# Copyright (c) 2023 PaddlePaddle Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from __future__ import annotations from typing import TYPE_CHECKING import numpy as np import paddle from paddle import distribution from paddle.base.data_feeder import check_type, convert_dtype from paddle.base.framework import Variable from paddle.distribution import exponential_family from paddle.framework import in_dynamic_mode from paddle.utils.decorator_utils import param_one_alias if TYPE_CHECKING: from collections.abc import Sequence from paddle import Tensor, dtype class Exponential(exponential_family.ExponentialFamily): r""" Exponential distribution parameterized by :attr:`rate`. The probability density function (pdf) is .. math:: f(x; \theta) = \theta e^{- \theta x }, (x \ge 0) $$ In the above equation: * :math:`rate = \theta`: is the rate parameter. Args: rate (float|Tensor): Rate parameter. The value of rate must be positive. Example: .. code-block:: pycon >>> import paddle >>> expon = paddle.distribution.Exponential(paddle.to_tensor([0.5])) >>> print(expon.mean) Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, [2.]) >>> print(expon.variance) Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, [4.]) >>> print(expon.entropy()) Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True, [1.69314718]) """ rate: Tensor dtype: dtype def __init__(self, rate: float | Tensor) -> None: if not in_dynamic_mode(): check_type( rate, 'rate', (float, Variable, paddle.pir.Value), 'Exponential', ) # Get/convert rate to tensor. if self._validate_args(rate): self.rate = rate self.dtype = convert_dtype(rate.dtype) else: [self.rate] = self._to_tensor(rate) self.dtype = paddle.get_default_dtype() super().__init__(self.rate.shape) @property def mean(self) -> Tensor: """Mean of exponential distribution. Returns: Tensor: mean value. """ return self.rate.reciprocal() @property def variance(self) -> Tensor: """Variance of exponential distribution. Returns: Tensor: variance value. """ return self.rate.pow(-2) @param_one_alias(["shape", "sample_shape"]) def sample(self, shape: Sequence[int] = []) -> Tensor: """Generate samples of the specified shape. Args: shape (Sequence[int], optional): Shape of the generated samples. Returns: Tensor, A tensor with prepended dimensions shape. The data type is float32. """ with paddle.no_grad(): return self.rsample(shape) @param_one_alias(["shape", "sample_shape"]) def rsample(self, shape: Sequence[int] = []) -> Tensor: """Generate reparameterized samples of the specified shape. Args: shape (Sequence[int], optional): Shape of the generated samples. Returns: Tensor: A tensor with prepended dimensions shape. The data type is float32. """ shape = distribution.Distribution._extend_shape( self, sample_shape=shape ) uniform = paddle.uniform( shape=shape, min=float(np.finfo(dtype='float32').tiny), max=1.0, dtype=self.rate.dtype, ) return -paddle.log(uniform) / self.rate def prob(self, value: float | Tensor) -> Tensor: r"""Probability density function evaluated at value. .. math:: { f(x; \theta) = \theta e^{- \theta x}, (x \ge 0 ) } Args: value (float|Tensor): Value to be evaluated. Returns: Tensor: Probability. """ return self.rate * paddle.exp(-self.rate * value) def log_prob(self, value: float | Tensor) -> Tensor: """Log probability density function evaluated at value. Args: value (float|Tensor): Value to be evaluated Returns: Tensor: Log probability. """ return paddle.log(self.rate) - self.rate * value def entropy(self) -> Tensor: """Entropy of exponential distribution. Returns: Tensor: Entropy. """ return 1.0 - paddle.log(self.rate) def cdf(self, value: float | Tensor) -> Tensor: r"""Cumulative distribution function(CDF) evaluated at value. .. math:: { cdf(x; \theta) = 1 - e^{- \theta x }, (x \ge 0) } Args: value (float|Tensor): Input value to evaluate the cumulative probability. Returns: Tensor: The evaluated cumulative probability. """ return 1.0 - paddle.exp(-self.rate * value) def icdf(self, value: float | Tensor) -> Tensor: r"""Inverse cumulative distribution function(CDF) evaluated at value. .. math:: { icdf(x; \theta) = -\frac{ 1 }{ \theta } ln(1 - x), (0 < x < 1) } Args: value (float|Tensor): Input probability to evaluate the quantile. Returns: Tensor: The evaluated quantile value. """ return -paddle.log1p(-value) / self.rate def kl_divergence(self, other: Exponential) -> Tensor: """The KL-divergence between two exponential distributions. Args: other (Exponential): instance of Exponential. Returns: Tensor: kl-divergence between two exponential distributions. """ if not isinstance(other, Exponential): raise TypeError( f"Expected type of other is Exponential, but got {type(other)}" ) rate_ratio = other.rate / self.rate t1 = -paddle.log(rate_ratio) return t1 + rate_ratio - 1 @property def _natural_parameters(self) -> tuple[Tensor]: return (-self.rate,) def _log_normalizer(self, x: Tensor) -> Tensor: return -paddle.log(-x)