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Source code for torch.distributions.binomial

# mypy: allow-untyped-defs
import torch
from torch.distributions import constraints
from torch.distributions.distribution import Distribution
from torch.distributions.utils import (
    broadcast_all,
    lazy_property,
    logits_to_probs,
    probs_to_logits,
)

__all__ = ["Binomial"]


def _clamp_by_zero(x):
    # works like clamp(x, min=0) but has grad at 0 is 0.5
    return (x.clamp(min=0) + x - x.clamp(max=0)) / 2


[docs]class Binomial(Distribution): r""" Creates a Binomial distribution parameterized by :attr:`total_count` and either :attr:`probs` or :attr:`logits` (but not both). :attr:`total_count` must be broadcastable with :attr:`probs`/:attr:`logits`. Example:: >>> # xdoctest: +IGNORE_WANT("non-deterministic") >>> m = Binomial(100, torch.tensor([0 , .2, .8, 1])) >>> x = m.sample() tensor([ 0., 22., 71., 100.]) >>> m = Binomial(torch.tensor([[5.], [10.]]), torch.tensor([0.5, 0.8])) >>> x = m.sample() tensor([[ 4., 5.], [ 7., 6.]]) Args: total_count (int or Tensor): number of Bernoulli trials probs (Tensor): Event probabilities logits (Tensor): Event log-odds """ arg_constraints = { "total_count": constraints.nonnegative_integer, "probs": constraints.unit_interval, "logits": constraints.real, } has_enumerate_support = True def __init__(self, total_count=1, 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.total_count, self.probs, ) = broadcast_all(total_count, probs) self.total_count = self.total_count.type_as(self.probs) else: ( self.total_count, self.logits, ) = broadcast_all(total_count, logits) self.total_count = self.total_count.type_as(self.logits) self._param = self.probs if probs is not None else self.logits batch_shape = self._param.size() super().__init__(batch_shape, validate_args=validate_args)
[docs] def expand(self, batch_shape, _instance=None): new = self._get_checked_instance(Binomial, _instance) batch_shape = torch.Size(batch_shape) new.total_count = self.total_count.expand(batch_shape) if "probs" in self.__dict__: new.probs = self.probs.expand(batch_shape) new._param = new.probs if "logits" in self.__dict__: new.logits = self.logits.expand(batch_shape) new._param = new.logits super(Binomial, new).__init__(batch_shape, validate_args=False) new._validate_args = self._validate_args return new
def _new(self, *args, **kwargs): return self._param.new(*args, **kwargs) @constraints.dependent_property(is_discrete=True, event_dim=0) def support(self): return constraints.integer_interval(0, self.total_count) @property def mean(self): return self.total_count * self.probs @property def mode(self): return ((self.total_count + 1) * self.probs).floor().clamp(max=self.total_count) @property def variance(self): return self.total_count * self.probs * (1 - self.probs) @lazy_property def logits(self): return probs_to_logits(self.probs, is_binary=True) @lazy_property def probs(self): return logits_to_probs(self.logits, is_binary=True) @property def param_shape(self): return self._param.size()
[docs] def sample(self, sample_shape=torch.Size()): shape = self._extended_shape(sample_shape) with torch.no_grad(): return torch.binomial( self.total_count.expand(shape), self.probs.expand(shape) )
[docs] def log_prob(self, value): if self._validate_args: self._validate_sample(value) log_factorial_n = torch.lgamma(self.total_count + 1) log_factorial_k = torch.lgamma(value + 1) log_factorial_nmk = torch.lgamma(self.total_count - value + 1) # k * log(p) + (n - k) * log(1 - p) = k * (log(p) - log(1 - p)) + n * log(1 - p) # (case logit < 0) = k * logit - n * log1p(e^logit) # (case logit > 0) = k * logit - n * (log(p) - log(1 - p)) + n * log(p) # = k * logit - n * logit - n * log1p(e^-logit) # (merge two cases) = k * logit - n * max(logit, 0) - n * log1p(e^-|logit|) normalize_term = ( self.total_count * _clamp_by_zero(self.logits) + self.total_count * torch.log1p(torch.exp(-torch.abs(self.logits))) - log_factorial_n ) return ( value * self.logits - log_factorial_k - log_factorial_nmk - normalize_term )
[docs] def entropy(self): total_count = int(self.total_count.max()) if not self.total_count.min() == total_count: raise NotImplementedError( "Inhomogeneous total count not supported by `entropy`." ) log_prob = self.log_prob(self.enumerate_support(False)) return -(torch.exp(log_prob) * log_prob).sum(0)
[docs] def enumerate_support(self, expand=True): total_count = int(self.total_count.max()) if not self.total_count.min() == total_count: raise NotImplementedError( "Inhomogeneous total count not supported by `enumerate_support`." ) values = torch.arange( 1 + total_count, dtype=self._param.dtype, device=self._param.device ) values = values.view((-1,) + (1,) * len(self._batch_shape)) if expand: values = values.expand((-1,) + self._batch_shape) return values

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