# Copyright (c) 2022 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 typing from typing import TYPE_CHECKING from paddle.distribution import distribution, independent, transform from paddle.utils.decorator_utils import param_one_alias if TYPE_CHECKING: from collections.abc import Sequence from paddle import Tensor from paddle.distribution.distribution import Distribution from paddle.distribution.transform import Transform class TransformedDistribution(distribution.Distribution): r""" Applies a sequence of Transforms to a base distribution. Args: base (Distribution): The base distribution. transforms (Sequence[Transform]): A sequence of ``Transform`` . Examples: .. code-block:: pycon >>> import paddle >>> paddle.seed(2023) >>> from paddle.distribution import transformed_distribution >>> d = transformed_distribution.TransformedDistribution( ... paddle.distribution.Normal(0.0, 1.0), ... [paddle.distribution.AffineTransform(paddle.to_tensor(1.0), paddle.to_tensor(2.0))], ... ) >>> # doctest: +SKIP('random sample') >>> print(d.sample([10])) Tensor(shape=[10], dtype=float32, place=Place(cpu), stop_gradient=True, [ 3.22699189, 1.12264419, 0.50283587, 1.83812487, -2.00740123, -2.70338631, 1.26663208, 4.47909021, -0.11529565, 4.32719326]) >>> print(d.log_prob(paddle.to_tensor(0.5))) Tensor(shape=[], dtype=float32, place=Place(cpu), stop_gradient=True, -1.64333570) >>> # doctest: -SKIP """ base: Distribution transforms: Sequence[Transform] def __init__( self, base: Distribution, transforms: Sequence[Transform] ) -> None: if not isinstance(base, distribution.Distribution): raise TypeError( f"Expected type of 'base' is Distribution, but got {type(base)}." ) if not isinstance(transforms, typing.Sequence): raise TypeError( f"Expected type of 'transforms' is Sequence[Transform] or Chain, but got {type(transforms)}." ) if not all(isinstance(t, transform.Transform) for t in transforms): raise TypeError("All element of transforms must be Transform type.") chain = transform.ChainTransform(transforms) base_shape = base.batch_shape + base.event_shape self._base = base self._transforms = transforms if not transforms: super().__init__(base.batch_shape, base.event_shape) return if len(base.batch_shape + base.event_shape) < chain._domain.event_rank: raise ValueError( f"'base' needs to have shape with size at least {chain._domain.event_rank}, bug got {len(base_shape)}." ) if chain._domain.event_rank > len(base.event_shape): base = independent.Independent( base, chain._domain.event_rank - len(base.event_shape) ) transformed_shape = chain.forward_shape( base.batch_shape + base.event_shape ) transformed_event_rank = chain._codomain.event_rank + max( len(base.event_shape) - chain._domain.event_rank, 0 ) super().__init__( transformed_shape[ : len(transformed_shape) - transformed_event_rank ], transformed_shape[ len(transformed_shape) - transformed_event_rank : ], ) @param_one_alias(["shape", "sample_shape"]) def sample(self, shape: Sequence[int] = []) -> Tensor: """Sample from ``TransformedDistribution``. Args: shape (Sequence[int], optional): The sample shape. Defaults to []. Returns: [Tensor]: The sample result. """ x = self._base.sample(shape) for t in self._transforms: x = t.forward(x) return x @param_one_alias(["shape", "sample_shape"]) def rsample(self, shape: Sequence[int] = []) -> Tensor: """Reparameterized sample from ``TransformedDistribution``. Args: shape (Sequence[int], optional): The sample shape. Defaults to []. Returns: [Tensor]: The sample result. """ x = self._base.rsample(shape) for t in self._transforms: x = t.forward(x) return x def log_prob(self, value: Tensor) -> Tensor: """The log probability evaluated at value. Args: value (Tensor): The value to be evaluated. Returns: Tensor: The log probability. """ log_prob = 0.0 y = value event_rank = len(self.event_shape) for t in reversed(self._transforms): x = t.inverse(y) event_rank += t._domain.event_rank - t._codomain.event_rank log_prob = log_prob - _sum_rightmost( t.forward_log_det_jacobian(x), event_rank - t._domain.event_rank ) y = x log_prob += _sum_rightmost( self._base.log_prob(y), event_rank - len(self._base.event_shape) ) return log_prob def _sum_rightmost(value: Tensor, n: int) -> Tensor: return value.sum(list(range(-n, 0))) if n > 0 else value