
Exemplo n.º 26
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    def entropy(self, mean=None, cov=1):
        """Entropy of probability distribution.

        This is not vectorized with respect to any arguments.

        Parameters
        ----------
        mean : tf.Tensor, optional
            A 1-D tensor. Defaults to zero mean.
        cov : tf.Tensor, optional
            A 1-D or 2-D tensor. Defaults to identity matrix.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        if cov is 1:
            d = 1
            det_cov = 1.0
        else:
            cov = tf.cast(cov, dtype=tf.float32)
            d = get_dims(cov)[0]
            if len(cov.get_shape()) == 1:
                det_cov = tf.reduce_prod(cov)
            else:
                det_cov = tf.matrix_determinant(cov)

        return 0.5 * (d + d * tf.log(2 * np.pi) + tf.log(det_cov))
Exemplo n.º 27
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    def logpmf(self, x, n, p):
        """Log of the probability mass function.

        Parameters
        ----------
        x : tf.Tensor
            A n-D tensor for n > 1, where the inner (right-most)
            dimension represents the multivariate dimension. Each
            element is the number of outcomes in a bucket and not a
            one-hot.
        n : tf.Tensor
            A tensor of one less dimension than ``x``,
            representing the number of outcomes, equal to sum x[i]
            along the inner (right-most) dimension.
        p : tf.Tensor
            A tensor of one less dimension than ``x``, representing
            probabilities which sum to 1.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        x = tf.cast(x, dtype=tf.float32)
        n = tf.cast(n, dtype=tf.float32)
        p = tf.cast(p, dtype=tf.float32)
        multivariate_idx = len(get_dims(x)) - 1
        if multivariate_idx == 0:
            return tf.lgamma(n + 1.0) - \
                   tf.reduce_sum(tf.lgamma(x + 1.0)) + \
                   tf.reduce_sum(x * tf.log(p))
        else:
            return tf.lgamma(n + 1.0) - \
                   tf.reduce_sum(tf.lgamma(x + 1.0), multivariate_idx) + \
                   tf.reduce_sum(x * tf.log(p), multivariate_idx)
Exemplo n.º 28
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    def logpdf(self, x, alpha):
        """Log of the probability density function.

        Parameters
        ----------
        x : tf.Tensor
            A n-D tensor for n > 1, where the inner (right-most)
            dimension represents the multivariate dimension.
        alpha : tf.Tensor
            A tensor of same shape as ``x``, and with each
            :math:`\\alpha` constrained to :math:`\\alpha_i > 0`.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        x = tf.cast(x, dtype=tf.float32)
        alpha = tf.cast(alpha, dtype=tf.float32)
        multivariate_idx = len(get_dims(x)) - 1
        if multivariate_idx == 0:
            return -tf.lbeta(alpha) + tf.reduce_sum((alpha-1.0) * tf.log(x))
        else:
            return -tf.lbeta(alpha) + \
                   tf.reduce_sum((alpha-1.0) * tf.log(x), multivariate_idx)
Exemplo n.º 29
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    def __init__(self,
                 params,
                 validate_args=False,
                 allow_nan_stats=True,
                 name="Empirical",
                 *args,
                 **kwargs):
        with tf.name_scope(name, values=[params]) as ns:
            with tf.control_dependencies([]):
                self._params = tf.identity(params, name="params")
                try:
                    self._n = get_dims(self._params)[0]
                except:  # scalar params
                    self._n = 1

                super(Empirical,
                      self).__init__(dtype=self._params.dtype,
                                     parameters={
                                         "params": self._params,
                                         "n": self._n
                                     },
                                     is_continuous=False,
                                     is_reparameterized=True,
                                     validate_args=validate_args,
                                     allow_nan_stats=allow_nan_stats,
                                     name=ns,
                                     *args,
                                     **kwargs)
Exemplo n.º 30
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    def entropy(self, mean=None, cov=1):
        """
        Note entropy does not depend on its mean.

        Arguments
        ----------
        mean: tf.Tensor, optional
            vector. Defaults to zero mean.
        cov: tf.Tensor, optional
            vector or matrix. Defaults to identity.

