brainstate 0.0.2.post20241009__py2.py3-none-any.whl → 0.1.0__py2.py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- brainstate/__init__.py +31 -11
- brainstate/_state.py +760 -316
- brainstate/_state_test.py +41 -12
- brainstate/_utils.py +31 -4
- brainstate/augment/__init__.py +40 -0
- brainstate/augment/_autograd.py +608 -0
- brainstate/augment/_autograd_test.py +1193 -0
- brainstate/augment/_eval_shape.py +102 -0
- brainstate/augment/_eval_shape_test.py +40 -0
- brainstate/augment/_mapping.py +525 -0
- brainstate/augment/_mapping_test.py +210 -0
- brainstate/augment/_random.py +99 -0
- brainstate/{transform → compile}/__init__.py +25 -13
- brainstate/compile/_ad_checkpoint.py +204 -0
- brainstate/compile/_ad_checkpoint_test.py +51 -0
- brainstate/compile/_conditions.py +259 -0
- brainstate/compile/_conditions_test.py +221 -0
- brainstate/compile/_error_if.py +94 -0
- brainstate/compile/_error_if_test.py +54 -0
- brainstate/compile/_jit.py +314 -0
- brainstate/compile/_jit_test.py +143 -0
- brainstate/compile/_loop_collect_return.py +516 -0
- brainstate/compile/_loop_collect_return_test.py +59 -0
- brainstate/compile/_loop_no_collection.py +185 -0
- brainstate/compile/_loop_no_collection_test.py +51 -0
- brainstate/compile/_make_jaxpr.py +756 -0
- brainstate/compile/_make_jaxpr_test.py +134 -0
- brainstate/compile/_progress_bar.py +111 -0
- brainstate/compile/_unvmap.py +159 -0
- brainstate/compile/_util.py +147 -0
- brainstate/environ.py +408 -381
- brainstate/environ_test.py +34 -32
- brainstate/{nn/event → event}/__init__.py +6 -6
- brainstate/event/_csr.py +308 -0
- brainstate/event/_csr_test.py +118 -0
- brainstate/event/_fixed_probability.py +271 -0
- brainstate/event/_fixed_probability_test.py +128 -0
- brainstate/event/_linear.py +219 -0
- brainstate/event/_linear_test.py +112 -0
- brainstate/{nn/event → event}/_misc.py +7 -7
- brainstate/functional/_activations.py +521 -511
- brainstate/functional/_activations_test.py +300 -300
- brainstate/functional/_normalization.py +43 -43
- brainstate/functional/_others.py +15 -15
- brainstate/functional/_spikes.py +49 -49
- brainstate/graph/__init__.py +33 -0
- brainstate/graph/_graph_context.py +443 -0
- brainstate/graph/_graph_context_test.py +65 -0
- brainstate/graph/_graph_convert.py +246 -0
- brainstate/graph/_graph_node.py +300 -0
- brainstate/graph/_graph_node_test.py +75 -0
- brainstate/graph/_graph_operation.py +1746 -0
- brainstate/graph/_graph_operation_test.py +724 -0
- brainstate/init/_base.py +28 -10
- brainstate/init/_generic.py +175 -172
- brainstate/init/_random_inits.py +470 -415
- brainstate/init/_random_inits_test.py +150 -0
- brainstate/init/_regular_inits.py +66 -69
- brainstate/init/_regular_inits_test.py +51 -0
- brainstate/mixin.py +236 -244
- brainstate/mixin_test.py +44 -46
- brainstate/nn/__init__.py +26 -51
- brainstate/nn/_collective_ops.py +199 -0
- brainstate/nn/_dyn_impl/__init__.py +46 -0
- brainstate/nn/_dyn_impl/_dynamics_neuron.py +290 -0
- brainstate/nn/_dyn_impl/_dynamics_neuron_test.py +162 -0
- brainstate/nn/_dyn_impl/_dynamics_synapse.py +320 -0
- brainstate/nn/_dyn_impl/_dynamics_synapse_test.py +132 -0
- brainstate/nn/_dyn_impl/_inputs.py +154 -0
- brainstate/nn/{_projection/__init__.py → _dyn_impl/_projection_alignpost.py} +6 -13
- brainstate/nn/_dyn_impl/_rate_rnns.py +400 -0
- brainstate/nn/_dyn_impl/_rate_rnns_test.py +64 -0
- brainstate/nn/_dyn_impl/_readout.py +128 -0
- brainstate/nn/_dyn_impl/_readout_test.py +54 -0
- brainstate/nn/_dynamics/__init__.py +37 -0
- brainstate/nn/_dynamics/_dynamics_base.py +631 -0
- brainstate/nn/_dynamics/_dynamics_base_test.py +79 -0
- brainstate/nn/_dynamics/_projection_base.py +346 -0
- brainstate/nn/_dynamics/_state_delay.py +453 -0
- brainstate/nn/_dynamics/_synouts.py +161 -0
- brainstate/nn/_dynamics/_synouts_test.py +58 -0
- brainstate/nn/_elementwise/__init__.py +22 -0
- brainstate/nn/_elementwise/_dropout.py +418 -0
- brainstate/nn/_elementwise/_dropout_test.py +100 -0
- brainstate/nn/_elementwise/_elementwise.py +1122 -0
- brainstate/nn/_elementwise/_elementwise_test.py +171 -0
- brainstate/nn/_exp_euler.py +97 -0
- brainstate/nn/_exp_euler_test.py +36 -0
- brainstate/nn/_interaction/__init__.py +32 -0
- brainstate/nn/_interaction/_connections.py +726 -0
- brainstate/nn/_interaction/_connections_test.py +254 -0
- brainstate/nn/_interaction/_embedding.py +59 -0
- brainstate/nn/_interaction/_normalizations.py +388 -0
- brainstate/nn/_interaction/_normalizations_test.py +75 -0
- brainstate/nn/_interaction/_poolings.py +1179 -0
- brainstate/nn/_interaction/_poolings_test.py +219 -0
- brainstate/nn/_module.py +328 -0
- brainstate/nn/_module_test.py +211 -0
- brainstate/nn/metrics.py +309 -309
- brainstate/optim/__init__.py +14 -2
- brainstate/optim/_base.py +66 -0
- brainstate/optim/_lr_scheduler.py +363 -400
- brainstate/optim/_lr_scheduler_test.py +25 -24
- brainstate/optim/_optax_optimizer.py +103 -176
- brainstate/optim/_optax_optimizer_test.py +41 -1
- brainstate/optim/_sgd_optimizer.py +950 -1025
- brainstate/random/_rand_funs.py +3269 -3268
- brainstate/random/_rand_funs_test.py +568 -0
- brainstate/random/_rand_seed.py +149 -117
- brainstate/random/_rand_seed_test.py +50 -0
- brainstate/random/_rand_state.py +1360 -1318
- brainstate/random/_random_for_unit.py +13 -13
- brainstate/surrogate.py +1262 -1243
- brainstate/{nn/_projection/_utils.py → transform.py} +1 -2
- brainstate/typing.py +157 -130
- brainstate/util/__init__.py +52 -0
- brainstate/util/_caller.py +100 -0
- brainstate/util/_dict.py +734 -0
- brainstate/util/_dict_test.py +160 -0
- brainstate/util/_error.py +28 -0
- brainstate/util/_filter.py +178 -0
- brainstate/util/_others.py +497 -0
- brainstate/util/_pretty_repr.py +208 -0
- brainstate/util/_scaling.py +260 -0
- brainstate/util/_struct.py +524 -0
- brainstate/util/_tracers.py +75 -0
- brainstate/{_visualization.py → util/_visualization.py} +16 -16
- {brainstate-0.0.2.post20241009.dist-info → brainstate-0.1.0.dist-info}/METADATA +11 -11
- brainstate-0.1.0.dist-info/RECORD +135 -0
- brainstate/_module.py +0 -1637
- brainstate/_module_test.py +0 -207
- brainstate/nn/_base.py +0 -251
- brainstate/nn/_connections.py +0 -686
- brainstate/nn/_dynamics.py +0 -426
- brainstate/nn/_elementwise.py +0 -1438
- brainstate/nn/_embedding.py +0 -66
- brainstate/nn/_misc.py +0 -133
- brainstate/nn/_normalizations.py +0 -389
- brainstate/nn/_others.py +0 -101
- brainstate/nn/_poolings.py +0 -1229
- brainstate/nn/_poolings_test.py +0 -231
- brainstate/nn/_projection/_align_post.py +0 -546
- brainstate/nn/_projection/_align_pre.py +0 -599
- brainstate/nn/_projection/_delta.py +0 -241
- brainstate/nn/_projection/_vanilla.py +0 -101
- brainstate/nn/_rate_rnns.py +0 -410
- brainstate/nn/_readout.py +0 -136
- brainstate/nn/_synouts.py +0 -166
- brainstate/nn/event/csr.py +0 -312
- brainstate/nn/event/csr_test.py +0 -118
- brainstate/nn/event/fixed_probability.py +0 -276
- brainstate/nn/event/fixed_probability_test.py +0 -127
- brainstate/nn/event/linear.py +0 -220
- brainstate/nn/event/linear_test.py +0 -111
- brainstate/random/random_test.py +0 -593
- brainstate/transform/_autograd.py +0 -585
- brainstate/transform/_autograd_test.py +0 -1181
- brainstate/transform/_conditions.py +0 -334
- brainstate/transform/_conditions_test.py +0 -220
- brainstate/transform/_error_if.py +0 -94
- brainstate/transform/_error_if_test.py +0 -55
- brainstate/transform/_jit.py +0 -265
- brainstate/transform/_jit_test.py +0 -118
- brainstate/transform/_loop_collect_return.py +0 -502
