from numbers import Number
import torch
from torch.distributions import constraints
from torch.distributions.distribution import Distribution
from torch.distributions.utils import broadcast_all, probs_to_logits, logits_to_probs, lazy_property, _finfo
from torch.nn.functional import binary_cross_entropy_with_logits
[docs]class Geometric(Distribution):
r"""
Creates a Geometric distribution parameterized by `probs`, where `probs` is the probability of success of Bernoulli
trials. It represents the probability that in k + 1 Bernoulli trials, the first k trials failed, before
seeing a success.
Samples are non-negative integers [0, inf).
Example::
>>> m = Geometric(torch.tensor([0.3]))
>>> m.sample() # underlying Bernoulli has 30% chance 1; 70% chance 0
2
[torch.FloatTensor of size 1]
Args:
probs (Number, Tensor): the probabilty of sampling `1`. Must be in range (0, 1]
logits (Number, Tensor): the log-odds of sampling `1`.
"""
arg_constraints = {'probs': constraints.unit_interval}
support = constraints.nonnegative_integer
def __init__(self, probs=None, logits=None, validate_args=None):
if (probs is None) == (logits is None):
raise ValueError("Either `probs` or `logits` must be specified, but not both.")
if probs is not None:
self.probs, = broadcast_all(probs)
if not self.probs.gt(0).all():
raise ValueError('All elements of probs must be greater than 0')
else:
self.logits, = broadcast_all(logits)
probs_or_logits = probs if probs is not None else logits
if isinstance(probs_or_logits, Number):
batch_shape = torch.Size()
else:
batch_shape = probs_or_logits.size()
super(Geometric, self).__init__(batch_shape, validate_args=validate_args)
@property
def mean(self):
return 1. / self.probs - 1.
@property
def variance(self):
return (1. / self.probs - 1.) / self.probs
@lazy_property
[docs] def logits(self):
return probs_to_logits(self.probs, is_binary=True)
@lazy_property
[docs] def probs(self):
return logits_to_probs(self.logits, is_binary=True)
[docs] def sample(self, sample_shape=torch.Size()):
shape = self._extended_shape(sample_shape)
with torch.no_grad():
u = self.probs.new(shape).uniform_(_finfo(self.probs).tiny, 1)
return (u.log() / (-self.probs).log1p()).floor()
[docs] def log_prob(self, value):
if self._validate_args:
self._validate_sample(value)
value, probs = broadcast_all(value, self.probs.clone())
probs[(probs == 1) & (value == 0)] = 0
return value * (-probs).log1p() + self.probs.log()
[docs] def entropy(self):
return binary_cross_entropy_with_logits(self.logits, self.probs, reduce=False) / self.probs