        Returns
        -------
        tf.Tensor
            scalar
        """
        if cov == 1:
            d = 1
            det_cov = 1.0
        else:
            cov = tf.cast(cov, dtype=tf.float32)
            d = get_dims(cov)[0]
            if len(cov.get_shape()) == 1: 
                det_cov = tf.reduce_prod(cov)
            else:
                det_cov = tf.matrix_determinant(cov)

        return 0.5 * (d + d*tf.log(2*np.pi) + tf.log(det_cov))
Exemplo n.º 31
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    def logpdf(self, x, mean=None, cov=1):
        """Log of the probability density function.

        Parameters
        ----------
        x : tf.Tensor
            A 1-D or 2-D tensor.
        mean : tf.Tensor, optional
            A 1-D tensor. Defaults to zero mean.
        cov : tf.Tensor, optional
            A 1-D or 2-D tensor. Defaults to identity matrix.

        Returns
        -------
        tf.Tensor
            A tensor of one dimension less than the input.
        """
        x = tf.cast(x, dtype=tf.float32)
        x_shape = get_dims(x)
        if len(x_shape) == 1:
            d = x_shape[0]
        else:
            d = x_shape[1]

        if mean is None:
            r = x
        else:
            mean = tf.cast(mean, dtype=tf.float32)
            r = x - mean

        if cov is 1:
            L_inv = tf.diag(tf.ones([d]))
            det_cov = tf.constant(1.0)
        else:
            cov = tf.cast(cov, dtype=tf.float32)
            if len(cov.get_shape()) == 1: # vector
                L_inv = tf.diag(1.0 / tf.sqrt(cov))
                det_cov = tf.reduce_prod(cov)
            else: # matrix
                L = tf.cholesky(cov)
                L_inv = tf.matrix_inverse(L)
                det_cov = tf.pow(tf.reduce_prod(tf.diag_part(L)), 2)

        lps = -0.5*d*tf.log(2*np.pi) - 0.5*tf.log(det_cov)
        if len(x_shape) == 1: # vector
            r = tf.reshape(r, shape=(d, 1))
            inner = tf.matmul(L_inv, r)
            lps -= 0.5 * tf.matmul(inner, inner, transpose_a=True)
            return tf.squeeze(lps)
        else: # matrix
            # TODO vectorize further
            out = []
            for r_vec in tf.unpack(r):
                r_vec = tf.reshape(r_vec, shape=(d, 1))
                inner = tf.matmul(L_inv, r_vec)
                out += [tf.squeeze(lps -
                        0.5 * tf.matmul(inner, inner, transpose_a=True))]

            return tf.pack(out)
Exemplo n.º 32
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    def log_prob(self, xs):
        """Evaluate log probability.

            ``log p(xs | params)``

        Parameters
        ----------
        xs : tf.Tensor or np.ndarray
            n x self.shape

        Returns
        -------
        tf.Tensor
            A vector for each log density evaluation,

            .. code-block:: none

                [ sum_{idx in shape} log p(xs[1, idx] | params[idx]),
                ...,
                sum_{idx in shape} log p(xs[n, idx] | params[idx]) ]
        """
        # Loop over each random variable.
        # If distribution is univariate, this is over all indices; if
        # distribution is multivariate, this is over all but the last
        # index.
        n = get_dims(xs)[0]
        log_prob = tf.zeros([n], dtype=tf.float32)
        if len(self.shape) == 1:
            if self.is_multivariate:
                idx = ()
                log_prob += self.log_prob_idx(idx, xs)
            else:
                for idx in product(range(self.shape[0])):
                    log_prob += self.log_prob_idx(idx, xs)

        elif len(self.shape) == 2:
            if self.is_multivariate:
                for idx in product(range(self.shape[0])):
                    log_prob += self.log_prob_idx(idx, xs)

            else:
                for idx in product(range(self.shape[0]), range(self.shape[1])):
                    log_prob += self.log_prob_idx(idx, xs)

        elif len(self.shape) == 3:
            if self.is_multivariate:
                for idx in product(range(self.shape[0]), range(self.shape[1])):
                    log_prob += self.log_prob_idx(idx, xs)

            else:
                for idx in product(range(self.shape[0]), range(self.shape[1]),
                                   range(self.shape[2])):
                    log_prob += self.log_prob_idx(idx, xs)

        else:  # len(self.shape) >= 4
            # There should be a generic solution.
            raise NotImplementedError()

        return log_prob
Exemplo n.º 33
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    def log_prob(self, xs):
        """Evaluate log probability.