- brainstate/transform/_loop_no_collection.py +0 -170
- brainstate/transform/_make_jaxpr.py +0 -739
- brainstate/transform/_make_jaxpr_test.py +0 -131
- brainstate/transform/_mapping.py +0 -109
- brainstate/transform/_progress_bar.py +0 -111
- brainstate/transform/_unvmap.py +0 -143
- brainstate/util.py +0 -746
- brainstate-0.0.2.post20241009.dist-info/RECORD +0 -87
- {brainstate-0.0.2.post20241009.dist-info → brainstate-0.1.0.dist-info}/LICENSE +0 -0
- {brainstate-0.0.2.post20241009.dist-info → brainstate-0.1.0.dist-info}/WHEEL +0 -0
- {brainstate-0.0.2.post20241009.dist-info → brainstate-0.1.0.dist-info}/top_level.txt +0 -0
brainstate/random/_rand_state.py
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# ==============================================================================
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# -*- coding: utf-8 -*-
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from __future__ import annotations
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from collections import namedtuple
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from functools import partial
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from operator import index
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from typing import Optional
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import jax.numpy as jnp
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import jax.random as jr
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import numpy as np
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from jax import
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from jax import jit, vmap
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from jax import lax, core, dtypes
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from brainstate import environ
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from brainstate._state import State
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from brainstate.
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from brainstate.compile._error_if import jit_error_if
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from brainstate.typing import DTypeLike, Size, SeedOrKey
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from ._random_for_unit import uniform_for_unit, permutation_for_unit
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class RandomState(State):
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"""RandomState that track the random generator state. """
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# __slots__ = ('_backup', '_value')
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def __init__(self, seed_or_key: Optional[SeedOrKey] = None):
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"""RandomState constructor.
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Parameters
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----------
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seed_or_key: int, Array, optional
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or it can be a JAX's PRNKey, which is an array with two elements and `uint32` dtype.
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"""
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with jax.ensure_compile_time_eval():
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if seed_or_key is None:
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seed_or_key = np.random.randint(0, 100000, 2, dtype=np.uint32)
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if isinstance(seed_or_key, int):
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key = jr.PRNGKey(seed_or_key)
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else:
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raise ValueError('key must be an array with dtype uint32. '
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f'But we got {seed_or_key}')
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key = seed_or_key
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super().__init__(key)
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def __repr__(self):
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return f'{self.__class__.__name__}({self.value})'
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def check_if_deleted(self):
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if (
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isinstance(self._value, jax.Array) and
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):
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# ------------------- #
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# seed and random key #
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# ------------------- #
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def backup_key(self):
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raise ValueError('The random key has been backed up, and has not been restored.')
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def restore_key(self):
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if self._backup is None:
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raise ValueError('The random key has not been backed up.')
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def clone(self):
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return type(self)(self.split_key())
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def set_key(self, key: SeedOrKey):
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"""Sets a new random seed.
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Parameters
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seed_or_key: int, ArrayLike, optional
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It can be an integer for initial seed of the random number generator,
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or it can be a JAX's PRNKey, which is an array with two elements and `uint32` dtype.
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"""
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with jax.ensure_compile_time_eval():
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seed_or_key = np.random.randint(0, 100000, 2, dtype=np.uint32)
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if np.size(seed_or_key) == 1:
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key = jr.PRNGKey(seed_or_key)
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raise ValueError('key must be an array with dtype uint32. '
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f'But we got {seed_or_key}')
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key = seed_or_key
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self.value = key
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def split_key(self, n: Optional[int] = None, backup: bool = False) -> SeedOrKey:
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"""
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Create a new seed from the current seed.
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Parameters
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----------
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n: int, optional
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The number of seeds to generate.
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Whether to backup the current key.
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key : SeedOrKey
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The new seed or a tuple of JAX random keys.
