xref: /aosp_15_r20/external/pytorch/torch/distributions/dirichlet.py (revision da0073e96a02ea20f0ac840b70461e3646d07c45)
1*da0073e9SAndroid Build Coastguard Worker# mypy: allow-untyped-defs
2*da0073e9SAndroid Build Coastguard Workerimport torch
3*da0073e9SAndroid Build Coastguard Workerfrom torch.autograd import Function
4*da0073e9SAndroid Build Coastguard Workerfrom torch.autograd.function import once_differentiable
5*da0073e9SAndroid Build Coastguard Workerfrom torch.distributions import constraints
6*da0073e9SAndroid Build Coastguard Workerfrom torch.distributions.exp_family import ExponentialFamily
7*da0073e9SAndroid Build Coastguard Workerfrom torch.types import _size
8*da0073e9SAndroid Build Coastguard Worker
9*da0073e9SAndroid Build Coastguard Worker
10*da0073e9SAndroid Build Coastguard Worker__all__ = ["Dirichlet"]
11*da0073e9SAndroid Build Coastguard Worker
12*da0073e9SAndroid Build Coastguard Worker
13*da0073e9SAndroid Build Coastguard Worker# This helper is exposed for testing.
14*da0073e9SAndroid Build Coastguard Workerdef _Dirichlet_backward(x, concentration, grad_output):
15*da0073e9SAndroid Build Coastguard Worker    total = concentration.sum(-1, True).expand_as(concentration)
16*da0073e9SAndroid Build Coastguard Worker    grad = torch._dirichlet_grad(x, concentration, total)
17*da0073e9SAndroid Build Coastguard Worker    return grad * (grad_output - (x * grad_output).sum(-1, True))
18*da0073e9SAndroid Build Coastguard Worker
19*da0073e9SAndroid Build Coastguard Worker
20*da0073e9SAndroid Build Coastguard Workerclass _Dirichlet(Function):
21*da0073e9SAndroid Build Coastguard Worker    @staticmethod
22*da0073e9SAndroid Build Coastguard Worker    def forward(ctx, concentration):
23*da0073e9SAndroid Build Coastguard Worker        x = torch._sample_dirichlet(concentration)
24*da0073e9SAndroid Build Coastguard Worker        ctx.save_for_backward(x, concentration)
25*da0073e9SAndroid Build Coastguard Worker        return x
26*da0073e9SAndroid Build Coastguard Worker
27*da0073e9SAndroid Build Coastguard Worker    @staticmethod
28*da0073e9SAndroid Build Coastguard Worker    @once_differentiable
29*da0073e9SAndroid Build Coastguard Worker    def backward(ctx, grad_output):
30*da0073e9SAndroid Build Coastguard Worker        x, concentration = ctx.saved_tensors
31*da0073e9SAndroid Build Coastguard Worker        return _Dirichlet_backward(x, concentration, grad_output)
32*da0073e9SAndroid Build Coastguard Worker
33*da0073e9SAndroid Build Coastguard Worker
34*da0073e9SAndroid Build Coastguard Workerclass Dirichlet(ExponentialFamily):
35*da0073e9SAndroid Build Coastguard Worker    r"""
36*da0073e9SAndroid Build Coastguard Worker    Creates a Dirichlet distribution parameterized by concentration :attr:`concentration`.
37*da0073e9SAndroid Build Coastguard Worker
38*da0073e9SAndroid Build Coastguard Worker    Example::
39*da0073e9SAndroid Build Coastguard Worker
40*da0073e9SAndroid Build Coastguard Worker        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
41*da0073e9SAndroid Build Coastguard Worker        >>> m = Dirichlet(torch.tensor([0.5, 0.5]))
42*da0073e9SAndroid Build Coastguard Worker        >>> m.sample()  # Dirichlet distributed with concentration [0.5, 0.5]
43*da0073e9SAndroid Build Coastguard Worker        tensor([ 0.1046,  0.8954])
44*da0073e9SAndroid Build Coastguard Worker
45*da0073e9SAndroid Build Coastguard Worker    Args:
46*da0073e9SAndroid Build Coastguard Worker        concentration (Tensor): concentration parameter of the distribution
47*da0073e9SAndroid Build Coastguard Worker            (often referred to as alpha)
48*da0073e9SAndroid Build Coastguard Worker    """
49*da0073e9SAndroid Build Coastguard Worker    arg_constraints = {
50*da0073e9SAndroid Build Coastguard Worker        "concentration": constraints.independent(constraints.positive, 1)
51*da0073e9SAndroid Build Coastguard Worker    }
52*da0073e9SAndroid Build Coastguard Worker    support = constraints.simplex
53*da0073e9SAndroid Build Coastguard Worker    has_rsample = True
54*da0073e9SAndroid Build Coastguard Worker
55*da0073e9SAndroid Build Coastguard Worker    def __init__(self, concentration, validate_args=None):
56*da0073e9SAndroid Build Coastguard Worker        if concentration.dim() < 1:
57*da0073e9SAndroid Build Coastguard Worker            raise ValueError(
58*da0073e9SAndroid Build Coastguard Worker                "`concentration` parameter must be at least one-dimensional."
