# 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 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 Gamma(exponential_family.ExponentialFamily): r""" Gamma distribution parameterized by :attr:`concentration` (aka "alpha") and :attr:`rate` (aka "beta"). The probability density function (pdf) is .. math:: f(x; \alpha, \beta, x > 0) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{\alpha-1}e^{-\beta x} \Gamma(\alpha)=\int_{0}^{\infty} x^{\alpha-1} e^{-x} \mathrm{~d} x, (\alpha>0) Args: concentration (float|Tensor): Concentration parameter. It supports broadcast semantics. The value of concentration must be positive. When the parameter is a tensor, it represents multiple independent distribution with a batch_shape(refer to :ref:`api_paddle_distribution_Distribution`). rate (float|Tensor): Rate parameter. It supports broadcast semantics. The value of rate must be positive. When the parameter is tensor, it represent multiple independent distribution with a batch_shape(refer to :ref:`api_paddle_distribution_Distribution`). Example: .. code-block:: pycon >>> import paddle >>> # scale input >>> gamma = paddle.distribution.Gamma(0.5, 0.5) >>> print(gamma.mean) Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True, 1.) >>> print(gamma.variance) Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True, 2.) >>> print(gamma.entropy()) Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True, 0.78375685) >>> # tensor input with broadcast >>> gamma = paddle.distribution.Gamma(paddle.to_tensor([0.2, 0.4]), paddle.to_tensor(0.6)) >>> print(gamma.mean) Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True, [0.33333331, 0.66666663]) >>> print(gamma.variance) Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True, [0.55555552, 1.11111104]) >>> print(gamma.entropy()) Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True, [-1.99634242, 0.17067254]) """ concentration: Tensor rate: Tensor dtype: dtype def __init__( self, concentration: float | Tensor, rate: float | Tensor ) -> None: if not in_dynamic_mode(): check_type( concentration, 'concentration', (float, Variable, paddle.pir.Value), 'Gamma', ) check_type( rate, 'rate', (float, Variable, paddle.pir.Value), 'Gamma', ) # Get/convert concentration/rate to tensor. if self._validate_args(concentration, rate): self.concentration = concentration self.rate = rate self.dtype = convert_dtype(concentration.dtype) else: [self.concentration, self.rate] = self._to_tensor( concentration, rate ) self.dtype = paddle.get_default_dtype() super().__init__(self.concentration.shape) @property def mean(self) -> Tensor: """Mean of gamma distribution. Returns: Tensor: mean value. """ return self.concentration / self.rate @property def variance(self) -> Tensor: """Variance of gamma distribution. Returns: Tensor: variance value. """ return self.concentration / self.rate.pow(2) def prob(self, value: float | Tensor) -> Tensor: """Probability density function evaluated at value Args: value (float|Tensor): Value to be evaluated. Returns: Tensor: Probability. """ return paddle.exp(self.log_prob(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 ( self.concentration * paddle.log(self.rate) + (self.concentration - 1) * paddle.log(value) - self.rate * value - paddle.lgamma(self.concentration) ) def entropy(self) -> Tensor: """Entropy of gamma distribution Returns: Tensor: Entropy. """ return ( self.concentration - paddle.log(self.rate) + paddle.lgamma(self.concentration) + (1.0 - self.concentration) * paddle.digamma(self.concentration) ) @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 ) return paddle.standard_gamma( self.concentration.expand(shape) ) / self.rate.expand(shape) def kl_divergence(self, other: Gamma) -> Tensor: """The KL-divergence between two gamma distributions. Args: other (Gamma): instance of Gamma. Returns: Tensor: kl-divergence between two gamma distributions. """ if not isinstance(other, Gamma): raise TypeError( f"Expected type of other is Exponential, but got {type(other)}" ) t1 = other.concentration * paddle.log(self.rate / other.rate) t2 = paddle.lgamma(other.concentration) - paddle.lgamma( self.concentration ) t3 = (self.concentration - other.concentration) * paddle.digamma( self.concentration ) t4 = (other.rate - self.rate) * (self.concentration / self.rate) return t1 + t2 + t3 + t4 def _natural_parameters(self) -> Tensor: return (self.concentration - 1, -self.rate) def _log_normalizer(self, x: Tensor, y: Tensor) -> Tensor: return paddle.lgamma(x + 1) + (x + 1) * paddle.log(-y.reciprocal())