            ``log p(xs | params)``

        Parameters
        ----------
        xs : tf.Tensor or np.ndarray
            n x self.shape

        Returns
        -------
        tf.Tensor
            A vector for each log density evaluation,

            .. code-block:: none

                [ sum_{idx in shape} log p(xs[1, idx] | params[idx]),
                ...,
                sum_{idx in shape} log p(xs[n, idx] | params[idx]) ]
        """
        # Loop over each random variable.
        # If distribution is univariate, this is over all indices; if
        # distribution is multivariate, this is over all but the last
        # index.
        n = get_dims(xs)[0]
        log_prob = tf.zeros([n], dtype=tf.float32)
        if len(self.shape) == 1:
            if self.is_multivariate:
                idx = ()
                log_prob += self.log_prob_idx(idx, xs)
            else:
                for idx in product(range(self.shape[0])):
                    log_prob += self.log_prob_idx(idx, xs)

        elif len(self.shape) == 2:
            if self.is_multivariate:
                for idx in product(range(self.shape[0])):
                    log_prob += self.log_prob_idx(idx, xs)

            else:
                for idx in product(range(self.shape[0]), range(self.shape[1])):
                    log_prob += self.log_prob_idx(idx, xs)

        elif len(self.shape) == 3:
            if self.is_multivariate:
                for idx in product(range(self.shape[0]), range(self.shape[1])):
                    log_prob += self.log_prob_idx(idx, xs)

            else:
                for idx in product(range(self.shape[0]), range(self.shape[1]), range(self.shape[2])):
                    log_prob += self.log_prob_idx(idx, xs)

        else: # len(self.shape) >= 4
            # There should be a generic solution.
            raise NotImplementedError()

        return log_prob
Exemplo n.º 34
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    def _test(self, input, multiples):
        if isinstance(multiples, int) or isinstance(multiples, float):
            multiples_shape = [multiples]
        elif isinstance(multiples, tuple):
            multiples_shape = list(multiples)
        else:
            multiples_shape = multiples

        input_shape = get_dims(input)
        diff = len(input_shape) - len(multiples_shape)
        if diff < 0:
            input_shape = [1] * abs(diff) + input_shape
        elif diff > 0:
            multiples_shape = [1] * diff + multiples_shape

        val_true = [x * y for x, y in zip(input_shape, multiples_shape)]
        with self.test_session():
            val_est = get_dims(tile(input, multiples))
            assert val_est == val_true
Exemplo n.º 35
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    def log_prob(self, xs, zs):
        """
    Return scalar, the log joint density log p(xs, zs).

    Given n_minibatch data points, n_samples of variables
    Summing over the datapoints makes sense since the joint is the only place in the 
    estiamtion of the gradient that has the data points, and its the log, so we can sum
    over them
    BUT summing over the variables doenst make sense,its supposed to be one at a time

    """
        x = xs['x']
        pi, mus, sigmas = zs['pi'], zs['mu'], zs['sigma']

        # print(get_dims(x)) #[n_minibatch, D]
        # print(get_dims(pi)) #[K]
        # print(get_dims(mus)) #[K*D]
        # print(get_dims(sigmas)) #[K*D]

        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0.0, self.c))
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

        # log-likelihood is
        # sum_{n=1}^N log sum_{k=1}^K exp( log pi_k + log N(x_n; mu_k, sigma_k) )
        # Create a K x N matrix, whose entry (k, n) is
        # log pi_k + log N(x_n; mu_k, sigma_k).
        n_minibatch = get_dims(x)[
            0]  #this is [n_minibatch, D], with [0] its just n_minibatch
        #OH I think they compute the matrix so that they can do log sum exp, since they need to find the max value

        matrix = []
        for k in range(self.K):

