chore: import upstream snapshot with attribution
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# Copyright (c) 2021 PaddlePaddle Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from __future__ import annotations
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import numbers
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from typing import TYPE_CHECKING
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import paddle
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from paddle.distribution import dirichlet, exponential_family
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from paddle.utils.decorator_utils import param_one_alias
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if TYPE_CHECKING:
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from collections.abc import Sequence
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from paddle import Tensor
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class Beta(exponential_family.ExponentialFamily):
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r"""
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Beta distribution parameterized by alpha and beta.
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In probability theory and statistics, the beta distribution is a family of
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continuous probability distributions defined on the interval [0, 1]
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parameterized by two positive shape parameters, denoted by alpha and beta,
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that appear as exponents of the random variable and control the shape of
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the distribution. The generalization to multiple variables is called a
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Dirichlet distribution.
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The probability density function (pdf) is
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.. math::
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f(x; \alpha, \beta) = \frac{1}{B(\alpha, \beta)}x^{\alpha-1}(1-x)^{\beta-1}
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where the normalization, B, is the beta function,
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.. math::
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B(\alpha, \beta) = \int_{0}^{1} t^{\alpha - 1} (1-t)^{\beta - 1}\mathrm{d}t
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Args:
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alpha (float|Tensor): Alpha parameter. It supports broadcast semantics.
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The value of alpha must be positive. When the parameter is a tensor,
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it represents multiple independent distribution with
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a batch_shape(refer to ``Distribution`` ).
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beta (float|Tensor): Beta parameter. It supports broadcast semantics.
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The value of beta must be positive(>0). When the parameter is tensor,
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it represent multiple independent distribution with
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a batch_shape(refer to ``Distribution`` ).
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Examples:
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.. code-block:: pycon
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>>> import paddle
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>>> # scale input
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>>> beta = paddle.distribution.Beta(alpha=0.5, beta=0.5)
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>>> print(beta.mean)
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Tensor(shape=[], dtype=float32, place=Place(cpu), stop_gradient=True,
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0.50000000)
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>>> print(beta.variance)
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Tensor(shape=[], dtype=float32, place=Place(cpu), stop_gradient=True,
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0.12500000)
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>>> print(beta.entropy())
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Tensor(shape=[], dtype=float32, place=Place(cpu), stop_gradient=True,
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-0.24156499)
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>>> # tensor input with broadcast
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>>> beta = paddle.distribution.Beta(alpha=paddle.to_tensor([0.2, 0.4]), beta=0.6)
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>>> print(beta.mean)
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Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True,
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[0.25000000, 0.40000001])
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>>> print(beta.variance)
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Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True,
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[0.10416666, 0.12000000])
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>>> print(beta.entropy())
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Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True,
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[-1.91923141, -0.38095081])
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"""
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alpha: Tensor
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beta: Tensor
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def __init__(self, alpha: float | Tensor, beta: float | Tensor) -> None:
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if isinstance(alpha, numbers.Real):
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alpha = paddle.full(shape=[], fill_value=alpha)
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if isinstance(beta, numbers.Real):
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beta = paddle.full(shape=[], fill_value=beta)
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self.alpha, self.beta = paddle.broadcast_tensors([alpha, beta])
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self._dirichlet = dirichlet.Dirichlet(
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paddle.stack([self.alpha, self.beta], -1)
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)
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super().__init__(self._dirichlet._batch_shape)
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@property
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def mean(self) -> Tensor:
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"""Mean of beta distribution."""
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return self.alpha / (self.alpha + self.beta)
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@property
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def variance(self) -> Tensor:
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"""Variance of beat distribution"""
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sum = self.alpha + self.beta
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return self.alpha * self.beta / (sum.pow(2) * (sum + 1))
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def prob(self, value: Tensor) -> Tensor:
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"""Probability density function evaluated at value
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Args:
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value (Tensor): Value to be evaluated.
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Returns:
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Tensor: Probability.
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"""
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return paddle.exp(self.log_prob(value))
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def log_prob(self, value: Tensor) -> Tensor:
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"""Log probability density function evaluated at value
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Args:
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value (Tensor): Value to be evaluated
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Returns:
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Tensor: Log probability.
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"""
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return self._dirichlet.log_prob(paddle.stack([value, 1.0 - value], -1))
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@param_one_alias(["shape", "sample_shape"])
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def sample(self, shape: Sequence[int] = []) -> Tensor:
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"""Sample from beta distribution with sample shape.
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Args:
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shape (Sequence[int], optional): Sample shape.
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Returns:
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Tensor, Sampled data with shape `sample_shape` + `batch_shape` + `event_shape`.
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"""
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shape = shape if isinstance(shape, tuple) else tuple(shape)
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return paddle.squeeze(self._dirichlet.sample(shape)[..., 0], axis=-1)
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def entropy(self) -> Tensor:
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"""Entropy of dirichlet distribution
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Returns:
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Tensor: Entropy.
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"""
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return self._dirichlet.entropy()
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@property
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def _natural_parameters(self) -> tuple[Tensor, Tensor]:
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return (self.alpha, self.beta)
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def _log_normalizer(self, x: Tensor, y: Tensor) -> Tensor:
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return paddle.lgamma(x) + paddle.lgamma(y) - paddle.lgamma(x + y)
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