# 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. import numbers import unittest import numpy as np import parameterize import scipy.stats from distribution import config import paddle from paddle.distribution import exponential, kl np.random.seed(2023) paddle.seed(2023) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'rate'), [ ( '0-dim', 0.5, ), ( 'one-dim', parameterize.xrand( (4,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ( 'multi-dim', parameterize.xrand( (10, 12), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ], ) class TestExponential(unittest.TestCase): def setUp(self): rate = self.rate if not isinstance(self.rate, numbers.Real): rate = paddle.to_tensor(self.rate, dtype=paddle.float32) self.scale = 1 / rate self._paddle_expon = exponential.Exponential(rate) def test_mean(self): with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.mean, scipy.stats.expon.mean(scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) def test_variance(self): with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.variance, scipy.stats.expon.var(scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) def test_prob(self): value = np.random.rand(*self._paddle_expon.rate.shape) with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.prob(paddle.to_tensor(value)), scipy.stats.expon.pdf(value, scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) def test_cdf(self): value = np.random.rand(*self._paddle_expon.rate.shape) with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.cdf(paddle.to_tensor(value)), scipy.stats.expon.cdf(value, scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) def test_icdf(self): value = np.random.rand(*self._paddle_expon.rate.shape) with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.icdf(paddle.to_tensor(value)), scipy.stats.expon.ppf(value, scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) def test_entropy(self): with paddle.base.dygraph.guard(self.place): np.testing.assert_allclose( self._paddle_expon.entropy(), scipy.stats.expon.entropy(scale=self.scale), rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'rate'), [ ( 'one-dim', parameterize.xrand( (2,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ( 'multi-dim', parameterize.xrand( (2, 3), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ], ) class TestExponentialSample(unittest.TestCase): def setUp(self): rate = self.rate if not isinstance(self.rate, numbers.Real): rate = paddle.to_tensor(self.rate, dtype=paddle.float32) self.scale = 1 / rate self._paddle_expon = exponential.Exponential(rate) def test_sample_shape(self): cases = [ { 'input': (), 'expect': tuple(paddle.squeeze(self._paddle_expon.rate).shape), }, { 'input': (3, 2), 'expect': ( 3, 2, *paddle.squeeze(self._paddle_expon.rate).shape, ), }, ] for case in cases: self.assertTrue( tuple(self._paddle_expon.sample(case.get('input')).shape) == case.get('expect') ) def test_sample(self): sample_shape = (20000,) samples = self._paddle_expon.sample(sample_shape) sample_values = samples.numpy() self.assertEqual(sample_values.dtype, self.rate.dtype) np.testing.assert_allclose( sample_values.mean(axis=0), scipy.stats.expon.mean(scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self._paddle_expon.rate.numpy().dtype)), ) np.testing.assert_allclose( sample_values.var(axis=0), scipy.stats.expon.var(scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self._paddle_expon.rate.numpy().dtype)), ) def test_rsample_shape(self): cases = [ { 'input': (), 'expect': tuple(paddle.squeeze(self._paddle_expon.rate).shape), }, { 'input': (2, 5), 'expect': ( 2, 5, *paddle.squeeze(self._paddle_expon.rate).shape, ), }, ] for case in cases: self.assertTrue( tuple(self._paddle_expon.rsample(case.get('input')).shape) == case.get('expect') ) def test_rsample(self): sample_shape = (20000,) samples = self._paddle_expon.rsample(sample_shape) sample_values = samples.numpy() self.assertEqual(sample_values.dtype, self.rate.dtype) np.testing.assert_allclose( sample_values.mean(axis=0), scipy.stats.expon.mean(scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self._paddle_expon.rate.numpy().dtype)), ) np.testing.assert_allclose( sample_values.var(axis=0), scipy.stats.expon.var(scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self._paddle_expon.rate.numpy().dtype)), ) def test_rsample_backpropagation(self): sample_shape = (1000, 2) with paddle.base.dygraph.guard(self.place): self._paddle_expon.rate.stop_gradient = False samples = self._paddle_expon.rsample(sample_shape) grads = paddle.grad([samples], [self._paddle_expon.rate]) self.assertEqual(len(grads), 1) self.assertEqual(grads[0].dtype, self._paddle_expon.rate.dtype) self.assertEqual(grads[0].shape, self._paddle_expon.rate.shape) axis = list(range(len(sample_shape))) np.testing.assert_allclose( -samples.sum(axis) / self._paddle_expon.rate, grads[0], rtol=config.RTOL.get( str(self._paddle_expon.rate.numpy().dtype) ), atol=config.ATOL.get( str(self._paddle_expon.rate.numpy().dtype) ), ) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'rate'), [ ('0-dim', 0.4), ], ) class TestExponentialSampleKS(unittest.TestCase): def setUp(self): rate = paddle.to_tensor(self.rate, dtype=paddle.float32) self.scale = rate.reciprocal() self._paddle_expon = exponential.Exponential(rate) def test_sample_ks(self): sample_shape = (10000,) samples = self._paddle_expon.sample(sample_shape) self.assertTrue(self._kstest(samples)) def test_rsample_ks(self): sample_shape = (10000,) samples = self._paddle_expon.rsample(sample_shape) self.assertTrue(self._kstest(samples)) def _kstest(self, samples): # Uses the Kolmogorov-Smirnov test for goodness of fit. ks, _ = scipy.stats.kstest( samples, scipy.stats.expon(scale=self.scale).cdf ) return ks < 0.02 @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'rate1', 'rate2'), [ ( 'one-dim', parameterize.xrand( (2,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), parameterize.xrand( (2,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ( 'multi-dim', parameterize.xrand( (2, 3), dtype='float32', min=np.finfo(dtype='float32').tiny, ), parameterize.xrand( (2, 3), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ], ) class TestExponentialKL(unittest.TestCase): def setUp(self): self._expon1 = exponential.Exponential(paddle.to_tensor(self.rate1)) self._expon2 = exponential.Exponential(paddle.to_tensor(self.rate2)) def test_kl_divergence(self): np.testing.assert_allclose( kl.kl_divergence(self._expon1, self._expon2), self._kl(), rtol=config.RTOL.get(str(self._expon1.rate.numpy().dtype)), atol=config.ATOL.get(str(self._expon1.rate.numpy().dtype)), ) def test_kl1_error(self): self.assertRaises( TypeError, self._expon1.kl_divergence, paddle.distribution.beta.Beta, ) def _kl(self): rate_ratio = self.rate2 / self.rate1 t1 = -np.log(rate_ratio) return t1 + rate_ratio - 1 if __name__ == '__main__': unittest.main()