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"""
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assert isinstance(n, int) and n >= 1, f'n should be an integer greater than 1, but we got {n}'
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if not isinstance(self.value, jax.Array):
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self.value = jnp.asarray(self.value, dtype=jnp.uint32)
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keys = jr.split(self.value, num=2 if n is None else n + 1)
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self.value = keys[0]
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if backup:
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else:
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return keys[1:]
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def self_assign_multi_keys(self, n: int, backup: bool = True):
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"""
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Self-assign multiple keys to the current random state.
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"""
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if backup:
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self.backup_key()
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self.value = keys[1:]
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else:
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self.value = jr.split(self.value, n)
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# ---------------- #
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# random functions #
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# ---------------- #
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def rand(self, *dn, key: Optional[SeedOrKey] = None, dtype: DTypeLike = None):
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key = self.split_key() if key is None else _formalize_key(key)
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dtype = dtype or environ.dftype()
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r = uniform_for_unit(key, shape=dn, minval=0., maxval=1., dtype=dtype)
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return r
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def randint(
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self,
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low,
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high=None,
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size: Optional[Size] = None,
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dtype: DTypeLike = None,
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key: Optional[SeedOrKey] = None
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):
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if high is None:
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high = low
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low = 0
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high = _check_py_seq(high)
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low = _check_py_seq(low)
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if size is None:
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size = lax.broadcast_shapes(jnp.shape(low),
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jnp.shape(high))
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key = self.split_key() if key is None else _formalize_key(key)
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dtype = dtype or environ.ditype()
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r = jr.randint(key,
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shape=_size2shape(size),
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minval=low, maxval=high, dtype=dtype)
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return r
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def random_integers(
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self,
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low,
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dtype: DTypeLike = None,
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):
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low = _check_py_seq(low)
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high = _check_py_seq(high)
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if high is None:
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high = low
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if size is None:
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size = lax.broadcast_shapes(jnp.shape(low), jnp.shape(high))
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key = self.split_key() if key is None else _formalize_key(key)
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dtype = dtype or environ.ditype()
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r = jr.randint(key,
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shape=_size2shape(size),
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minval=low,
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maxval=high,
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dtype=dtype)
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return r
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def randn(self, *dn, key: Optional[SeedOrKey] = None, dtype: DTypeLike = None):
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key = self.split_key() if key is None else _formalize_key(key)
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dtype = dtype or environ.dftype()
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r = jr.normal(key, shape=dn, dtype=dtype)
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return r
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def random(self,
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key: Optional[SeedOrKey] = None,
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dtype: DTypeLike = None):
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dtype = dtype or environ.dftype()
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key = self.split_key() if key is None else _formalize_key(key)
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r = uniform_for_unit(key, shape=_size2shape(size), minval=0., maxval=1., dtype=dtype)
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return r
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def randint(
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self,
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):
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high = _check_py_seq(high)
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|
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if size is None:
|
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size = lax.broadcast_shapes(jnp.shape(low),
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jnp.shape(high))
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key = self.split_key() if key is None else _formalize_key(key)
|
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dtype = dtype or environ.ditype()
|
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|
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r = jr.randint(key,
|
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shape=_size2shape(size),
|
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minval=low, maxval=high, dtype=dtype)
|
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return r
|
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|
155
|
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def random_integers(
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self,
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low,
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dtype: DTypeLike = None,
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):
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low = _check_py_seq(low)
