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- # mypy: allow-untyped-defs
- import torch
- import torch.nn.functional as F
- from torch.distributions import constraints
- from torch.distributions.distribution import Distribution
- from torch.distributions.utils import (
- broadcast_all,
- lazy_property,
- logits_to_probs,
- probs_to_logits,
- )
- __all__ = ["NegativeBinomial"]
- class NegativeBinomial(Distribution):
- r"""
- Creates a Negative Binomial distribution, i.e. distribution
- of the number of successful independent and identical Bernoulli trials
- before :attr:`total_count` failures are achieved. The probability
- of success of each Bernoulli trial is :attr:`probs`.
- Args:
- total_count (float or Tensor): non-negative number of negative Bernoulli
- trials to stop, although the distribution is still valid for real
- valued count
- probs (Tensor): Event probabilities of success in the half open interval [0, 1)
- logits (Tensor): Event log-odds for probabilities of success
- """
- arg_constraints = {
- "total_count": constraints.greater_than_eq(0),
- "probs": constraints.half_open_interval(0.0, 1.0),
- "logits": constraints.real,
- }
- support = constraints.nonnegative_integer
- def __init__(self, total_count, probs=None, logits=None, validate_args=None):
- if (probs is None) == (logits is None):
- raise ValueError(
- "Either `probs` or `logits` must be specified, but not both."
- )
- if probs is not None:
- (
- self.total_count,
- self.probs,
- ) = broadcast_all(total_count, probs)
- self.total_count = self.total_count.type_as(self.probs)
- else:
- (
- self.total_count,
- self.logits,
- ) = broadcast_all(total_count, logits)
- self.total_count = self.total_count.type_as(self.logits)
- self._param = self.probs if probs is not None else self.logits
- batch_shape = self._param.size()
- super().__init__(batch_shape, validate_args=validate_args)
- def expand(self, batch_shape, _instance=None):
- new = self._get_checked_instance(NegativeBinomial, _instance)
- batch_shape = torch.Size(batch_shape)
- new.total_count = self.total_count.expand(batch_shape)
- if "probs" in self.__dict__:
- new.probs = self.probs.expand(batch_shape)
- new._param = new.probs
- if "logits" in self.__dict__:
- new.logits = self.logits.expand(batch_shape)
- new._param = new.logits
- super(NegativeBinomial, new).__init__(batch_shape, validate_args=False)
- new._validate_args = self._validate_args
- return new
- def _new(self, *args, **kwargs):
- return self._param.new(*args, **kwargs)
- @property
- def mean(self):
- return self.total_count * torch.exp(self.logits)
- @property
- def mode(self):
- return ((self.total_count - 1) * self.logits.exp()).floor().clamp(min=0.0)
- @property
- def variance(self):
- return self.mean / torch.sigmoid(-self.logits)
- @lazy_property
- def logits(self):
- return probs_to_logits(self.probs, is_binary=True)
- @lazy_property
- def probs(self):
- return logits_to_probs(self.logits, is_binary=True)
- @property
- def param_shape(self):
- return self._param.size()
- @lazy_property
- def _gamma(self):
- # Note we avoid validating because self.total_count can be zero.
- return torch.distributions.Gamma(
- concentration=self.total_count,
- rate=torch.exp(-self.logits),
- validate_args=False,
- )
- def sample(self, sample_shape=torch.Size()):
- with torch.no_grad():
- rate = self._gamma.sample(sample_shape=sample_shape)
- return torch.poisson(rate)
- def log_prob(self, value):
- if self._validate_args:
- self._validate_sample(value)
- log_unnormalized_prob = self.total_count * F.logsigmoid(
- -self.logits
- ) + value * F.logsigmoid(self.logits)
- log_normalization = (
- -torch.lgamma(self.total_count + value)
- + torch.lgamma(1.0 + value)
- + torch.lgamma(self.total_count)
- )
- # The case self.total_count == 0 and value == 0 has probability 1 but
- # lgamma(0) is infinite. Handle this case separately using a function
- # that does not modify tensors in place to allow Jit compilation.
- log_normalization = log_normalization.masked_fill(
- self.total_count + value == 0.0, 0.0
- )
- return log_unnormalized_prob - log_normalization
|