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- import torch
- from torch.distributions import constraints
- from torch.distributions.distribution import Distribution
- from torch.distributions.utils import _sum_rightmost
- from typing import Dict
- __all__ = ['Independent']
- class Independent(Distribution):
- r"""
- Reinterprets some of the batch dims of a distribution as event dims.
- This is mainly useful for changing the shape of the result of
- :meth:`log_prob`. For example to create a diagonal Normal distribution with
- the same shape as a Multivariate Normal distribution (so they are
- interchangeable), you can::
- >>> from torch.distributions.multivariate_normal import MultivariateNormal
- >>> from torch.distributions.normal import Normal
- >>> loc = torch.zeros(3)
- >>> scale = torch.ones(3)
- >>> mvn = MultivariateNormal(loc, scale_tril=torch.diag(scale))
- >>> [mvn.batch_shape, mvn.event_shape]
- [torch.Size([]), torch.Size([3])]
- >>> normal = Normal(loc, scale)
- >>> [normal.batch_shape, normal.event_shape]
- [torch.Size([3]), torch.Size([])]
- >>> diagn = Independent(normal, 1)
- >>> [diagn.batch_shape, diagn.event_shape]
- [torch.Size([]), torch.Size([3])]
- Args:
- base_distribution (torch.distributions.distribution.Distribution): a
- base distribution
- reinterpreted_batch_ndims (int): the number of batch dims to
- reinterpret as event dims
- """
- arg_constraints: Dict[str, constraints.Constraint] = {}
- def __init__(self, base_distribution, reinterpreted_batch_ndims, validate_args=None):
- if reinterpreted_batch_ndims > len(base_distribution.batch_shape):
- raise ValueError("Expected reinterpreted_batch_ndims <= len(base_distribution.batch_shape), "
- "actual {} vs {}".format(reinterpreted_batch_ndims,
- len(base_distribution.batch_shape)))
- shape = base_distribution.batch_shape + base_distribution.event_shape
- event_dim = reinterpreted_batch_ndims + len(base_distribution.event_shape)
- batch_shape = shape[:len(shape) - event_dim]
- event_shape = shape[len(shape) - event_dim:]
- self.base_dist = base_distribution
- self.reinterpreted_batch_ndims = reinterpreted_batch_ndims
- super().__init__(batch_shape, event_shape, validate_args=validate_args)
- def expand(self, batch_shape, _instance=None):
- new = self._get_checked_instance(Independent, _instance)
- batch_shape = torch.Size(batch_shape)
- new.base_dist = self.base_dist.expand(batch_shape +
- self.event_shape[:self.reinterpreted_batch_ndims])
- new.reinterpreted_batch_ndims = self.reinterpreted_batch_ndims
- super(Independent, new).__init__(batch_shape, self.event_shape, validate_args=False)
- new._validate_args = self._validate_args
- return new
- @property
- def has_rsample(self):
- return self.base_dist.has_rsample
- @property
- def has_enumerate_support(self):
- if self.reinterpreted_batch_ndims > 0:
- return False
- return self.base_dist.has_enumerate_support
- @constraints.dependent_property
- def support(self):
- result = self.base_dist.support
- if self.reinterpreted_batch_ndims:
- result = constraints.independent(result, self.reinterpreted_batch_ndims)
- return result
- @property
- def mean(self):
- return self.base_dist.mean
- @property
- def mode(self):
- return self.base_dist.mode
- @property
- def variance(self):
- return self.base_dist.variance
- def sample(self, sample_shape=torch.Size()):
- return self.base_dist.sample(sample_shape)
- def rsample(self, sample_shape=torch.Size()):
- return self.base_dist.rsample(sample_shape)
- def log_prob(self, value):
- log_prob = self.base_dist.log_prob(value)
- return _sum_rightmost(log_prob, self.reinterpreted_batch_ndims)
- def entropy(self):
- entropy = self.base_dist.entropy()
- return _sum_rightmost(entropy, self.reinterpreted_batch_ndims)
- def enumerate_support(self, expand=True):
- if self.reinterpreted_batch_ndims > 0:
- raise NotImplementedError("Enumeration over cartesian product is not implemented")
- return self.base_dist.enumerate_support(expand=expand)
- def __repr__(self):
- return self.__class__.__name__ + '({}, {})'.format(self.base_dist, self.reinterpreted_batch_ndims)
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