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high = _check_py_seq(high)
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if high is None:
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high = low
|
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low = 1
|
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high += 1
|
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if size is None:
|
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size = lax.broadcast_shapes(jnp.shape(low), jnp.shape(high))
|
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key = self.split_key() if key is None else _formalize_key(key)
|
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dtype = dtype or environ.ditype()
|
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|
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r = jr.randint(key,
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shape=_size2shape(size),
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maxval=high,
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dtype=dtype)
|
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return r
|
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|
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|
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def randn(self, *dn, key: Optional[SeedOrKey] = None, dtype: DTypeLike = None):
|
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key = self.split_key() if key is None else _formalize_key(key)
|
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|
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dtype = dtype or environ.dftype()
|
183
|
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r = jr.normal(key, shape=dn, dtype=dtype)
|
184
|
-
return r
|
237
|
+
def random_sample(self,
|
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|
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size: Optional[Size] = None,
|
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+
key: Optional[SeedOrKey] = None,
|
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|
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dtype: DTypeLike = None):
|
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|
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r = self.random(size=size, key=key, dtype=dtype)
|
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|
+
return r
|
185
243
|
|
186
|
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|
244
|
+
def ranf(self,
|
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245
|
size: Optional[Size] = None,
|
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|
key: Optional[SeedOrKey] = None,
|
189
247
|
dtype: DTypeLike = None):
|
190
|
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|
191
|
-
|
192
|
-
r = uniform_for_unit(key, shape=_size2shape(size), minval=0., maxval=1., dtype=dtype)
|
193
|
-
return r
|
248
|
+
r = self.random(size=size, key=key, dtype=dtype)
|
249
|
+
return r
|
194
250
|
|
195
|
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|
196
|
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|
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|
198
|
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|
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|
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|
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|
202
|
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def ranf(self,
|
203
|
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size: Optional[Size] = None,
|
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|
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key: Optional[SeedOrKey] = None,
|
205
|
-
dtype: DTypeLike = None):
|
206
|
-
r = self.random(size=size, key=key, dtype=dtype)
|
207
|
-
return r
|
251
|
+
def sample(self,
|
252
|
+
size: Optional[Size] = None,
|
253
|
+
key: Optional[SeedOrKey] = None,
|
254
|
+
dtype: DTypeLike = None):
|
255
|
+
r = self.random(size=size, key=key, dtype=dtype)
|
256
|
+
return r
|
208
257
|
|
209
|
-
|
210
|
-
|
211
|
-
|
212
|
-
|
213
|
-
|
214
|
-
|
258
|
+
def choice(self,
|
259
|
+
a,
|
260
|
+
size: Optional[Size] = None,
|
261
|
+
replace=True,
|
262
|
+
p=None,
|
263
|
+
key: Optional[SeedOrKey] = None):
|
264
|
+
a = _check_py_seq(a)
|
265
|
+
p = _check_py_seq(p)
|
266
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
267
|
+
r = jr.choice(key, a=a, shape=_size2shape(size), replace=replace, p=p)
|
268
|
+
return r
|
269
|
+
|
270
|
+
def permutation(self,
|
271
|
+
x,
|
272
|
+
axis: int = 0,
|
273
|
+
independent: bool = False,
|
274
|
+
key: Optional[SeedOrKey] = None):
|
275
|
+
x = _check_py_seq(x)
|
276
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
277
|
+
r = permutation_for_unit(key, x, axis=axis, independent=independent)
|
278
|
+
return r
|
279
|
+
|
280
|
+
def shuffle(self,
|
281
|
+
x,
|
282
|
+
axis=0,
|
283
|
+
key: Optional[SeedOrKey] = None):
|
284
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
285
|
+
x = permutation_for_unit(key, x, axis=axis)
|
286
|
+
return x
|
215
287
|
|
216
|
-
|
288
|
+
def beta(self,
|
217
289
|
a,
|
218
|
-
|
219
|
-
replace=True,
|
220
|
-
p=None,
|
221
|
-
key: Optional[SeedOrKey] = None):
|
222
|
-
a = _check_py_seq(a)
|
223
|
-
p = _check_py_seq(p)
|
224
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
225
|
-
r = jr.choice(key, a=a, shape=_size2shape(size), replace=replace, p=p)
|
226
|
-
return r
|
227
|
-
|
228
|
-
def permutation(self,
|
229
|
-
x,
|
230
|
-
axis: int = 0,
|
231
|
-
independent: bool = False,
|
232
|
-
key: Optional[SeedOrKey] = None):
|
233
|
-
x = _check_py_seq(x)
|
234
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
235
|
-
r = permutation_for_unit(key, x, axis=axis, independent=independent)
|
236
|
-
return r
|
237
|
-
|
238
|
-
def shuffle(self,
|
239
|
-
x,
|
240
|
-
axis=0,
|
241
|
-
key: Optional[SeedOrKey] = None):
|
242
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
243
|
-
x = permutation_for_unit(key, x, axis=axis)
|
244
|
-
return x
|
245
|
-
|
246
|
-
def beta(self,
|
247
|
-
a,
|
248
|
-
b,
|
249
|
-
size: Optional[Size] = None,
|
250
|
-
key: Optional[SeedOrKey] = None,
|
251
|
-
dtype: DTypeLike = None):
|
252
|
-
a = _check_py_seq(a)
|
253
|
-
b = _check_py_seq(b)
|
254
|
-
if size is None:
|
255
|
-
size = lax.broadcast_shapes(jnp.shape(a), jnp.shape(b))
|
256
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
257
|
-
dtype = dtype or environ.dftype()
|
258
|
-
r = jr.beta(key, a=a, b=b, shape=_size2shape(size), dtype=dtype)
|
259
|
-
return r
|
260
|
-
|
261
|
-
def exponential(self,
|
262
|
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scale=None,
|
263
|
-
size: Optional[Size] = None,
|
264
|
-
key: Optional[SeedOrKey] = None,
|
265
|
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dtype: DTypeLike = None):
|
266
|
-
if size is None:
|
267
|
-
size = jnp.shape(scale)
|
268
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
269
|
-
dtype = dtype or environ.dftype()
|
270
|
-
scale = jnp.asarray(scale, dtype=dtype)
|
271
|
-
r = jr.exponential(key, shape=_size2shape(size), dtype=dtype)
|
272
|
-
if scale is not None:
|
273
|
-
r = r / scale
|
274
|
-
return r
|
275
|
-
|
276
|
-
def gamma(self,
|
277
|
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shape,
|
278
|
-
scale=None,
|
279
|
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size: Optional[Size] = None,
|
280
|
-
key: Optional[SeedOrKey] = None,
|
281
|
-
dtype: DTypeLike = None):
|
282
|
-
shape = _check_py_seq(shape)
|
283
|
-
scale = _check_py_seq(scale)
|
284
|
-
if size is None:
|
285
|
-
size = lax.broadcast_shapes(jnp.shape(shape), jnp.shape(scale))
|
286
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
287
|
-
dtype = dtype or environ.dftype()
|
288
|
-
r = jr.gamma(key, a=shape, shape=_size2shape(size), dtype=dtype)
|
289
|
-
if scale is not None:
|
290
|
-
r = r * scale
|
291
|
-
return r
|
292
|
-
|
293
|
-
def gumbel(self,
|
294
|
-
loc=None,
|
295
|
-
scale=None,
|
290
|
+
b,
|