59*da0073e9SAndroid Build Coastguard Worker            )
60*da0073e9SAndroid Build Coastguard Worker        self.concentration = concentration
61*da0073e9SAndroid Build Coastguard Worker        batch_shape, event_shape = concentration.shape[:-1], concentration.shape[-1:]
62*da0073e9SAndroid Build Coastguard Worker        super().__init__(batch_shape, event_shape, validate_args=validate_args)
63*da0073e9SAndroid Build Coastguard Worker
64*da0073e9SAndroid Build Coastguard Worker    def expand(self, batch_shape, _instance=None):
65*da0073e9SAndroid Build Coastguard Worker        new = self._get_checked_instance(Dirichlet, _instance)
66*da0073e9SAndroid Build Coastguard Worker        batch_shape = torch.Size(batch_shape)
67*da0073e9SAndroid Build Coastguard Worker        new.concentration = self.concentration.expand(batch_shape + self.event_shape)
68*da0073e9SAndroid Build Coastguard Worker        super(Dirichlet, new).__init__(
69*da0073e9SAndroid Build Coastguard Worker            batch_shape, self.event_shape, validate_args=False
70*da0073e9SAndroid Build Coastguard Worker        )
71*da0073e9SAndroid Build Coastguard Worker        new._validate_args = self._validate_args
72*da0073e9SAndroid Build Coastguard Worker        return new
73*da0073e9SAndroid Build Coastguard Worker
74*da0073e9SAndroid Build Coastguard Worker    def rsample(self, sample_shape: _size = ()) -> torch.Tensor:
75*da0073e9SAndroid Build Coastguard Worker        shape = self._extended_shape(sample_shape)
76*da0073e9SAndroid Build Coastguard Worker        concentration = self.concentration.expand(shape)
77*da0073e9SAndroid Build Coastguard Worker        return _Dirichlet.apply(concentration)
78*da0073e9SAndroid Build Coastguard Worker
79*da0073e9SAndroid Build Coastguard Worker    def log_prob(self, value):
80*da0073e9SAndroid Build Coastguard Worker        if self._validate_args:
81*da0073e9SAndroid Build Coastguard Worker            self._validate_sample(value)
82*da0073e9SAndroid Build Coastguard Worker        return (
83*da0073e9SAndroid Build Coastguard Worker            torch.xlogy(self.concentration - 1.0, value).sum(-1)
84*da0073e9SAndroid Build Coastguard Worker            + torch.lgamma(self.concentration.sum(-1))
85*da0073e9SAndroid Build Coastguard Worker            - torch.lgamma(self.concentration).sum(-1)
86*da0073e9SAndroid Build Coastguard Worker        )
87*da0073e9SAndroid Build Coastguard Worker
88*da0073e9SAndroid Build Coastguard Worker    @property
89*da0073e9SAndroid Build Coastguard Worker    def mean(self):
90*da0073e9SAndroid Build Coastguard Worker        return self.concentration / self.concentration.sum(-1, True)
91*da0073e9SAndroid Build Coastguard Worker
92*da0073e9SAndroid Build Coastguard Worker    @property
93*da0073e9SAndroid Build Coastguard Worker    def mode(self):
94*da0073e9SAndroid Build Coastguard Worker        concentrationm1 = (self.concentration - 1).clamp(min=0.0)
95*da0073e9SAndroid Build Coastguard Worker        mode = concentrationm1 / concentrationm1.sum(-1, True)
96*da0073e9SAndroid Build Coastguard Worker        mask = (self.concentration < 1).all(axis=-1)
97*da0073e9SAndroid Build Coastguard Worker        mode[mask] = torch.nn.functional.one_hot(
98*da0073e9SAndroid Build Coastguard Worker            mode[mask].argmax(axis=-1), concentrationm1.shape[-1]
99*da0073e9SAndroid Build Coastguard Worker        ).to(mode)
100*da0073e9SAndroid Build Coastguard Worker        return mode
101*da0073e9SAndroid Build Coastguard Worker
102*da0073e9SAndroid Build Coastguard Worker    @property
103*da0073e9SAndroid Build Coastguard Worker    def variance(self):
104*da0073e9SAndroid Build Coastguard Worker        con0 = self.concentration.sum(-1, True)
105*da0073e9SAndroid Build Coastguard Worker        return (
106*da0073e9SAndroid Build Coastguard Worker            self.concentration
107*da0073e9SAndroid Build Coastguard Worker            * (con0 - self.concentration)
108*da0073e9SAndroid Build Coastguard Worker            / (con0.pow(2) * (con0 + 1))
109*da0073e9SAndroid Build Coastguard Worker        )
110*da0073e9SAndroid Build Coastguard Worker
111*da0073e9SAndroid Build Coastguard Worker    def entropy(self):
112*da0073e9SAndroid Build Coastguard Worker        k = self.concentration.size(-1)
113*da0073e9SAndroid Build Coastguard Worker        a0 = self.concentration.sum(-1)
114*da0073e9SAndroid Build Coastguard Worker        return (
115*da0073e9SAndroid Build Coastguard Worker            torch.lgamma(self.concentration).sum(-1)
116*da0073e9SAndroid Build Coastguard Worker            - torch.lgamma(a0)
117*da0073e9SAndroid Build Coastguard Worker            - (k - a0) * torch.digamma(a0)
118*da0073e9SAndroid Build Coastguard Worker            - ((self.concentration - 1.0) * torch.digamma(self.concentration)).sum(-1)
119*da0073e9SAndroid Build Coastguard Worker        )
120*da0073e9SAndroid Build Coastguard Worker
121*da0073e9SAndroid Build Coastguard Worker    @property
122*da0073e9SAndroid Build Coastguard Worker    def _natural_params(self):
123*da0073e9SAndroid Build Coastguard Worker        return (self.concentration,)
124*da0073e9SAndroid Build Coastguard Worker
125*da0073e9SAndroid Build Coastguard Worker    def _log_normalizer(self, x):
126*da0073e9SAndroid Build Coastguard Worker        return x.lgamma().sum(-1) - torch.lgamma(x.sum(-1))
127