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from numbers import Number |
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import torch |
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from torch.distributions import constraints |
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from torch.distributions.distribution import Distribution |
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from torch.distributions.utils import broadcast_all, probs_to_logits, logits_to_probs, lazy_property |
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from torch.nn.functional import binary_cross_entropy_with_logits |
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__all__ = ['Geometric'] |
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class Geometric(Distribution): |
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r""" |
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Creates a Geometric distribution parameterized by :attr:`probs`, |
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where :attr:`probs` is the probability of success of Bernoulli trials. |
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It represents the probability that in :math:`k + 1` Bernoulli trials, the |
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first :math:`k` trials failed, before seeing a success. |
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Samples are non-negative integers [0, :math:`\inf`). |
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Example:: |
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>>> # xdoctest: +IGNORE_WANT("non-deterinistic") |
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>>> m = Geometric(torch.tensor([0.3])) |
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>>> m.sample() # underlying Bernoulli has 30% chance 1; 70% chance 0 |
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tensor([ 2.]) |
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Args: |
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probs (Number, Tensor): the probability of sampling `1`. Must be in range (0, 1] |
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logits (Number, Tensor): the log-odds of sampling `1`. |
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""" |
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arg_constraints = {'probs': constraints.unit_interval, |
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'logits': constraints.real} |
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support = constraints.nonnegative_integer |
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def __init__(self, probs=None, logits=None, validate_args=None): |
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if (probs is None) == (logits is None): |
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raise ValueError("Either `probs` or `logits` must be specified, but not both.") |
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if probs is not None: |
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self.probs, = broadcast_all(probs) |
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else: |
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self.logits, = broadcast_all(logits) |
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probs_or_logits = probs if probs is not None else logits |
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if isinstance(probs_or_logits, Number): |
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batch_shape = torch.Size() |
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else: |
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batch_shape = probs_or_logits.size() |
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super(Geometric, self).__init__(batch_shape, validate_args=validate_args) |
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if self._validate_args and probs is not None: |
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value = self.probs |
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valid = value > 0 |
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if not valid.all(): |
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invalid_value = value.data[~valid] |
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raise ValueError( |
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"Expected parameter probs " |
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f"({type(value).__name__} of shape {tuple(value.shape)}) " |
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f"of distribution {repr(self)} " |
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f"to be positive but found invalid values:\n{invalid_value}" |
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) |
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def expand(self, batch_shape, _instance=None): |
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new = self._get_checked_instance(Geometric, _instance) |
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batch_shape = torch.Size(batch_shape) |
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if 'probs' in self.__dict__: |
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new.probs = self.probs.expand(batch_shape) |
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if 'logits' in self.__dict__: |
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new.logits = self.logits.expand(batch_shape) |
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super(Geometric, new).__init__(batch_shape, validate_args=False) |
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new._validate_args = self._validate_args |
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return new |
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@property |
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def mean(self): |
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return 1. / self.probs - 1. |
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@property |
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def mode(self): |
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return torch.zeros_like(self.probs) |
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@property |
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def variance(self): |
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return (1. / self.probs - 1.) / self.probs |
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@lazy_property |
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def logits(self): |
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return probs_to_logits(self.probs, is_binary=True) |
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@lazy_property |
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def probs(self): |
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return logits_to_probs(self.logits, is_binary=True) |
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def sample(self, sample_shape=torch.Size()): |
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shape = self._extended_shape(sample_shape) |
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tiny = torch.finfo(self.probs.dtype).tiny |
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with torch.no_grad(): |
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if torch._C._get_tracing_state(): |
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u = torch.rand(shape, dtype=self.probs.dtype, device=self.probs.device) |
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u = u.clamp(min=tiny) |
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else: |
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u = self.probs.new(shape).uniform_(tiny, 1) |
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return (u.log() / (-self.probs).log1p()).floor() |
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def log_prob(self, value): |
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if self._validate_args: |
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self._validate_sample(value) |
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value, probs = broadcast_all(value, self.probs) |
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probs = probs.clone(memory_format=torch.contiguous_format) |
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probs[(probs == 1) & (value == 0)] = 0 |
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return value * (-probs).log1p() + self.probs.log() |
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def entropy(self): |
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return binary_cross_entropy_with_logits(self.logits, self.probs, reduction='none') / self.probs |
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