296
291
|
size: Optional[Size] = None,
|
297
292
|
key: Optional[SeedOrKey] = None,
|
298
293
|
dtype: DTypeLike = None):
|
299
|
-
|
300
|
-
|
301
|
-
|
302
|
-
|
303
|
-
|
304
|
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|
305
|
-
|
306
|
-
|
307
|
-
|
308
|
-
|
309
|
-
|
294
|
+
a = _check_py_seq(a)
|
295
|
+
b = _check_py_seq(b)
|
296
|
+
if size is None:
|
297
|
+
size = lax.broadcast_shapes(jnp.shape(a), jnp.shape(b))
|
298
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
299
|
+
dtype = dtype or environ.dftype()
|
300
|
+
r = jr.beta(key, a=a, b=b, shape=_size2shape(size), dtype=dtype)
|
301
|
+
return r
|
302
|
+
|
303
|
+
def exponential(self,
|
304
|
+
scale=None,
|
305
|
+
size: Optional[Size] = None,
|
306
|
+
key: Optional[SeedOrKey] = None,
|
307
|
+
dtype: DTypeLike = None):
|
308
|
+
if size is None:
|
309
|
+
size = jnp.shape(scale)
|
310
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
311
|
+
dtype = dtype or environ.dftype()
|
312
|
+
scale = jnp.asarray(scale, dtype=dtype)
|
313
|
+
r = jr.exponential(key, shape=_size2shape(size), dtype=dtype)
|
314
|
+
if scale is not None:
|
315
|
+
r = r / scale
|
316
|
+
return r
|
317
|
+
|
318
|
+
def gamma(self,
|
319
|
+
shape,
|
310
320
|
scale=None,
|
311
321
|
size: Optional[Size] = None,
|
312
322
|
key: Optional[SeedOrKey] = None,
|
313
323
|
dtype: DTypeLike = None):
|
314
|
-
|
315
|
-
|
316
|
-
|
317
|
-
|
318
|
-
|
319
|
-
|
320
|
-
|
321
|
-
|
322
|
-
|
323
|
-
|
324
|
+
shape = _check_py_seq(shape)
|
325
|
+
scale = _check_py_seq(scale)
|
326
|
+
if size is None:
|
327
|
+
size = lax.broadcast_shapes(jnp.shape(shape), jnp.shape(scale))
|
328
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
329
|
+
dtype = dtype or environ.dftype()
|
330
|
+
r = jr.gamma(key, a=shape, shape=_size2shape(size), dtype=dtype)
|
331
|
+
if scale is not None:
|
332
|
+
r = r * scale
|
333
|
+
return r
|
334
|
+
|
335
|
+
def gumbel(self,
|
324
336
|
loc=None,
|
325
337
|
scale=None,
|
326
338
|
size: Optional[Size] = None,
|
327
339
|
key: Optional[SeedOrKey] = None,
|
328
340
|
dtype: DTypeLike = None):
|
329
|
-
|
330
|
-
|
331
|
-
|
332
|
-
|
333
|
-
|
334
|
-
|
335
|
-
|
336
|
-
|
337
|
-
|
338
|
-
|
339
|
-
|
340
|
-
|
341
|
-
|
342
|
-
|
343
|
-
|
344
|
-
|
345
|
-
|
346
|
-
|
347
|
-
|
348
|
-
|
349
|
-
|
350
|
-
|
351
|
-
|
352
|
-
|
353
|
-
|
354
|
-
|
355
|
-
|
356
|
-
key: Optional[SeedOrKey] = None,
|
357
|
-
dtype: DTypeLike = None):
|
358
|
-
if size is None:
|
359
|
-
size = jnp.shape(a)
|
360
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
361
|
-
dtype = dtype or environ.dftype()
|
362
|
-
a = jnp.asarray(a, dtype=dtype)
|
363
|
-
r = jr.pareto(key, b=a, shape=_size2shape(size), dtype=dtype)
|
364
|
-
return r
|
365
|
-
|
366
|
-
def poisson(self,
|
367
|
-
lam=1.0,
|
368
|
-
size: Optional[Size] = None,
|
369
|
-
key: Optional[SeedOrKey] = None,
|
370
|
-
dtype: DTypeLike = None):
|
371
|
-
lam = _check_py_seq(lam)
|
372
|
-
if size is None:
|
373
|
-
size = jnp.shape(lam)
|
374
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
375
|
-
dtype = dtype or environ.ditype()
|
376
|
-
r = jr.poisson(key, lam=lam, shape=_size2shape(size), dtype=dtype)
|
377
|
-
return r
|
378
|
-
|
379
|
-
def standard_cauchy(self,
|
380
|
-
size: Optional[Size] = None,
|
381
|
-
key: Optional[SeedOrKey] = None,
|
382
|
-
dtype: DTypeLike = None):
|
383
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
384
|
-
dtype = dtype or environ.dftype()
|
385
|
-
r = jr.cauchy(key, shape=_size2shape(size), dtype=dtype)
|
386
|
-
return r
|
387
|
-
|
388
|
-
def standard_exponential(self,
|
389
|
-
size: Optional[Size] = None,
|
390
|
-
key: Optional[SeedOrKey] = None,
|
391
|
-
dtype: DTypeLike = None):
|
392
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
393
|
-
dtype = dtype or environ.dftype()
|
394
|
-
r = jr.exponential(key, shape=_size2shape(size), dtype=dtype)
|
395
|
-
return r
|
396
|
-
|
397
|
-
def standard_gamma(self,
|
398
|
-
shape,
|
399
|
-
size: Optional[Size] = None,
|
400
|
-
key: Optional[SeedOrKey] = None,
|
401
|
-
dtype: DTypeLike = None):
|
402
|
-
shape = _check_py_seq(shape)
|
403
|
-
if size is None:
|
404
|
-
size = jnp.shape(shape)
|
405
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
406
|
-
dtype = dtype or environ.dftype()
|
407
|
-
r = jr.gamma(key, a=shape, shape=_size2shape(size), dtype=dtype)
|
408
|
-
return r
|
409
|
-
|
410
|
-
def standard_normal(self,
|
411
|
-
size: Optional[Size] = None,
|
412
|
-
key: Optional[SeedOrKey] = None,
|
413
|
-
dtype: DTypeLike = None):
|
414
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
415
|
-
dtype = dtype or environ.dftype()
|
416
|
-
r = jr.normal(key, shape=_size2shape(size), dtype=dtype)
|
417
|
-
return r
|
418
|
-
|
419
|
-
def standard_t(self, df,
|
341
|
+
loc = _check_py_seq(loc)
|
342
|
+
scale = _check_py_seq(scale)
|
343
|
+
if size is None:
|
344
|
+
size = lax.broadcast_shapes(jnp.shape(loc), jnp.shape(scale))
|
345
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
346
|
+
dtype = dtype or environ.dftype()
|
347
|
+
r = _loc_scale(loc, scale, jr.gumbel(key, shape=_size2shape(size), dtype=dtype))
|
348
|
+
return r
|
349
|
+
|
350
|
+
def laplace(self,
|
351
|
+
loc=None,
|
352
|
+
scale=None,
|
353
|
+
size: Optional[Size] = None,
|
354
|
+
key: Optional[SeedOrKey] = None,
|
355
|
+
dtype: DTypeLike = None):
|
356
|
+
loc = _check_py_seq(loc)
|
357
|
+
scale = _check_py_seq(scale)
|
358
|
+
if size is None:
|
359
|
+
size = lax.broadcast_shapes(jnp.shape(loc), jnp.shape(scale))
|
360
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
361
|
+
dtype = dtype or environ.dftype()
|
362
|
+
r = _loc_scale(loc, scale, jr.laplace(key, shape=_size2shape(size), dtype=dtype))
|
363
|
+
return r
|
364
|
+
|
365
|
+
def logistic(self,
|
366
|
+
loc=None,
|
367
|
+
scale=None,
|
420
368
|
size: Optional[Size] = None,
|
421
369
|
key: Optional[SeedOrKey] = None,
|
422
370
|
dtype: DTypeLike = None):
|
423
|
-
|
424
|
-
|
425
|
-
|
426
|
-
|
427
|
-
|
428
|
-
|
429
|
-
|
430
|
-
|
431
|
-
|
432
|
-
|
433
|
-
|
434
|
-
|
435
|
-
key: Optional[SeedOrKey] = None,
|
436
|
-
dtype: DTypeLike = None):
|
437
|
-
low = _check_py_seq(low)
|
438
|
-
high = _check_py_seq(high)
|
439
|
-
if size is None:
|
440
|
-
size = lax.broadcast_shapes(jnp.shape(low), jnp.shape(high))
|
441
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
442
|
-
dtype = dtype or environ.dftype()
|
443
|
-
r = uniform_for_unit(key, shape=_size2shape(size), minval=low, maxval=high, dtype=dtype)
|
444
|
-
return r
|
445
|
-
|
446
|
-
def __norm_cdf(self, x, sqrt2, dtype):
|
447
|
-
# Computes standard normal cumulative distribution function
|
448
|
-
return (np.asarray(1., dtype) + lax.erf(x / sqrt2)) / np.asarray(2., dtype)
|
449
|
-
|
450
|
-
def truncated_normal(
|
451
|
-
self,
|
452
|
-
lower,
|
453
|
-
upper,
|
454
|
-
size: Optional[Size] = None,
|
455
|
-
loc=0.,
|
456
|
-
scale=1.,
|
457
|
-
key: Optional[SeedOrKey] = None,
|
458
|
-
dtype: DTypeLike = None
|
459
|
-
):
|
460
|
-
lower = _check_py_seq(lower)
|
461
|
-
upper = _check_py_seq(upper)
|
462
|
-
loc = _check_py_seq(loc)
|
463
|
-
scale = _check_py_seq(scale)
|
464
|
-
dtype = dtype or environ.dftype()
|
465
|
-
|
466
|
-
lower = u.math.asarray(lower, dtype=dtype)
|
467
|
-
upper = u.math.asarray(upper, dtype=dtype)
|
468
|
-
loc = u.math.asarray(loc, dtype=dtype)
|
469
|
-
scale = u.math.asarray(scale, dtype=dtype)
|
470
|
-
unit = u.get_unit(lower)
|
471
|
-
lower, upper, loc, scale = (
|
472
|
-
lower.mantissa if isinstance(lower, u.Quantity) else lower,
|
473
|
-
u.Quantity(upper).in_unit(unit).mantissa,
|
474
|
-
u.Quantity(loc).in_unit(unit).mantissa,
|
475
|
-
u.Quantity(scale).in_unit(unit).mantissa
|
476
|
-
)
|
477
|
-
|
478
|
-
jit_error_if(
|
479
|
-
u.math.any(u.math.logical_or(loc < lower - 2 * scale, loc > upper + 2 * scale)),
|
480
|
-
"mean is more than 2 std from [lower, upper] in truncated_normal. "
|
481
|
-
"The distribution of values may be incorrect."
