# Copyright (c) 2024 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 import math from collections.abc import Sequence from typing import TYPE_CHECKING import paddle from paddle.base.data_feeder import check_type from paddle.base.framework import Variable from paddle.distribution import Gamma, distribution from paddle.framework import in_dynamic_mode from paddle.utils.decorator_utils import param_one_alias if TYPE_CHECKING: from paddle import Tensor, dtype class StudentT(distribution.Distribution): r""" The StudentT distribution with parameters: `df`, `loc`, `scale`. In probability theory and statistics, the StudentT distribution is one of the basic continuous probability distributions defined on the real number set. The probability density function (pdf) is .. math:: pdf(x; \nu, \mu, \sigma) = \frac{\Gamma[(\nu+1)/2]}{\sigma\sqrt{\nu\pi}\Gamma(\nu/2)[1+(\frac{x-\mu}{\sigma})^2/\nu]^{(1+\nu)/2}} In the above equation: * :math:`df = \nu`: is the degree of freedom. * :math:`loc = \mu`: is the center parameter. * :math:`scale = \sigma`: is the scale parameter. * :math:`\Gamma(\cdot)`: is the gamma function. Args: df (float|Tensor): The degree of freedom of the distribution, which should be non-negative. If the input data type is float, the data type of `df` will be converted to a 1-D Tensor with paddle global default dtype. Supported dtype: float32, float64. loc (float|Tensor): The center of the distribution. If the input data type is float, the data type of `loc` will be converted to a 1-D Tensor with paddle global default dtype. Supported dtype: float32, float64. scale (float|Tensor): The scale of the distribution, which should be non-negative. If the input data type is float, the data type of `scale` will be converted to a 1-D Tensor with paddle global default dtype. Supported dtype: float32, float64. name(str|None, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`. Examples: .. code-block:: pycon >>> import paddle >>> from paddle.distribution import StudentT >>> paddle.set_device('cpu') >>> paddle.seed(100) >>> dist = StudentT(df=10.0, loc=0.0, scale=1.0) >>> dist.sample([3]) Tensor(shape=[3], dtype=float32, place=Place(cpu), stop_gradient=True, [-2.07709980, 0.27981189, 0.00881413]) >>> dist2 = StudentT(df=paddle.to_tensor([10.0, 5.0]), loc=paddle.to_tensor([0.0, 0.0]), scale=paddle.to_tensor([1.0, 2.0])) >>> value_tensor = paddle.to_tensor([0.8], dtype="float32") >>> lp = dist2.log_prob(value_tensor) >>> print(lp) Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True, [-1.28509212, -1.75626254]) >>> p = dist2.prob(value_tensor) >>> print(p) Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True, [0.27662510, 0.17268908]) >>> entropy = dist2.entropy() >>> print(entropy) Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True, [1.52126288, 2.32064891]) """ df: Tensor loc: Tensor scale: Tensor name: str dtype: dtype def __init__( self, df: float | Tensor, loc: float | Tensor, scale: float | Tensor, name: str | None = None, ) -> None: if not in_dynamic_mode(): check_type( df, 'df', ( float, Variable, paddle.pir.Value, ), 'StudentT', ) check_type( loc, 'loc', ( float, Variable, paddle.pir.Value, ), 'StudentT', ) check_type( scale, 'scale', ( float, Variable, paddle.pir.Value, ), 'StudentT', ) self.name = name if name is not None else 'StudentT' self.df, self.loc, self.scale = self._broadcast_all(df, loc, scale) if not self._check_nonnegative(self.df): raise ValueError( 'Every element of input parameter `df` should be nonnegative.' ) if not self._check_nonnegative(self.scale): raise ValueError( 'Every element of input parameter `scale` should be nonnegative.' ) batch_shape = self.df.shape super().__init__(batch_shape) self._chi2 = Gamma(0.5 * self.df, paddle.full_like(self.df, 0.5)) def _check_nonnegative(self, value: Tensor) -> bool: """Check the non-negative constraint for input parameters Args: value (Tensor) Returns: bool: pass or not. """ return (value >= 0.0).all() @property def mean(self) -> Tensor: """Mean of StudentT distribution. Returns: Tensor: mean value. """ return paddle.where( self.df > 1.0, self.loc, paddle.full_like(self.loc, fill_value=float('nan')), ) @property def variance(self) -> Tensor: """Variance of StudentT distribution. Returns: Tensor: variance value. """ var = self.df.clone().detach() var_condition = self.df > 2.0 var = paddle.where( var_condition, self.scale.pow(2) * var / (var - 2), paddle.full_like(var, fill_value=float('nan')), ) inf_condition = (self.df <= 2.0).logical_and(self.df > 1.0) var = paddle.where( inf_condition, paddle.full_like(var, fill_value=float('inf')), var ) return var @param_one_alias(["shape", "sample_shape"]) def sample(self, shape: Sequence[int] = []) -> Tensor: """Generate StudentT samples of the specified shape. The final shape would be ``shape+batch_shape`` . Args: shape (Sequence[int], optional): Prepended shape of the generated samples. Returns: Tensor: Sampled data with shape `sample_shape` + `batch_shape`. """ if not isinstance(shape, Sequence): raise TypeError('sample shape must be Sequence object.') output_shape = self._extend_shape(shape) z = paddle.normal(shape=output_shape) chi2 = self._chi2.sample(shape) x = z * paddle.rsqrt(chi2 / self.df) return self.loc + self.scale * x def entropy(self) -> Tensor: r"""Shannon entropy in nats. The entropy is .. math:: H = \log(\frac{\Gamma(\nu/2)\Gamma(1/2) \sigma \sqrt{\nu}}{\Gamma[(1+\nu)/2]}) + \frac{(1+\nu)}{2} \cdot \{\psi[(1+\nu)/2] - \psi(\nu/2)\} In the above equation: * :math:`\nu`: is the degree of freedom. * :math:`\Gamma()`: is the gamma function. * :math:`\psi()`: is the digamma function. Returns: Tensor: Shannon entropy of StudentT distribution. The data type is the same as `df`. """ lbeta = ( paddle.lgamma(0.5 * self.df) + math.lgamma(0.5) - paddle.lgamma(0.5 * (self.df + 1)) ) return ( self.scale.log() + 0.5 * (self.df + 1) * ( paddle.digamma(0.5 * (self.df + 1)) - paddle.digamma(0.5 * self.df) ) + 0.5 * self.df.log() + lbeta ) def log_prob(self, value: Tensor) -> Tensor: """Log probability density function. Args: value (Tensor): The input tensor. Returns: Tensor: log probability density. The data type is the same as `df`. """ value = self._check_values_dtype_in_probs(self.df, value) y = (value - self.loc) / self.scale Z = ( self.scale.log() + 0.5 * self.df.log() + 0.5 * math.log(math.pi) + paddle.lgamma(0.5 * self.df) - paddle.lgamma(0.5 * (self.df + 1.0)) ) return -0.5 * (self.df + 1.0) * paddle.log1p(y**2.0 / self.df) - Z def prob(self, value: Tensor) -> Tensor: """Probability density function. Args: value (Tensor): The input tensor. Returns: Tensor: probability density. The data type is the same as `df`. """ return paddle.exp(self.log_prob(value))