# 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 unittest import numpy as np import parameterize import scipy.stats from distribution import config import paddle from paddle.distribution import gamma np.random.seed(2023) paddle.seed(2023) paddle.enable_static() @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'concentration', 'rate'), [ ( 'one-dim', parameterize.xrand( (6,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), parameterize.xrand( (6,), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ( 'multi-dim', parameterize.xrand( (10, 12), dtype='float32', min=np.finfo(dtype='float32').tiny, ), parameterize.xrand( (10, 12), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ( 'broadcast', parameterize.xrand( (4, 1), dtype='float32', min=np.finfo(dtype='float32').tiny, ), parameterize.xrand( (4, 6), dtype='float32', min=np.finfo(dtype='float32').tiny, ), ), ], ) class TestGamma(unittest.TestCase): def setUp(self): self.program = paddle.static.Program() self.executor = paddle.static.Executor(self.place) with paddle.static.program_guard(self.program): self.scale = 1 / self.rate concentration = paddle.static.data( 'concentration', self.concentration.shape, self.concentration.dtype, ) rate = paddle.static.data('rate', self.rate.shape, self.rate.dtype) self._paddle_gamma = gamma.Gamma(concentration, rate) self.feeds = { 'concentration': self.concentration, 'rate': self.rate, } def test_mean(self): with paddle.static.program_guard(self.program): [mean] = self.executor.run( self.program, feed=self.feeds, fetch_list=[self._paddle_gamma.mean], ) np.testing.assert_allclose( mean, scipy.stats.gamma.mean(self.concentration, scale=self.scale), rtol=config.RTOL.get(str(self.concentration.dtype)), atol=config.ATOL.get(str(self.concentration.dtype)), ) def test_variance(self): with paddle.static.program_guard(self.program): [variance] = self.executor.run( self.program, feed=self.feeds, fetch_list=[self._paddle_gamma.variance], ) np.testing.assert_allclose( variance, scipy.stats.gamma.var(self.concentration, scale=self.scale), rtol=config.RTOL.get(str(self.concentration.dtype)), atol=config.ATOL.get(str(self.concentration.dtype)), ) def test_entropy(self): with paddle.static.program_guard(self.program): [entropy] = self.executor.run( self.program, feed=self.feeds, fetch_list=[self._paddle_gamma.entropy()], ) np.testing.assert_allclose( entropy, scipy.stats.gamma.entropy(self.concentration, scale=self.scale), rtol=config.RTOL.get(str(self.concentration.dtype)), atol=config.ATOL.get(str(self.concentration.dtype)), ) def test_prob(self): with paddle.static.program_guard(self.program): value = paddle.static.data( 'value', self._paddle_gamma.concentration.shape, self._paddle_gamma.concentration.dtype, ) prob = self._paddle_gamma.prob(value) random_number = np.random.rand( *self._paddle_gamma.concentration.shape ).astype(self.concentration.dtype) feeds = dict(self.feeds, value=random_number) [prob] = self.executor.run( self.program, feed=feeds, fetch_list=[prob] ) np.testing.assert_allclose( prob, scipy.stats.gamma.pdf( random_number, self.concentration, scale=self.scale ), rtol=config.RTOL.get(str(self.concentration.dtype)), atol=config.ATOL.get(str(self.concentration.dtype)), ) def test_log_prob(self): with paddle.static.program_guard(self.program): value = paddle.static.data( 'value', self._paddle_gamma.concentration.shape, self._paddle_gamma.concentration.dtype, ) log_prob = self._paddle_gamma.log_prob(value) random_number = np.random.rand( *self._paddle_gamma.concentration.shape ).astype(self.concentration.dtype) feeds = dict(self.feeds, value=random_number) [log_prob] = self.executor.run( self.program, feed=feeds, fetch_list=[log_prob] ) np.testing.assert_allclose( log_prob, scipy.stats.gamma.logpdf( random_number, self.concentration, scale=self.scale ), rtol=config.RTOL.get(str(self.concentration.dtype)), atol=config.ATOL.get(str(self.concentration.dtype)), ) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'concentration', 'rate'), [ ( '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 TestGammaSample(unittest.TestCase): def setUp(self): self.program = paddle.static.Program() self.executor = paddle.static.Executor(self.place) with paddle.static.program_guard(self.program): self.scale = 1 / self.rate concentration = paddle.static.data( 'concentration', self.concentration.shape, self.concentration.dtype, ) rate = paddle.static.data('rate', self.rate.shape, self.rate.dtype) self._paddle_gamma = gamma.Gamma(concentration, rate) self.feeds = { 'concentration': self.concentration, 'rate': self.rate, } def test_sample_shape(self): cases = [ { 'input': (), 'expect': tuple(np.squeeze(self.rate).shape), }, { 'input': (4, 2), 'expect': (4, 2, *np.squeeze(self.rate).shape), }, ] for case in cases: with paddle.static.program_guard(self.program): [data] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.sample(case.get('input')), ) self.assertTrue(data.shape == case.get('expect')) def test_rsample_shape(self): cases = [ { 'input': (), 'expect': tuple(np.squeeze(self.rate).shape), }, { 'input': (3, 2), 'expect': (3, 2, *np.squeeze(self.rate).shape), }, ] for case in cases: with paddle.static.program_guard(self.program): [data] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.rsample(case.get('input')), ) self.assertTrue(data.shape == case.get('expect')) def test_sample(self): sample_shape = (30000,) with paddle.static.program_guard(self.program): [data] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.sample(sample_shape), ) except_shape = sample_shape + np.squeeze(self.rate).shape self.assertTrue(data.shape == except_shape) np.testing.assert_allclose( data.mean(axis=0), scipy.stats.gamma.mean(self.concentration, scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self.concentration.dtype)), ) np.testing.assert_allclose( data.var(axis=0), scipy.stats.gamma.var(self.concentration, scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self.concentration.dtype)), ) def test_rsample(self): sample_shape = (30000,) with paddle.static.program_guard(self.program): [data] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.rsample(sample_shape), ) except_shape = sample_shape + np.squeeze(self.rate).shape self.assertTrue(data.shape == except_shape) np.testing.assert_allclose( data.mean(axis=0), scipy.stats.gamma.mean(self.concentration, scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self.concentration.dtype)), ) np.testing.assert_allclose( data.var(axis=0), scipy.stats.gamma.var(self.concentration, scale=self.scale), rtol=0.1, atol=config.ATOL.get(str(self.concentration.dtype)), ) @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( (parameterize.TEST_CASE_NAME, 'concentration', 'rate'), [ ('0-dim', 0.4, 0.5), ], ) class TestGammaSampleKS(unittest.TestCase): def setUp(self): self.program = paddle.static.Program() self.executor = paddle.static.Executor(self.place) with paddle.static.program_guard(self.program): self.scale = 1 / self.rate concentration = paddle.static.data( 'concentration', (), 'float', ) rate = paddle.static.data('rate', (), 'float') self._paddle_gamma = gamma.Gamma(concentration, rate) self.feeds = { 'concentration': self.concentration, 'rate': self.rate, } def test_sample(self): sample_shape = (15000,) with paddle.static.program_guard(self.program): [samples] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.sample(sample_shape), ) self.assertTrue(self._kstest(samples)) def test_rsample(self): sample_shape = (15000,) with paddle.static.program_guard(self.program): [samples] = self.executor.run( self.program, feed=self.feeds, fetch_list=self._paddle_gamma.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.gamma(self.concentration, scale=self.scale).cdf ) return ks < 0.02 @parameterize.place(config.DEVICES) @parameterize.parameterize_cls( ( parameterize.TEST_CASE_NAME, 'concentration1', 'rate1', 'concentration2', '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, ), 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, ), 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 TestGammaKL(unittest.TestCase): def setUp(self): self.program1 = paddle.static.Program() self.program2 = paddle.static.Program() self.executor = paddle.static.Executor(self.place) with paddle.static.program_guard(self.program1, self.program2): concentration1 = paddle.static.data( 'concentration1', self.concentration1.shape, self.concentration1.dtype, ) concentration2 = paddle.static.data( 'concentration2', self.concentration2.shape, self.concentration2.dtype, ) rate1 = paddle.static.data( 'rate1', self.rate1.shape, self.rate1.dtype ) rate2 = paddle.static.data( 'rate2', self.rate2.shape, self.rate2.dtype ) self._gamma1 = gamma.Gamma(concentration1, rate1) self._gamma2 = gamma.Gamma(concentration2, rate2) self.feeds = { 'concentration1': self.concentration1, 'concentration2': self.concentration2, 'rate1': self.rate1, 'rate2': self.rate2, } def test_kl_divergence(self): with paddle.static.program_guard(self.program1, self.program2): self.executor.run(self.program2) [kl] = self.executor.run( self.program1, feed=self.feeds, fetch_list=[self._gamma1.kl_divergence(self._gamma2)], ) np.testing.assert_allclose( kl, self._kl(), rtol=config.RTOL.get(str(self.concentration1.dtype)), atol=config.ATOL.get(str(self.concentration1.dtype)), ) def test_kl1_error(self): self.assertRaises( TypeError, self._gamma1.kl_divergence, paddle.distribution.beta.Beta, ) def _kl(self): concentration1 = self.concentration1 concentration2 = self.concentration2 rate1 = self.rate1 rate2 = self.rate2 t1 = concentration2 * np.log(rate1 / rate2) t2 = scipy.special.gammaln(concentration2) - scipy.special.gammaln( concentration1 ) t3 = (concentration1 - concentration2) * scipy.special.digamma( concentration1 ) t4 = (rate2 - rate1) * (concentration1 / rate1) return t1 + t2 + t3 + t4 if __name__ == '__main__': unittest.main()