|
482
|
-
)
|
483
|
-
|
484
|
-
if size is None:
|
485
|
-
size = u.math.broadcast_shapes(jnp.shape(lower),
|
486
|
-
jnp.shape(upper),
|
487
|
-
jnp.shape(loc),
|
488
|
-
jnp.shape(scale))
|
489
|
-
|
490
|
-
# Values are generated by using a truncated uniform distribution and
|
491
|
-
# then using the inverse CDF for the normal distribution.
|
492
|
-
# Get upper and lower cdf values
|
493
|
-
sqrt2 = np.array(np.sqrt(2), dtype=dtype)
|
494
|
-
l = self.__norm_cdf((lower - loc) / scale, sqrt2, dtype)
|
495
|
-
u = self.__norm_cdf((upper - loc) / scale, sqrt2, dtype)
|
496
|
-
|
497
|
-
# Uniformly fill tensor with values from [l, u], then translate to
|
498
|
-
# [2l-1, 2u-1].
|
499
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
500
|
-
out = uniform_for_unit(
|
501
|
-
key, size, dtype,
|
502
|
-
minval=lax.nextafter(2 * l - 1, np.array(np.inf, dtype=dtype)),
|
503
|
-
maxval=lax.nextafter(2 * u - 1, np.array(-np.inf, dtype=dtype))
|
504
|
-
)
|
505
|
-
|
506
|
-
# Use inverse cdf transform for normal distribution to get truncated
|
507
|
-
# standard normal
|
508
|
-
out = lax.erf_inv(out)
|
509
|
-
|
510
|
-
# Transform to proper mean, std
|
511
|
-
out = out * scale * sqrt2 + loc
|
512
|
-
|
513
|
-
# Clamp to ensure it's in the proper range
|
514
|
-
out = jnp.clip(
|
515
|
-
out,
|
516
|
-
lax.nextafter(lax.stop_gradient(lower), np.array(np.inf, dtype=dtype)),
|
517
|
-
lax.nextafter(lax.stop_gradient(upper), np.array(-np.inf, dtype=dtype))
|
518
|
-
)
|
519
|
-
return out if unit.is_unitless else u.Quantity(out, unit=unit)
|
520
|
-
|
521
|
-
def _check_p(self, p):
|
522
|
-
raise ValueError(f'Parameter p should be within [0, 1], but we got {p}')
|
523
|
-
|
524
|
-
def bernoulli(self,
|
525
|
-
p,
|
526
|
-
size: Optional[Size] = None,
|
527
|
-
key: Optional[SeedOrKey] = None):
|
528
|
-
p = _check_py_seq(p)
|
529
|
-
jit_error_if(jnp.any(jnp.logical_and(p < 0, p > 1)), self._check_p, p)
|
530
|
-
if size is None:
|
531
|
-
size = jnp.shape(p)
|
532
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
533
|
-
r = jr.bernoulli(key, p=p, shape=_size2shape(size))
|
534
|
-
return r
|
535
|
-
|
536
|
-
def lognormal(
|
537
|
-
self,
|
538
|
-
mean=None,
|
539
|
-
sigma=None,
|
540
|
-
size: Optional[Size] = None,
|
541
|
-
key: Optional[SeedOrKey] = None,
|
542
|
-
dtype: DTypeLike = None
|
543
|
-
):
|
544
|
-
mean = _check_py_seq(mean)
|
545
|
-
sigma = _check_py_seq(sigma)
|
546
|
-
mean = u.math.asarray(mean, dtype=dtype)
|
547
|
-
sigma = u.math.asarray(sigma, dtype=dtype)
|
548
|
-
unit = mean.unit if isinstance(mean, u.Quantity) else u.Unit()
|
549
|
-
mean = mean.mantissa if isinstance(mean, u.Quantity) else mean
|
550
|
-
sigma = sigma.in_unit(unit).mantissa if isinstance(sigma, u.Quantity) else sigma
|
551
|
-
|
552
|
-
if size is None:
|
553
|
-
size = jnp.broadcast_shapes(
|
554
|
-
jnp.shape(mean),
|
555
|
-
jnp.shape(sigma)
|
556
|
-
)
|
557
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
558
|
-
dtype = dtype or environ.dftype()
|
559
|
-
samples = jr.normal(key, shape=_size2shape(size), dtype=dtype)
|
560
|
-
samples = _loc_scale(mean, sigma, samples)
|
561
|
-
samples = jnp.exp(samples)
|
562
|
-
return samples if unit.is_unitless else u.Quantity(samples, unit=unit)
|
563
|
-
|
564
|
-
def binomial(self,
|
565
|
-
n,
|
566
|
-
p,
|
371
|
+
loc = _check_py_seq(loc)
|
372
|
+
scale = _check_py_seq(scale)
|
373
|
+
if size is None:
|
374
|
+
size = lax.broadcast_shapes(jnp.shape(loc), jnp.shape(scale))
|
375
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
376
|
+
dtype = dtype or environ.dftype()
|
377
|
+
r = _loc_scale(loc, scale, jr.logistic(key, shape=_size2shape(size), dtype=dtype))
|
378
|
+
return r
|
379
|
+
|
380
|
+
def normal(self,
|
381
|
+
loc=None,
|
382
|
+
scale=None,
|
567
383
|
size: Optional[Size] = None,
|
568
384
|
key: Optional[SeedOrKey] = None,
|
569
385
|
dtype: DTypeLike = None):
|
570
|
-
|
571
|
-
|
572
|
-
|
573
|
-
|
574
|
-
|
575
|
-
|
576
|
-
|
577
|
-
|
578
|
-
|
579
|
-
|
580
|
-
|
581
|
-
|
582
|
-
|
583
|
-
|
584
|
-
|
585
|
-
|
586
|
-
|
587
|
-
|
588
|
-
|
589
|
-
|
590
|
-
|
591
|
-
|
592
|
-
|
593
|
-
|
594
|
-
else:
|
595
|
-
dist = jr.normal(key, (df,) + _size2shape(size), dtype=dtype) ** 2
|
596
|
-
dist = dist.sum(axis=0)
|
597
|
-
return dist
|
598
|
-
|
599
|
-
def dirichlet(self,
|
600
|
-
alpha,
|
386
|
+
loc = _check_py_seq(loc)
|
387
|
+
scale = _check_py_seq(scale)
|
388
|
+
if size is None:
|
389
|
+
size = lax.broadcast_shapes(jnp.shape(scale), jnp.shape(loc))
|
390
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
391
|
+
dtype = dtype or environ.dftype()
|
392
|
+
r = _loc_scale(loc, scale, jr.normal(key, shape=_size2shape(size), dtype=dtype))
|
393
|
+
return r
|
394
|
+
|
395
|
+
def pareto(self,
|
396
|
+
a,
|
397
|
+
size: Optional[Size] = None,
|
398
|
+
key: Optional[SeedOrKey] = None,
|
399
|
+
dtype: DTypeLike = None):
|
400
|
+
if size is None:
|
401
|
+
size = jnp.shape(a)