            # bbbb = tf.log(pi[k])
            # print(get_dims(bbbb))
            # aaaa= multivariate_normal_diag.logpdf(x,  mus[(k * self.D):((k + 1) * self.D)],  sigmas[(k * self.D):((k + 1) * self.D)])
            # print(get_dims(aaaa))
            # fadad

            matrix += [
                tf.ones(n_minibatch) * tf.log(pi[k]) +
                multivariate_normal_diag.logpdf(
                    x, mus[(k * self.D):((k + 1) * self.D)],
                    sigmas[(k * self.D):((k + 1) * self.D)])
            ]

        matrix = tf.pack(matrix)
        # log_sum_exp() along the rows is a vector, whose nth
        # element is the log-likelihood of data point x_n.
        vector = log_sum_exp(matrix, 0)
        # Sum over data points to get the full log-likelihood.
        log_lik = tf.reduce_sum(vector)

        return log_prior + log_lik
Exemplo n.º 36
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 def entropy(self, alpha):
     """
     Arguments
     ----------
     alpha: np.array or tf.Tensor
         vector or matrix
     """
     alpha = tf.cast(tf.convert_to_tensor(alpha), dtype=tf.float32)
     if len(get_dims(alpha)) == 1:
         K = get_dims(alpha)[0]
         a = tf.reduce_sum(alpha)
         return lbeta(alpha) + \
                tf.mul(a - K, digamma(a)) - \
                tf.reduce_sum(tf.mul(alpha-1, digamma(alpha)))
     else:
         K = get_dims(alpha)[1]
         a = tf.reduce_sum(alpha, 1)
         return lbeta(alpha) + \
                tf.mul(a - K, digamma(a)) - \
                tf.reduce_sum(tf.mul(alpha-1, digamma(alpha)), 1)
Exemplo n.º 37
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 def entropy(self, alpha):
     """
     Arguments
     ----------
     alpha: np.array or tf.Tensor
         vector or matrix
     """
     alpha = tf.cast(tf.convert_to_tensor(alpha), dtype=tf.float32)
     if len(get_dims(alpha)) == 1:
         K = get_dims(alpha)[0]
         a = tf.reduce_sum(alpha)
         return lbeta(alpha) + \
                tf.mul(a - K, digamma(a)) - \
                tf.reduce_sum(tf.mul(alpha-1, digamma(alpha)))
     else:
         K = get_dims(alpha)[1]
         a = tf.reduce_sum(alpha, 1)
         return lbeta(alpha) + \
                tf.mul(a - K, digamma(a)) - \
                tf.reduce_sum(tf.mul(alpha-1, digamma(alpha)), 1)
Exemplo n.º 38
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    def logpdf(self, x, mean=None, cov=1):
        """
        Parameters
        ----------
        x : np.array or tf.Tensor
            vector or matrix
        mean : np.array or tf.Tensor, optional
            vector. Defaults to zero mean.
        cov : np.array or tf.Tensor, optional
            vector or matrix. Defaults to identity.
        """
        x = tf.cast(tf.squeeze(tf.convert_to_tensor(x)), dtype=tf.float32)
        x_shape = get_dims(x)
        if len(x_shape) == 1:
            d = x_shape[0]
        else:
            d = x_shape[1]

        if mean is None:
            r = x
        else:
            mean = tf.cast(tf.squeeze(tf.convert_to_tensor(mean)),
                           dtype=tf.float32)
            r = x - mean

        if cov is 1:
            cov_inv = tf.diag(tf.ones([d]))
            det_cov = tf.constant(1.0)
        else:
            cov = tf.cast(tf.squeeze(tf.convert_to_tensor(cov)),
                          dtype=tf.float32)
            if len(cov.get_shape()) == 1:  # vector
                cov_inv = tf.diag(1.0 / cov)
                det_cov = tf.reduce_prod(cov)
            else:  # matrix
                cov_inv = tf.matrix_inverse(cov)
                det_cov = tf.matrix_determinant(cov)

