1*da0073e9SAndroid Build Coastguard Worker# mypy: allow-untyped-defs 2*da0073e9SAndroid Build Coastguard Workerfrom numbers import Number 3*da0073e9SAndroid Build Coastguard Worker 4*da0073e9SAndroid Build Coastguard Workerimport torch 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.distributions.utils import broadcast_all 8*da0073e9SAndroid Build Coastguard Workerfrom torch.types import _size 9*da0073e9SAndroid Build Coastguard Worker 10*da0073e9SAndroid Build Coastguard Worker 11*da0073e9SAndroid Build Coastguard Worker__all__ = ["Exponential"] 12*da0073e9SAndroid Build Coastguard Worker 13*da0073e9SAndroid Build Coastguard Worker 14*da0073e9SAndroid Build Coastguard Workerclass Exponential(ExponentialFamily): 15*da0073e9SAndroid Build Coastguard Worker r""" 16*da0073e9SAndroid Build Coastguard Worker Creates a Exponential distribution parameterized by :attr:`rate`. 17*da0073e9SAndroid Build Coastguard Worker 18*da0073e9SAndroid Build Coastguard Worker Example:: 19*da0073e9SAndroid Build Coastguard Worker 20*da0073e9SAndroid Build Coastguard Worker >>> # xdoctest: +IGNORE_WANT("non-deterministic") 21*da0073e9SAndroid Build Coastguard Worker >>> m = Exponential(torch.tensor([1.0])) 22*da0073e9SAndroid Build Coastguard Worker >>> m.sample() # Exponential distributed with rate=1 23*da0073e9SAndroid Build Coastguard Worker tensor([ 0.1046]) 24*da0073e9SAndroid Build Coastguard Worker 25*da0073e9SAndroid Build Coastguard Worker Args: 26*da0073e9SAndroid Build Coastguard Worker rate (float or Tensor): rate = 1 / scale of the distribution 27*da0073e9SAndroid Build Coastguard Worker """ 28*da0073e9SAndroid Build Coastguard Worker arg_constraints = {"rate": constraints.positive} 29*da0073e9SAndroid Build Coastguard Worker support = constraints.nonnegative 30*da0073e9SAndroid Build Coastguard Worker has_rsample = True 31*da0073e9SAndroid Build Coastguard Worker _mean_carrier_measure = 0 32*da0073e9SAndroid Build Coastguard Worker 33*da0073e9SAndroid Build Coastguard Worker @property 34*da0073e9SAndroid Build Coastguard Worker def mean(self): 35*da0073e9SAndroid Build Coastguard Worker return self.rate.reciprocal() 36*da0073e9SAndroid Build Coastguard Worker 37*da0073e9SAndroid Build Coastguard Worker @property 38*da0073e9SAndroid Build Coastguard Worker def mode(self): 39*da0073e9SAndroid Build Coastguard Worker return torch.zeros_like(self.rate) 40*da0073e9SAndroid Build Coastguard Worker 41*da0073e9SAndroid Build Coastguard Worker @property 42*da0073e9SAndroid Build Coastguard Worker def stddev(self): 43*da0073e9SAndroid Build Coastguard Worker return self.rate.reciprocal() 44*da0073e9SAndroid Build Coastguard Worker 45*da0073e9SAndroid Build Coastguard Worker @property 46*da0073e9SAndroid Build Coastguard Worker def variance(self): 47*da0073e9SAndroid Build Coastguard Worker return self.rate.pow(-2) 48*da0073e9SAndroid Build Coastguard Worker 49*da0073e9SAndroid Build Coastguard Worker def __init__(self, rate, validate_args=None): 50*da0073e9SAndroid Build Coastguard Worker (self.rate,) = broadcast_all(rate) 51*da0073e9SAndroid Build Coastguard Worker batch_shape = torch.Size() if isinstance(rate, Number) else self.rate.size() 52*da0073e9SAndroid Build Coastguard Worker super().__init__(batch_shape, validate_args=validate_args) 53*da0073e9SAndroid Build Coastguard Worker 54*da0073e9SAndroid Build Coastguard Worker def expand(self, batch_shape, _instance=None): 55*da0073e9SAndroid Build Coastguard Worker new = self._get_checked_instance(Exponential, _instance) 56*da0073e9SAndroid Build Coastguard Worker batch_shape = torch.Size(batch_shape) 57*da0073e9SAndroid Build Coastguard Worker new.rate = self.rate.expand(batch_shape) 58*da0073e9SAndroid Build Coastguard Worker super(Exponential, new).__init__(batch_shape, validate_args=False) 59*da0073e9SAndroid Build Coastguard Worker new._validate_args = self._validate_args 60*da0073e9SAndroid Build Coastguard Worker return new 61*da0073e9SAndroid Build Coastguard Worker 62*da0073e9SAndroid Build Coastguard Worker def rsample(self, sample_shape: _size = torch.Size()) -> torch.Tensor: 63*da0073e9SAndroid Build Coastguard Worker shape = self._extended_shape(sample_shape) 64*da0073e9SAndroid Build Coastguard Worker return self.rate.new(shape).exponential_() / self.rate 65*da0073e9SAndroid Build Coastguard Worker 66*da0073e9SAndroid Build Coastguard Worker def log_prob(self, value): 67*da0073e9SAndroid Build Coastguard Worker if self._validate_args: 68*da0073e9SAndroid Build Coastguard Worker self._validate_sample(value) 69*da0073e9SAndroid Build Coastguard Worker return self.rate.log() - self.rate * value 70*da0073e9SAndroid Build Coastguard Worker 71*da0073e9SAndroid Build Coastguard Worker def cdf(self, value): 72*da0073e9SAndroid Build Coastguard Worker if self._validate_args: 73*da0073e9SAndroid Build Coastguard Worker self._validate_sample(value) 74*da0073e9SAndroid Build Coastguard Worker return 1 - torch.exp(-self.rate * value) 75*da0073e9SAndroid Build Coastguard Worker 76*da0073e9SAndroid Build Coastguard Worker def icdf(self, value): 77*da0073e9SAndroid Build Coastguard Worker return -torch.log1p(-value) / self.rate 78*da0073e9SAndroid Build Coastguard Worker 79*da0073e9SAndroid Build Coastguard Worker def entropy(self): 80*da0073e9SAndroid Build Coastguard Worker return 1.0 - torch.log(self.rate) 81*da0073e9SAndroid Build Coastguard Worker 82*da0073e9SAndroid Build Coastguard Worker @property 83*da0073e9SAndroid Build Coastguard Worker def _natural_params(self): 84*da0073e9SAndroid Build Coastguard Worker return (-self.rate,) 85*da0073e9SAndroid Build Coastguard Worker 86*da0073e9SAndroid Build Coastguard Worker def _log_normalizer(self, x): 87*da0073e9SAndroid Build Coastguard Worker return -torch.log(-x) 88