140 lines
5.0 KiB
Python
140 lines
5.0 KiB
Python
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import torch
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from torch.distributions import constraints
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from torch.distributions.categorical import Categorical
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from torch.distributions.distribution import Distribution
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from torch.distributions.transformed_distribution import TransformedDistribution
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from torch.distributions.transforms import ExpTransform
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from torch.distributions.utils import broadcast_all, clamp_probs
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__all__ = ["ExpRelaxedCategorical", "RelaxedOneHotCategorical"]
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class ExpRelaxedCategorical(Distribution):
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r"""
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Creates a ExpRelaxedCategorical parameterized by
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:attr:`temperature`, and either :attr:`probs` or :attr:`logits` (but not both).
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Returns the log of a point in the simplex. Based on the interface to
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:class:`OneHotCategorical`.
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Implementation based on [1].
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See also: :func:`torch.distributions.OneHotCategorical`
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Args:
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temperature (Tensor): relaxation temperature
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probs (Tensor): event probabilities
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logits (Tensor): unnormalized log probability for each event
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[1] The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables
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(Maddison et al, 2017)
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[2] Categorical Reparametrization with Gumbel-Softmax
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(Jang et al, 2017)
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"""
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arg_constraints = {"probs": constraints.simplex, "logits": constraints.real_vector}
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support = (
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constraints.real_vector
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) # The true support is actually a submanifold of this.
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has_rsample = True
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def __init__(self, temperature, probs=None, logits=None, validate_args=None):
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self._categorical = Categorical(probs, logits)
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self.temperature = temperature
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batch_shape = self._categorical.batch_shape
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event_shape = self._categorical.param_shape[-1:]
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super().__init__(batch_shape, event_shape, validate_args=validate_args)
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def expand(self, batch_shape, _instance=None):
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new = self._get_checked_instance(ExpRelaxedCategorical, _instance)
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batch_shape = torch.Size(batch_shape)
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new.temperature = self.temperature
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new._categorical = self._categorical.expand(batch_shape)
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super(ExpRelaxedCategorical, new).__init__(
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batch_shape, self.event_shape, validate_args=False
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)
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new._validate_args = self._validate_args
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return new
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def _new(self, *args, **kwargs):
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return self._categorical._new(*args, **kwargs)
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@property
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def param_shape(self):
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return self._categorical.param_shape
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@property
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def logits(self):
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return self._categorical.logits
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@property
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def probs(self):
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return self._categorical.probs
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def rsample(self, sample_shape=torch.Size()):
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shape = self._extended_shape(sample_shape)
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uniforms = clamp_probs(
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torch.rand(shape, dtype=self.logits.dtype, device=self.logits.device)
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)
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gumbels = -((-(uniforms.log())).log())
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scores = (self.logits + gumbels) / self.temperature
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return scores - scores.logsumexp(dim=-1, keepdim=True)
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def log_prob(self, value):
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K = self._categorical._num_events
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if self._validate_args:
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self._validate_sample(value)
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logits, value = broadcast_all(self.logits, value)
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log_scale = torch.full_like(
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self.temperature, float(K)
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).lgamma() - self.temperature.log().mul(-(K - 1))
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score = logits - value.mul(self.temperature)
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score = (score - score.logsumexp(dim=-1, keepdim=True)).sum(-1)
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return score + log_scale
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class RelaxedOneHotCategorical(TransformedDistribution):
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r"""
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Creates a RelaxedOneHotCategorical distribution parametrized by
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:attr:`temperature`, and either :attr:`probs` or :attr:`logits`.
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This is a relaxed version of the :class:`OneHotCategorical` distribution, so
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its samples are on simplex, and are reparametrizable.
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Example::
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>>> # xdoctest: +IGNORE_WANT("non-deterministic")
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>>> m = RelaxedOneHotCategorical(torch.tensor([2.2]),
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... torch.tensor([0.1, 0.2, 0.3, 0.4]))
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>>> m.sample()
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tensor([ 0.1294, 0.2324, 0.3859, 0.2523])
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Args:
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temperature (Tensor): relaxation temperature
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probs (Tensor): event probabilities
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logits (Tensor): unnormalized log probability for each event
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"""
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arg_constraints = {"probs": constraints.simplex, "logits": constraints.real_vector}
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support = constraints.simplex
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has_rsample = True
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def __init__(self, temperature, probs=None, logits=None, validate_args=None):
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base_dist = ExpRelaxedCategorical(
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temperature, probs, logits, validate_args=validate_args
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)
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super().__init__(base_dist, ExpTransform(), validate_args=validate_args)
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def expand(self, batch_shape, _instance=None):
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new = self._get_checked_instance(RelaxedOneHotCategorical, _instance)
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return super().expand(batch_shape, _instance=new)
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@property
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def temperature(self):
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return self.base_dist.temperature
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@property
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def logits(self):
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return self.base_dist.logits
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@property
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def probs(self):
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return self.base_dist.probs
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