        lps = -0.5 * d * tf.log(2 * np.pi) - 0.5 * tf.log(det_cov)
        if len(x_shape) == 1:
            r = tf.reshape(r, shape=(d, 1))
            lps -= 0.5 * tf.matmul(tf.matmul(r, cov_inv, transpose_a=True), r)
            return tf.squeeze(lps)
        else:
            # TODO vectorize further
            out = []
            for r_vec in tf.unpack(r):
                r_vec = tf.reshape(r_vec, shape=(d, 1))
                out += [
                    tf.squeeze(lps - 0.5 * tf.matmul(
                        tf.matmul(r_vec, cov_inv, transpose_a=True), r_vec))
                ]
            return tf.pack(out)
        """
Exemplo n.º 39
0
    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs['x'])[0]
        pi, mus, sigmas = self.unpack_params(zs)
        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0, np.sqrt(self.c)))
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

        # Loop over each mini-batch zs[b,:]
        log_lik = []
        n_minibatch = get_dims(zs)[0]
        for s in range(n_minibatch):
            log_lik_z = N*tf.reduce_sum(tf.log(pi))
            for k in range(self.K):
                log_lik_z += tf.reduce_sum(multivariate_normal.logpdf(xs['x'],
                    mus[s, (k*self.D):((k+1)*self.D)],
                    sigmas[s, (k*self.D):((k+1)*self.D)]))

            log_lik += [log_lik_z]

        return log_prior + tf.pack(log_lik)
Exemplo n.º 40
0
    def log_prob(self, xs, zs):
        """Returns a vector [log p(xs, zs[1,:]), ..., log p(xs, zs[S,:])]."""
        N = get_dims(xs['x'])[0]
        pi, mus, sigmas = self.unpack_params(zs)
        log_prior = dirichlet.logpdf(pi, self.alpha)
        log_prior += tf.reduce_sum(norm.logpdf(mus, 0, np.sqrt(self.c)))
        log_prior += tf.reduce_sum(invgamma.logpdf(sigmas, self.a, self.b))

        # Loop over each sample zs[b,:]
        log_lik = []
        n_samples = get_dims(zs)[0]
        for s in range(n_samples):
            log_lik_z = N*tf.reduce_sum(tf.log(pi))
            for k in range(self.K):
                log_lik_z += tf.reduce_sum(multivariate_normal.logpdf(xs['x'],
                    mus[s, (k*self.D):((k+1)*self.D)],
                    sigmas[s, (k*self.D):((k+1)*self.D)]))

            log_lik += [log_lik_z]

        return log_prior + tf.pack(log_lik)
Exemplo n.º 41
0
    def logpdf(self, x, mean=None, cov=1):
        """
        Parameters
        ----------
        x : np.array or tf.Tensor
            vector or matrix
        mean : np.array or tf.Tensor, optional
            vector. Defaults to zero mean.
        cov : np.array or tf.Tensor, optional
            vector or matrix. Defaults to identity.
        """
        x = tf.cast(tf.convert_to_tensor(x), dtype=tf.float32)
        x_shape = get_dims(x)
        if len(x_shape) == 1:
            d = x_shape[0]
        else:
            d = x_shape[1]

        if mean is None:
            r = x
        else:
            mean = tf.cast(tf.convert_to_tensor(mean), dtype=tf.float32)
            r = x - mean

        if cov is 1:
            cov_inv = tf.diag(tf.ones([d]))
            det_cov = tf.constant(1.0)
        else:
            cov = tf.cast(tf.convert_to_tensor(cov), dtype=tf.float32)
            if len(cov.get_shape()) == 1: # vector
                cov_inv = tf.diag(1.0 / cov)
                det_cov = tf.reduce_prod(cov)
            else: # matrix
                cov_inv = tf.matrix_inverse(cov)
                det_cov = tf.matrix_determinant(cov)

        lps = -0.5*d*tf.log(2*np.pi) - 0.5*tf.log(det_cov)
        if len(x_shape) == 1:
            r = tf.reshape(r, shape=(d, 1))
            lps -= 0.5 * tf.matmul(tf.matmul(r, cov_inv, transpose_a=True), r)
            return tf.squeeze(lps)
        else:
            # TODO vectorize further
            out = []
            for r_vec in tf.unpack(r):
                r_vec = tf.reshape(r_vec, shape=(d, 1))
                out += [tf.squeeze(lps - 0.5 * tf.matmul(
                                   tf.matmul(r_vec, cov_inv, transpose_a=True),
                                   r_vec))]
            return tf.pack(out)
        """
Exemplo n.º 42
0
    def logpdf(self, x, mean=None, cov=1):
        """
        Arguments
        ----------
        x: tf.Tensor
            vector
        mean: tf.Tensor, optional
            vector. Defaults to zero mean.
        cov: tf.Tensor, optional
            vector or matrix. Defaults to identity.

