# Copyright (c) 2021 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. import unittest import numpy as np import parameterize from distribution import config import paddle from paddle.distribution.continuous_bernoulli import ContinuousBernoulli class ContinuousBernoulli_np: def __init__(self, probs, lims=(0.48, 0.52)): self.lims = lims self.dtype = probs.dtype eps_prob = 1.1920928955078125e-07 self.probs = np.clip(probs, a_min=eps_prob, a_max=1.0 - eps_prob) def _cut_support_region(self): return np.logical_or( np.less_equal(self.probs, self.lims[0]), np.greater_equal(self.probs, self.lims[1]), ) def _cut_probs(self): return np.where( self._cut_support_region(), self.probs, self.lims[0] * np.ones_like(self.probs), ) def _tanh_inverse(self, value): return 0.5 * (np.log1p(value) - np.log1p(-value)) def _log_constant(self): cut_probs = self._cut_probs() cut_probs_below_half = np.where( np.less_equal(cut_probs, 0.5), cut_probs, np.zeros_like(cut_probs) ) cut_probs_above_half = np.where( np.greater_equal(cut_probs, 0.5), cut_probs, np.ones_like(cut_probs) ) log_constant_propose = np.log( 2.0 * np.abs(self._tanh_inverse(1.0 - 2.0 * cut_probs)) ) - np.where( np.less_equal(cut_probs, 0.5), np.log1p(-2.0 * cut_probs_below_half), np.log(2.0 * cut_probs_above_half - 1.0), ) x = np.square(self.probs - 0.5) taylor_expansion = np.log(2.0) + (4.0 / 3.0 + 104.0 / 45.0 * x) * x return np.where( self._cut_support_region(), log_constant_propose, taylor_expansion ) def np_variance(self): cut_probs = self._cut_probs() tmp = np.divide( np.square(cut_probs) - cut_probs, np.square(1.0 - 2.0 * cut_probs) ) propose = tmp + np.divide( 1.0, np.square(2.0 * self._tanh_inverse(1.0 - 2.0 * cut_probs)) ) x = np.square(self.probs - 0.5) taylor_expansion = 1.0 / 12.0 - (1.0 / 15.0 - 128.0 / 945.0 * x) * x return np.where(self._cut_support_region(), propose, taylor_expansion) def np_mean(self): cut_probs = self._cut_probs() tmp = cut_probs / (2.0 * cut_probs - 1.0) propose = tmp + 1.0 / (2.0 * self._tanh_inverse(1.0 - 2.0 * cut_probs)) x = self.probs - 0.5 taylor_expansion = 0.5 + (1.0 / 3.0 + 16.0 / 45.0 * np.square(x)) * x return np.where(self._cut_support_region(), propose, taylor_expansion) def np_entropy(self): log_p = np.log(self.probs) log_1_minus_p = np.log1p(-self.probs) return np.where( np.equal(self.probs, 0.5), np.full_like(self.probs, 0.0), ( -self._log_constant() + self.np_mean() * (log_1_minus_p - log_p) - log_1_minus_p ), ) def np_prob(self, value): return np.exp(self.np_log_prob(value)) def np_log_prob(self, value): eps = 1e-8 cross_entropy = np.nan_to_num( value * np.log(self.probs) + (1.0 - value) * np.log(1 - self.probs), neginf=-eps, ) return self._log_constant() + cross_entropy def np_cdf(self, value): cut_probs = self._cut_probs() cdfs = ( np.power(cut_probs, value) * np.power(1.0 - cut_probs, 1.0 - value) + cut_probs - 1.0 ) / (2.0 * cut_probs - 1.0) unbounded_cdfs = np.where(self._cut_support_region(), cdfs, value) return np.where( np.less_equal(value, 0.0), np.zeros_like(value), np.where( np.greater_equal(value, 1.0), np.ones_like(value), unbounded_cdfs, ), ) def np_icdf(self, value): cut_probs = self._cut_probs() return np.where( self._cut_support_region(), ( np.log1p(-cut_probs + value * (2.0 * cut_probs - 1.0)) - np.log1p(-cut_probs) ) / (np.log(cut_probs) - np.log1p(-cut_probs)), value, ) def np_kl_divergence(self, other): part1 = -self.np_entropy() log_q = np.log(other.probs) log_1_minus_q = np.log1p(-other.probs) part2 = -( other._log_constant() + self.np_mean() * (log_q - log_1_minus_q) + log_1_minus_q ) return part1 + part2 paddle.enable_static() @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'probs'), [ ( 'zero-dim', np.array(0.7).astype("float32"), ), ( 'multi-dim', parameterize.xrand((1, 3), min=0.0, max=1.0).astype("float32"), ), ], ) class TestContinuousBernoulli(unittest.TestCase): def setUp(self): self._np_dist = ContinuousBernoulli_np(self.probs) startup_program = paddle.static.Program() main_program = paddle.static.Program() executor = paddle.static.Executor(self.place) with paddle.static.program_guard(main_program, startup_program): probs = paddle.static.data( 'probs', self.probs.shape, self.probs.dtype ) dist = ContinuousBernoulli(probs, lims=(0.48, 0.52)) mean = dist.mean var = dist.variance entropy = dist.entropy() large_samples = dist.sample(shape=(50000,)) fetch_list = [mean, var, entropy, large_samples] feed = {'probs': self.probs} executor.run(startup_program) [ self.mean, self.var, self.entropy, self.large_samples, ] = executor.run(main_program, feed=feed, fetch_list=fetch_list) def test_mean(self): self.assertEqual(str(self.mean.dtype).split('.')