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import torch | |
from torch import nan | |
from torch.distributions import constraints | |
from torch.distributions.distribution import Distribution | |
from torch.distributions.utils import lazy_property, logits_to_probs, probs_to_logits | |
__all__ = ["Categorical"] | |
class Categorical(Distribution): | |
r""" | |
Creates a categorical distribution parameterized by either :attr:`probs` or | |
:attr:`logits` (but not both). | |
.. note:: | |
It is equivalent to the distribution that :func:`torch.multinomial` | |
samples from. | |
Samples are integers from :math:`\{0, \ldots, K-1\}` where `K` is ``probs.size(-1)``. | |
If `probs` is 1-dimensional with length-`K`, each element is the relative probability | |
of sampling the class at that index. | |
If `probs` is N-dimensional, the first N-1 dimensions are treated as a batch of | |
relative probability vectors. | |
.. note:: The `probs` argument must be non-negative, finite and have a non-zero sum, | |
and it will be normalized to sum to 1 along the last dimension. :attr:`probs` | |
will return this normalized value. | |
The `logits` argument will be interpreted as unnormalized log probabilities | |
and can therefore be any real number. It will likewise be normalized so that | |
the resulting probabilities sum to 1 along the last dimension. :attr:`logits` | |
will return this normalized value. | |
See also: :func:`torch.multinomial` | |
Example:: | |
>>> # xdoctest: +IGNORE_WANT("non-deterministic") | |
>>> m = Categorical(torch.tensor([ 0.25, 0.25, 0.25, 0.25 ])) | |
>>> m.sample() # equal probability of 0, 1, 2, 3 | |
tensor(3) | |
Args: | |
probs (Tensor): event probabilities | |
logits (Tensor): event log probabilities (unnormalized) | |
""" | |
arg_constraints = {"probs": constraints.simplex, "logits": constraints.real_vector} | |
has_enumerate_support = True | |
def __init__(self, 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: | |
if probs.dim() < 1: | |
raise ValueError("`probs` parameter must be at least one-dimensional.") | |
self.probs = probs / probs.sum(-1, keepdim=True) | |
else: | |
if logits.dim() < 1: | |
raise ValueError("`logits` parameter must be at least one-dimensional.") | |
# Normalize | |
self.logits = logits - logits.logsumexp(dim=-1, keepdim=True) | |
self._param = self.probs if probs is not None else self.logits | |
self._num_events = self._param.size()[-1] | |
batch_shape = ( | |
self._param.size()[:-1] if self._param.ndimension() > 1 else torch.Size() | |
) | |
super().__init__(batch_shape, validate_args=validate_args) | |
def expand(self, batch_shape, _instance=None): | |
new = self._get_checked_instance(Categorical, _instance) | |
batch_shape = torch.Size(batch_shape) | |
param_shape = batch_shape + torch.Size((self._num_events,)) | |
if "probs" in self.__dict__: | |
new.probs = self.probs.expand(param_shape) | |
new._param = new.probs | |
if "logits" in self.__dict__: | |
new.logits = self.logits.expand(param_shape) | |
new._param = new.logits | |
new._num_events = self._num_events | |
super(Categorical, 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) | |
def support(self): | |
return constraints.integer_interval(0, self._num_events - 1) | |
def logits(self): | |
return probs_to_logits(self.probs) | |
def probs(self): | |
return logits_to_probs(self.logits) | |
def param_shape(self): | |
return self._param.size() | |
def mean(self): | |
return torch.full( | |
self._extended_shape(), | |
nan, | |
dtype=self.probs.dtype, | |
device=self.probs.device, | |
) | |
def mode(self): | |
return self.probs.argmax(axis=-1) | |
def variance(self): | |
return torch.full( | |
self._extended_shape(), | |
nan, | |
dtype=self.probs.dtype, | |
device=self.probs.device, | |
) | |
def sample(self, sample_shape=torch.Size()): | |
if not isinstance(sample_shape, torch.Size): | |
sample_shape = torch.Size(sample_shape) | |
probs_2d = self.probs.reshape(-1, self._num_events) | |
samples_2d = torch.multinomial(probs_2d, sample_shape.numel(), True).T | |
return samples_2d.reshape(self._extended_shape(sample_shape)) | |
def log_prob(self, value): | |
if self._validate_args: | |
self._validate_sample(value) | |
value = value.long().unsqueeze(-1) | |
value, log_pmf = torch.broadcast_tensors(value, self.logits) | |
value = value[..., :1] | |
return log_pmf.gather(-1, value).squeeze(-1) | |
def entropy(self): | |
min_real = torch.finfo(self.logits.dtype).min | |
logits = torch.clamp(self.logits, min=min_real) | |
p_log_p = logits * self.probs | |
return -p_log_p.sum(-1) | |
def enumerate_support(self, expand=True): | |
num_events = self._num_events | |
values = torch.arange(num_events, dtype=torch.long, device=self._param.device) | |
values = values.view((-1,) + (1,) * len(self._batch_shape)) | |
if expand: | |
values = values.expand((-1,) + self._batch_shape) | |
return values | |