paddlepaddle--paddle/test/distribution/test_distribution_gumbel.py

# 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.

import unittest

import numpy as np
import parameterize
import scipy.stats
from distribution import config

import paddle
from paddle.distribution.gumbel import Gumbel


@parameterize.place(config.DEVICES)
@parameterize.parameterize_cls(
    (parameterize.TEST_CASE_NAME, 'loc', 'scale'),
    [
        ('one-dim', parameterize.xrand((4,)), parameterize.xrand((4,))),
        ('multi-dim', parameterize.xrand((5, 3)), parameterize.xrand((5, 3))),
    ],
)
class TestGumbel(unittest.TestCase):
    def setUp(self):
        self._dist = Gumbel(
            loc=paddle.to_tensor(self.loc), scale=paddle.to_tensor(self.scale)
        )

    def test_mean(self):
        mean = self._dist.mean
        self.assertEqual(mean.numpy().dtype, self._np_mean().dtype)
        np.testing.assert_allclose(
            mean,
            self._np_mean(),
            rtol=config.RTOL.get(str(self.scale.dtype)),
            atol=config.ATOL.get(str(self.scale.dtype)),
        )

    def test_variance(self):
        var = self._dist.variance
        self.assertEqual(var.numpy().dtype, self._np_variance().dtype)
        np.testing.assert_allclose(
            var,
            self._np_variance(),
            rtol=config.RTOL.get(str(self.scale.dtype)),
            atol=config.ATOL.get(str(self.scale.dtype)),
        )

    def test_stddev(self):
        stddev = self._dist.stddev
        self.assertEqual(stddev.numpy().dtype, self._np_stddev().dtype)
        np.testing.assert_allclose(
            stddev,
            self._np_stddev(),
            rtol=config.RTOL.get(str(self.scale.dtype)),
            atol=config.ATOL.get(str(self.scale.dtype)),
        )

    def test_entropy(self):
        entropy = self._dist.entropy()
        self.assertEqual(entropy.numpy().dtype, self._np_entropy().dtype)
        np.testing.assert_allclose(
            entropy,
            self._np_entropy(),
            rtol=config.RTOL.get(str(self.scale.dtype)),
            atol=config.ATOL.get(str(self.scale.dtype)),
        )

    def test_sample(self):
        sample_shape = [10000]
        samples = self._dist.sample(sample_shape)
        sample_values = samples.numpy()
        self.assertEqual(sample_values.dtype, self.scale.dtype)

        np.testing.assert_allclose(
            sample_values.mean(axis=0),
            scipy.stats.gumbel_r.mean(self.loc, scale=self.scale),
            rtol=0.1,
            atol=config.ATOL.get(str(self.loc.dtype)),
        )
        np.testing.assert_allclose(
            sample_values.var(axis=0),
            scipy.stats.gumbel_r.var(self.loc, scale=self.scale),
            rtol=0.1,
            atol=config.ATOL.get(str(self.loc.dtype)),
        )

    def test_rsample(self):
        sample_shape = [10000]
        samples = self._dist.rsample(sample_shape)
        sample_values = samples.numpy()
        self.assertEqual(sample_values.dtype, self.scale.dtype)

        np.testing.assert_allclose(
            sample_values.mean(axis=0),
            scipy.stats.gumbel_r.mean(self.loc, scale=self.scale),
            rtol=0.1,
            atol=config.ATOL.get(str(self.loc.dtype)),
        )
        np.testing.assert_allclose(
            sample_values.var(axis=0),
            scipy.stats.gumbel_r.var(self.loc, scale=self.scale),
            rtol=0.1,
            atol=config.ATOL.get(str(self.loc.dtype)),
        )

    def _np_mean(self):
        return self.loc + self.scale * np.euler_gamma

    def _np_stddev(self):
        return np.sqrt(self._np_variance())

    def _np_variance(self):
        return np.divide(
            np.multiply(np.power(self.scale, 2), np.power(np.pi, 2)), 6
        )

    def _np_entropy(self):
        return np.log(self.scale) + 1 + np.euler_gamma


@parameterize.place(config.DEVICES)
@parameterize.parameterize_cls(
    (parameterize.TEST_CASE_NAME, 'loc', 'scale', 'value'),
    [
        (
            'value-float',
            np.array([0.1, 0.4]),
            np.array([1.0, 4.0]),
            np.array([3.0, 7.0]),
        ),
        ('value-int', np.array([0.1, 0.4]), np.array([1, 4]), np.array([3, 7])),
        (
            'value-multi-dim',
            np.array([0.1, 0.4]),
            np.array([1, 4]),
            np.array([[5.0, 4], [6, 2]]),
        ),
    ],
)
class TestGumbelPDF(unittest.TestCase):
    def setUp(self):
        self._dist = Gumbel(
            loc=paddle.to_tensor(self.loc), scale=paddle.to_tensor(self.scale)
        )

    def test_prob(self):
        np.testing.assert_allclose(
            self._dist.prob(paddle.to_tensor(self.value)),
            scipy.stats.gumbel_r.pdf(self.value, self.loc, self.scale),
            rtol=config.RTOL.get(str(self.loc.dtype)),
            atol=config.ATOL.get(str(self.loc.dtype)),
        )

    def test_log_prob(self):
        np.testing.assert_allclose(
            self._dist.log_prob(paddle.to_tensor(self.value)),
            scipy.stats.gumbel_r.logpdf(self.value, self.loc, self.scale),
            rtol=config.RTOL.get(str(self.loc.dtype)),
            atol=config.ATOL.get(str(self.loc.dtype)),
        )

    def test_cdf(self):
        np.testing.assert_allclose(
            self._dist.cdf(paddle.to_tensor(self.value)),
            scipy.stats.gumbel_r.cdf(self.value, self.loc, self.scale),
            rtol=0.02,
            atol=config.ATOL.get(str(self.loc.dtype)),
        )


if __name__ == '__main__':
    unittest.main()