[-1], self.probs.dtype) np.testing.assert_allclose( self.mean, self._np_mean(), rtol=config.RTOL.get(str(self.probs.dtype)), atol=config.ATOL.get(str(self.probs.dtype)), ) def test_variance(self): self.assertEqual(str(self.var.dtype).split('.')[-1], self.probs.dtype) np.testing.assert_allclose( self.var, self._np_variance(), rtol=0.01, atol=0.0, ) def test_entropy(self): self.assertEqual( str(self.entropy.dtype).split('.')[-1], self.probs.dtype ) np.testing.assert_allclose( self.entropy, self._np_entropy(), rtol=0.01, atol=0.0, ) def test_sample(self): sample_mean = self.large_samples.mean(axis=0) sample_variance = self.large_samples.var(axis=0) np.testing.assert_allclose(sample_mean, self.mean, atol=0, rtol=0.1) np.testing.assert_allclose(sample_variance, self.var, atol=0, rtol=0.1) def _np_variance(self): return self._np_dist.np_variance() def _np_mean(self): return self._np_dist.np_mean() def _np_entropy(self): return self._np_dist.np_entropy() @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'probs', 'value'), [ ( 'value-broadcast-shape', parameterize.xrand((1,), min=0.0, max=1.0).astype("float32"), parameterize.xrand((2, 2), min=0.0, max=1.0).astype("float64"), ), ], ) class TestContinuousBernoulliProbs(unittest.TestCase): def setUp(self): self._np_dist = ContinuousBernoulli_np(self.probs) startup_program = paddle.static.Program() main_program = paddle.static.Program() executor = paddle.static.Executor(self.place) with paddle.static.program_guard(main_program, startup_program): probs = paddle.static.data( 'probs', self.probs.shape, self.probs.dtype ) value = paddle.static.data( 'value', self.value.shape, self.value.dtype ) dist = ContinuousBernoulli(probs, lims=(0.48, 0.52)) pmf = dist.prob(value) feed = {'probs': self.probs, 'value': self.value} fetch_list = [pmf] executor.run(startup_program) [self.pmf] = executor.run( main_program, feed=feed, fetch_list=fetch_list ) def test_prob(self): np.testing.assert_allclose( self.pmf, self._np_dist.np_prob(self.value), rtol=config.RTOL.get(str(self.probs.dtype)), atol=config.ATOL.get(str(self.probs.dtype)), ) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'p_1', 'p_2'), [ ( 'multi-dim', parameterize.xrand((2,), min=0.0, max=1.0).astype("float32"), parameterize.xrand((2,), min=0.0, max=1.0).astype("float32"), ), ], ) class TestContinuousBernoulliKL(unittest.TestCase): def setUp(self): self._np_dist1 = ContinuousBernoulli_np(self.p_1) self._np_dist2 = ContinuousBernoulli_np(self.p_2) startup_program = paddle.static.Program() main_program = paddle.static.Program() executor = paddle.static.Executor(self.place) with paddle.static.program_guard(main_program, startup_program): p_1 = paddle.static.data('p_1', self.p_1.shape) p_2 = paddle.static.data('p_2', self.p_2.shape) dist1 = ContinuousBernoulli(p_1, lims=(0.48, 0.52)) dist2 = ContinuousBernoulli(p_2, lims=(0.48, 0.52)) kl_dist1_dist2 = dist1.kl_divergence(dist2) feed = {'p_1': self.p_1, 'p_2': self.p_2} fetch_list = [kl_dist1_dist2] executor.run(startup_program) [self.kl_dist1_dist2] = executor.run( main_program, feed=feed, fetch_list=fetch_list ) def test_kl_divergence(self): kl0 = self.kl_dist1_dist2 kl1 = self._np_dist1.np_kl_divergence(self._np_dist2) self.assertEqual(tuple(kl0.shape), self.p_1.shape) self.assertEqual(tuple(kl1.shape), self.p_1.shape) np.testing.assert_allclose( kl0, kl1, rtol=0.01, atol=0.0, ) if __name__ == '__main__': unittest.main(argv=[''], verbosity=3, exit=False)