        Returns
        -------
        tf.Tensor
            scalar
        """
        x = tf.cast(tf.squeeze(x), dtype=tf.float32)
        d = get_dims(x)[0]
        if mean is None:
            r = tf.ones([d]) * x
        else:
            mean = tf.cast(tf.squeeze(mean), dtype=tf.float32)
            r = x - mean
            
        if cov == 1:
            cov_inv = tf.diag(tf.ones([d]))
            det_cov = tf.constant(1.0)
        else:
            cov = tf.cast(tf.squeeze(cov), dtype=tf.float32)
            if len(cov.get_shape()) == 1: 
                cov_inv = tf.diag(1.0 / cov)
                det_cov = tf.reduce_prod(cov)
            else:
                cov_inv = tf.matrix_inverse(cov)
                det_cov = tf.matrix_determinant(cov)
        r = tf.reshape(r, shape=(d, 1))
        lps = -0.5*d*tf.log(2*np.pi) - 0.5*tf.log(det_cov) - \
              0.5 * tf.matmul(tf.matmul(r, cov_inv, transpose_a=True), r)
        """
        # TensorFlow can't reverse-mode autodiff Cholesky
        L = tf.cholesky(cov)
        L_inv = tf.matrix_inverse(L)
        det_cov = tf.pow(tf.matrix_determinant(L), 2)
        inner = dot(L_inv, r)
        out = -0.5*d*tf.log(2*np.pi) - \
              0.5*tf.log(det_cov) - \
              0.5*tf.matmul(tf.transpose(inner), inner)
        """
        return tf.squeeze(lps)
Exemplo n.º 43
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 def logpdf(self, x, alpha):
     """
     Parameters
     ----------
     x : np.array or tf.Tensor
         vector or matrix
     alpha : np.array or tf.Tensor
         vector
     """
     x = tf.cast(x, dtype=tf.float32)
     alpha = tf.cast(tf.convert_to_tensor(alpha), dtype=tf.float32)
     if len(get_dims(x)) == 1:
         return -lbeta(alpha) + tf.reduce_sum(tf.mul(alpha-1, tf.log(x)))
     else:
         return -lbeta(alpha) + tf.reduce_sum(tf.mul(alpha-1, tf.log(x)), 1)
Exemplo n.º 44
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 def logpdf(self, x, alpha):
     """
     Parameters
     ----------
     x : np.array or tf.Tensor
         vector or matrix
     alpha : np.array or tf.Tensor
         vector
     """
     x = tf.cast(x, dtype=tf.float32)
     alpha = tf.cast(tf.convert_to_tensor(alpha), dtype=tf.float32)
     if len(get_dims(x)) == 1:
         return -lbeta(alpha) + tf.reduce_sum(tf.mul(alpha-1, tf.log(x)))
     else:
         return -lbeta(alpha) + tf.reduce_sum(tf.mul(alpha-1, tf.log(x)), 1)
Exemplo n.º 45
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    def logpdf(self, x, mean=None, cov=1):
        """
        Arguments
        ----------
        x: np.array or tf.Tensor
            vector
        mean: np.array or tf.Tensor, optional
            vector. Defaults to zero mean.
        cov: np.array or tf.Tensor, optional
            vector or matrix. Defaults to identity.
        """
        x = tf.cast(tf.squeeze(tf.convert_to_tensor(x)), dtype=tf.float32)
        d = get_dims(x)[0]
        if mean is None:
            r = tf.ones([d]) * x
        else:
            mean = tf.cast(tf.squeeze(tf.convert_to_tensor(mean)),
                           dtype=tf.float32)
            r = x - mean

