1# mypy: allow-untyped-defs 2from numbers import Number 3 4import torch 5from torch.distributions import constraints 6from torch.distributions.exp_family import ExponentialFamily 7from torch.distributions.utils import broadcast_all 8from torch.types import _size 9 10 11__all__ = ["Exponential"] 12 13 14class Exponential(ExponentialFamily): 15 r""" 16 Creates a Exponential distribution parameterized by :attr:`rate`. 17 18 Example:: 19 20 >>> # xdoctest: +IGNORE_WANT("non-deterministic") 21 >>> m = Exponential(torch.tensor([1.0])) 22 >>> m.sample() # Exponential distributed with rate=1 23 tensor([ 0.1046]) 24 25 Args: 26 rate (float or Tensor): rate = 1 / scale of the distribution 27 """ 28 arg_constraints = {"rate": constraints.positive} 29 support = constraints.nonnegative 30 has_rsample = True 31 _mean_carrier_measure = 0 32 33 @property 34 def mean(self): 35 return self.rate.reciprocal() 36 37 @property 38 def mode(self): 39 return torch.zeros_like(self.rate) 40 41 @property 42 def stddev(self): 43 return self.rate.reciprocal() 44 45 @property 46 def variance(self): 47 return self.rate.pow(-2) 48 49 def __init__(self, rate, validate_args=None): 50 (self.rate,) = broadcast_all(rate) 51 batch_shape = torch.Size() if isinstance(rate, Number) else self.rate.size() 52 super().__init__(batch_shape, validate_args=validate_args) 53 54 def expand(self, batch_shape, _instance=None): 55 new = self._get_checked_instance(Exponential, _instance) 56 batch_shape = torch.Size(batch_shape) 57 new.rate = self.rate.expand(batch_shape) 58 super(Exponential, new).__init__(batch_shape, validate_args=False) 59 new._validate_args = self._validate_args 60 return new 61 62 def rsample(self, sample_shape: _size = torch.Size()) -> torch.Tensor: 63 shape = self._extended_shape(sample_shape) 64 return self.rate.new(shape).exponential_() / self.rate 65 66 def log_prob(self, value): 67 if self._validate_args: 68 self._validate_sample(value) 69 return self.rate.log() - self.rate * value 70 71 def cdf(self, value): 72 if self._validate_args: 73 self._validate_sample(value) 74 return 1 - torch.exp(-self.rate * value) 75 76 def icdf(self, value): 77 return -torch.log1p(-value) / self.rate 78 79 def entropy(self): 80 return 1.0 - torch.log(self.rate) 81 82 @property 83 def _natural_params(self): 84 return (-self.rate,) 85 86 def _log_normalizer(self, x): 87 return -torch.log(-x) 88