|
402
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
403
|
+
dtype = dtype or environ.dftype()
|
404
|
+
a = jnp.asarray(a, dtype=dtype)
|
405
|
+
r = jr.pareto(key, b=a, shape=_size2shape(size), dtype=dtype)
|
406
|
+
return r
|
407
|
+
|
408
|
+
def poisson(self,
|
409
|
+
lam=1.0,
|
601
410
|
size: Optional[Size] = None,
|
602
411
|
key: Optional[SeedOrKey] = None,
|
603
412
|
dtype: DTypeLike = None):
|
604
|
-
|
605
|
-
|
606
|
-
|
607
|
-
|
608
|
-
|
413
|
+
lam = _check_py_seq(lam)
|
414
|
+
if size is None:
|
415
|
+
size = jnp.shape(lam)
|
416
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
417
|
+
dtype = dtype or environ.ditype()
|
418
|
+
r = jr.poisson(key, lam=lam, shape=_size2shape(size), dtype=dtype)
|
419
|
+
return r
|
420
|
+
|
421
|
+
def standard_cauchy(self,
|
422
|
+
size: Optional[Size] = None,
|
423
|
+
key: Optional[SeedOrKey] = None,
|
424
|
+
dtype: DTypeLike = None):
|
425
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
426
|
+
dtype = dtype or environ.dftype()
|
427
|
+
r = jr.cauchy(key, shape=_size2shape(size), dtype=dtype)
|
428
|
+
return r
|
429
|
+
|
430
|
+
def standard_exponential(self,
|
431
|
+
size: Optional[Size] = None,
|
432
|
+
key: Optional[SeedOrKey] = None,
|
433
|
+
dtype: DTypeLike = None):
|
434
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
435
|
+
dtype = dtype or environ.dftype()
|
436
|
+
r = jr.exponential(key, shape=_size2shape(size), dtype=dtype)
|
437
|
+
return r
|
438
|
+
|
439
|
+
def standard_gamma(self,
|
440
|
+
shape,
|
441
|
+
size: Optional[Size] = None,
|
442
|
+
key: Optional[SeedOrKey] = None,
|
443
|
+
dtype: DTypeLike = None):
|
444
|
+
shape = _check_py_seq(shape)
|
445
|
+
if size is None:
|
446
|
+
size = jnp.shape(shape)
|
447
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
448
|
+
dtype = dtype or environ.dftype()
|
449
|
+
r = jr.gamma(key, a=shape, shape=_size2shape(size), dtype=dtype)
|
450
|
+
return r
|
451
|
+
|
452
|
+
def standard_normal(self,
|
453
|
+
size: Optional[Size] = None,
|
454
|
+
key: Optional[SeedOrKey] = None,
|
455
|
+
dtype: DTypeLike = None):
|
456
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
457
|
+
dtype = dtype or environ.dftype()
|
458
|
+
r = jr.normal(key, shape=_size2shape(size), dtype=dtype)
|
459
|
+
return r
|
609
460
|
|
610
|
-
|
611
|
-
|
461
|
+
def standard_t(self, df,
|
462
|
+
size: Optional[Size] = None,
|
463
|
+
key: Optional[SeedOrKey] = None,
|
464
|
+
dtype: DTypeLike = None):
|
465
|
+
df = _check_py_seq(df)
|
466
|
+
if size is None:
|
467
|
+
size = jnp.shape(size)
|
468
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
469
|
+
dtype = dtype or environ.dftype()
|
470
|
+
r = jr.t(key, df=df, shape=_size2shape(size), dtype=dtype)
|
471
|
+
return r
|
472
|
+
|
473
|
+
def uniform(self,
|
474
|
+
low=0.0,
|
475
|
+
high=1.0,
|
612
476
|
size: Optional[Size] = None,
|
613
477
|
key: Optional[SeedOrKey] = None,
|
614
478
|
dtype: DTypeLike = None):
|
615
|
-
|
616
|
-
|
617
|
-
|
618
|
-
|
619
|
-
|
620
|
-
|
621
|
-
|
622
|
-
|
623
|
-
|
624
|
-
|
625
|
-
|
626
|
-
|
627
|
-
|
628
|
-
|
629
|
-
|
479
|
+
low = _check_py_seq(low)
|
480
|
+
high = _check_py_seq(high)
|
481
|
+
if size is None:
|
482
|
+
size = lax.broadcast_shapes(jnp.shape(low), jnp.shape(high))
|
483
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
484
|
+
dtype = dtype or environ.dftype()
|
485
|
+
r = uniform_for_unit(key, shape=_size2shape(size), minval=low, maxval=high, dtype=dtype)
|
486
|
+
return r
|
487
|
+
|
488
|
+
def __norm_cdf(self, x, sqrt2, dtype):
|
489
|
+
# Computes standard normal cumulative distribution function
|
490
|
+
return (np.asarray(1., dtype) + lax.erf(x / sqrt2)) / np.asarray(2., dtype)
|
491
|
+
|
492
|
+
def truncated_normal(
|
493
|
+
self,
|
494
|
+
lower,
|
495
|
+
upper,
|
496
|
+
size: Optional[Size] = None,
|
497
|
+
loc=0.,
|
498
|
+
scale=1.,
|
499
|
+
key: Optional[SeedOrKey] = None,
|
500
|
+
dtype: DTypeLike = None
|
501
|
+
):
|
502
|
+
lower = _check_py_seq(lower)
|
503
|
+
upper = _check_py_seq(upper)
|
504
|
+
loc = _check_py_seq(loc)
|
505
|
+
scale = _check_py_seq(scale)
|
506
|
+
dtype = dtype or environ.dftype()
|
507
|
+
|
508
|
+
lower = u.math.asarray(lower, dtype=dtype)
|
509
|
+
upper = u.math.asarray(upper, dtype=dtype)
|
510
|
+
loc = u.math.asarray(loc, dtype=dtype)
|
511
|
+
scale = u.math.asarray(scale, dtype=dtype)
|
512
|
+
unit = u.get_unit(lower)
|
513
|
+
lower, upper, loc, scale = (
|
514
|
+
lower.mantissa if isinstance(lower, u.Quantity) else lower,
|
515
|
+
u.Quantity(upper).in_unit(unit).mantissa,
|
516
|
+
u.Quantity(loc).in_unit(unit).mantissa,
|
517
|
+
u.Quantity(scale).in_unit(unit).mantissa
|
518
|
+
)
|
519
|
+
|
520
|
+
jit_error_if(
|
521
|
+
u.math.any(u.math.logical_or(loc < lower - 2 * scale, loc > upper + 2 * scale)),
|
522
|
+
"mean is more than 2 std from [lower, upper] in truncated_normal. "
|
523
|
+
"The distribution of values may be incorrect."