        if cov is 1:
            cov_inv = tf.diag(tf.ones([d]))
            det_cov = tf.constant(1.0)
        else:
            cov = tf.cast(tf.squeeze(tf.convert_to_tensor(cov)),
                          dtype=tf.float32)
            if len(cov.get_shape()) == 1:
                cov_inv = tf.diag(1.0 / cov)
                det_cov = tf.reduce_prod(cov)
            else:
                cov_inv = tf.matrix_inverse(cov)
                det_cov = tf.matrix_determinant(cov)
        r = tf.reshape(r, shape=(d, 1))
        lps = -0.5*d*tf.log(2*np.pi) - 0.5*tf.log(det_cov) - \
              0.5 * tf.matmul(tf.matmul(r, cov_inv, transpose_a=True), r)
        """
        # TensorFlow can't reverse-mode autodiff Cholesky
        L = tf.cholesky(cov)
        L_inv = tf.matrix_inverse(L)
        det_cov = tf.pow(tf.matrix_determinant(L), 2)
        inner = dot(L_inv, r)
        out = -0.5*d*tf.log(2*np.pi) - \
              0.5*tf.log(det_cov) - \
              0.5*tf.matmul(tf.transpose(inner), inner)
        """
        return tf.squeeze(lps)
Exemplo n.º 46
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 def logpdf(self, x, alpha):
     """
     Arguments
     ----------
     x: np.array or tf.Tensor
         vector or matrix
     alpha: np.array or tf.Tensor
         vector
     """
     x = tf.cast(tf.squeeze(x), dtype=tf.float32)
     alpha = tf.cast(tf.squeeze(tf.convert_to_tensor(alpha)), dtype=tf.float32)
     if len(get_dims(x)) == 1:
         return -multivariate_log_beta(alpha) + \
                tf.reduce_sum(tf.mul(alpha-1, tf.log(x)))
     else:
         return -multivariate_log_beta(alpha) + \
                tf.reduce_sum(tf.mul(alpha-1, tf.log(x)), 1)
Exemplo n.º 47
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  def __init__(self,
               params,
               validate_args=False,
               allow_nan_stats=True,
               name="Empirical"):
    with ops.name_scope(name, values=[params]) as ns:
      with ops.control_dependencies([]):
        self._params = array_ops.identity(params, name="params")
        try:
          self._n = get_dims(self._params)[0]
        except:  # scalar params
          self._n = 1

        super(Empirical, self).__init__(
            dtype=self._params.dtype,
            parameters={"params": self._params,
                        "n": self._n},
            is_continuous=False,
            is_reparameterized=True,
            validate_args=validate_args,
            allow_nan_stats=allow_nan_stats,
            name=ns)
Exemplo n.º 48
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 def logpmf(self, x, n, p):
     """
     Parameters
     ----------
     x : np.array or tf.Tensor
         vector of length K, where x[i] is the number of outcomes
         in the ith bucket, or matrix with column length K
     n : int or tf.Tensor
         number of outcomes equal to sum x[i]
     p : np.array or tf.Tensor
         vector of probabilities summing to 1
     """
     x = tf.cast(x, dtype=tf.float32)
     n = tf.cast(n, dtype=tf.float32)
     p = tf.cast(p, dtype=tf.float32)
     if len(get_dims(x)) == 1:
         return lgamma(n + 1.0) - \
                tf.reduce_sum(lgamma(x + 1.0)) + \
                tf.reduce_sum(tf.mul(x, tf.log(p)))
     else:
         return lgamma(n + 1.0) - \
                tf.reduce_sum(lgamma(x + 1.0), 1) + \
                tf.reduce_sum(tf.mul(x, tf.log(p)), 1)
Exemplo n.º 49
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    def entropy(self, mean=None, cov=1):
        """
        Note entropy does not depend on its mean.

        Parameters
        ----------
        mean : np.array or tf.Tensor, optional
            vector. Defaults to zero mean.
        cov : np.array or tf.Tensor, optional
            vector or matrix. Defaults to identity.
        """
        if cov is 1:
            d = 1
            det_cov = 1.0
        else:
            cov = tf.cast(tf.convert_to_tensor(cov), dtype=tf.float32)
            d = get_dims(cov)[0]
            if len(cov.get_shape()) == 1:
                det_cov = tf.reduce_prod(cov)
            else:
                det_cov = tf.matrix_determinant(cov)

        return 0.5 * (d + d * tf.log(2 * np.pi) + tf.log(det_cov))
Exemplo n.º 50
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 def logpmf(self, x, n, p):
     """
     Parameters
     ----------
     x : np.array or tf.Tensor
         vector of length K, where x[i] is the number of outcomes
         in the ith bucket, or matrix with column length K
     n : int or tf.Tensor
         number of outcomes equal to sum x[i]
     p : np.array or tf.Tensor
         vector of probabilities summing to 1
     """
     x = tf.cast(tf.squeeze(x), dtype=tf.float32)
     n = tf.cast(tf.squeeze(n), dtype=tf.float32)
     p = tf.cast(tf.squeeze(p), dtype=tf.float32)
     if len(get_dims(x)) == 1:
         return lgamma(n + 1.0) - \
                tf.reduce_sum(lgamma(x + 1.0)) + \
                tf.reduce_sum(tf.mul(x, tf.log(p)))
     else:
         return lgamma(n + 1.0) - \
                tf.reduce_sum(lgamma(x + 1.0), 1) + \
                tf.reduce_sum(tf.mul(x, tf.log(p)), 1)
Exemplo n.º 51
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    def entropy(self, mean=None, cov=1):
        """
        Note entropy does not depend on its mean.

        Parameters
        ----------
        mean : np.array or tf.Tensor, optional
            vector. Defaults to zero mean.
        cov : np.array or tf.Tensor, optional
            vector or matrix. Defaults to identity.
        """
        if cov is 1:
            d = 1
            det_cov = 1.0
        else:
            cov = tf.cast(tf.convert_to_tensor(cov), dtype=tf.float32)
            d = get_dims(cov)[0]
            if len(cov.get_shape()) == 1:
                det_cov = tf.reduce_prod(cov)
            else:
                det_cov = tf.matrix_determinant(cov)

        return 0.5 * (d + d*tf.log(2*np.pi) + tf.log(det_cov))
Exemplo n.º 52
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def _test(alpha, beta, n):
  x = InverseGamma(alpha=alpha, beta=beta)
  val_est = get_dims(x.sample(n))
  val_true = n + get_dims(alpha)
  assert val_est == val_true
Exemplo n.º 53
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 def __init__(self, mu, sigma):
     self.mu = mu
     self.sigma = sigma
     self.n_vars = get_dims(mu)[0]
Exemplo n.º 54
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def _test(shape, a, b, n):
    x = Beta(shape, a, b)
    val_est = tuple(get_dims(x.sample(n)))
    val_true = (n, ) + shape
    assert val_est == val_true
Exemplo n.º 55
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 def logpdf(self, x, loc=0, scale=1):
     # Note there is no error checking if x is outside domain.
     scale = tf.cast(scale, dtype=tf.float32)
     return tf.squeeze(tf.ones(get_dims(x)) * -tf.log(scale))
Exemplo n.º 56
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def _test(shape, loc, scale, n):
    x = Normal(shape, loc, scale)
    val_est = tuple(get_dims(x.sample(n)))
    val_true = (n, ) + shape
    assert val_est == val_true
def _test(a, b, n):
  x = Uniform(a=a, b=b)
  val_est = get_dims(x.sample(n))
  val_true = n + get_dims(a)
  assert val_est == val_true
Exemplo n.º 58
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def _test(p, n):
    x = Bernoulli(p=p)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(p)
    assert val_est == val_true
Exemplo n.º 59
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def _test(logits, n):
    x = Categorical(logits=logits)
    val_est = get_dims(x.sample(n))
    val_true = n + get_dims(logits)[:-1]
    assert val_est == val_true
Exemplo n.º 60
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def _test(shape, a, b, size):
    x = Beta(shape, a, b)
    val_est = tuple(get_dims(x.sample(size=size)))
    val_true = (size, ) + shape
    assert val_est == val_true