|
524
|
+
)
|
525
|
+
|
526
|
+
if size is None:
|
527
|
+
size = u.math.broadcast_shapes(jnp.shape(lower),
|
528
|
+
jnp.shape(upper),
|
529
|
+
jnp.shape(loc),
|
530
|
+
jnp.shape(scale))
|
531
|
+
|
532
|
+
# Values are generated by using a truncated uniform distribution and
|
533
|
+
# then using the inverse CDF for the normal distribution.
|
534
|
+
# Get upper and lower cdf values
|
535
|
+
sqrt2 = np.array(np.sqrt(2), dtype=dtype)
|
536
|
+
l = self.__norm_cdf((lower - loc) / scale, sqrt2, dtype)
|
537
|
+
u_ = self.__norm_cdf((upper - loc) / scale, sqrt2, dtype)
|
538
|
+
|
539
|
+
# Uniformly fill tensor with values from [l, u], then translate to
|
540
|
+
# [2l-1, 2u-1].
|
541
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
542
|
+
out = uniform_for_unit(
|
543
|
+
key, size, dtype,
|
544
|
+
minval=lax.nextafter(2 * l - 1, np.array(np.inf, dtype=dtype)),
|
545
|
+
maxval=lax.nextafter(2 * u_ - 1, np.array(-np.inf, dtype=dtype))
|
546
|
+
)
|
547
|
+
|
548
|
+
# Use inverse cdf transform for normal distribution to get truncated
|
549
|
+
# standard normal
|
550
|
+
out = lax.erf_inv(out)
|
551
|
+
|
552
|
+
# Transform to proper mean, std
|
553
|
+
out = out * scale * sqrt2 + loc
|
554
|
+
|
555
|
+
# Clamp to ensure it's in the proper range
|
556
|
+
out = jnp.clip(
|
557
|
+
out,
|
558
|
+
lax.nextafter(lax.stop_gradient(lower), np.array(np.inf, dtype=dtype)),
|
559
|
+
lax.nextafter(lax.stop_gradient(upper), np.array(-np.inf, dtype=dtype))
|
560
|
+
)
|
561
|
+
return out if unit.is_unitless else u.Quantity(out, unit=unit)
|
562
|
+
|
563
|
+
def _check_p(self, p):
|
564
|
+
raise ValueError(f'Parameter p should be within [0, 1], but we got {p}')
|
565
|
+
|
566
|
+
def bernoulli(self,
|
567
|
+
p,
|
568
|
+
size: Optional[Size] = None,
|
569
|
+
key: Optional[SeedOrKey] = None):
|
570
|
+
p = _check_py_seq(p)
|
571
|
+
jit_error_if(jnp.any(jnp.logical_and(p < 0, p > 1)), self._check_p, p)
|
572
|
+
if size is None:
|
573
|
+
size = jnp.shape(p)
|
574
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
575
|
+
r = jr.bernoulli(key, p=p, shape=_size2shape(size))
|
576
|
+
return r
|
577
|
+
|
578
|
+
def lognormal(
|
579
|
+
self,
|
580
|
+
mean=None,
|
581
|
+
sigma=None,
|
582
|
+
size: Optional[Size] = None,
|
583
|
+
key: Optional[SeedOrKey] = None,
|
584
|
+
dtype: DTypeLike = None
|
585
|
+
):
|
586
|
+
mean = _check_py_seq(mean)
|
587
|
+
sigma = _check_py_seq(sigma)
|
588
|
+
mean = u.math.asarray(mean, dtype=dtype)
|
589
|
+
sigma = u.math.asarray(sigma, dtype=dtype)
|
590
|
+
unit = mean.unit if isinstance(mean, u.Quantity) else u.Unit()
|
591
|
+
mean = mean.mantissa if isinstance(mean, u.Quantity) else mean
|
592
|
+
sigma = sigma.in_unit(unit).mantissa if isinstance(sigma, u.Quantity) else sigma
|
593
|
+
|
594
|
+
if size is None:
|
595
|
+
size = jnp.broadcast_shapes(
|
596
|
+
jnp.shape(mean),
|
597
|
+
jnp.shape(sigma)
|
598
|
+
)
|
599
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
600
|
+
dtype = dtype or environ.dftype()
|
601
|
+
samples = jr.normal(key, shape=_size2shape(size), dtype=dtype)
|
602
|
+
samples = _loc_scale(mean, sigma, samples)
|
603
|
+
samples = jnp.exp(samples)
|
604
|
+
return samples if unit.is_unitless else u.Quantity(samples, unit=unit)
|
605
|
+
|
606
|
+
def binomial(self,
|
607
|
+
n,
|
608
|
+
p,
|
609
|
+
size: Optional[Size] = None,
|
610
|
+
key: Optional[SeedOrKey] = None,
|
611
|
+
dtype: DTypeLike = None):
|
612
|
+
n = _check_py_seq(n)
|
613
|
+
p = _check_py_seq(p)
|
614
|
+
jit_error_if(jnp.any(jnp.logical_and(p < 0, p > 1)), self._check_p, p)
|
615
|
+
if size is None:
|
616
|
+
size = jnp.broadcast_shapes(jnp.shape(n), jnp.shape(p))
|
617
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
618
|
+
r = _binomial(key, p, n, shape=_size2shape(size))
|
619
|
+
dtype = dtype or environ.ditype()
|
620
|
+
return jnp.asarray(r, dtype=dtype)
|
621
|
+
|
622
|
+
def chisquare(self,
|
623
|
+
df,
|
630
624
|
size: Optional[Size] = None,
|
631
625
|
key: Optional[SeedOrKey] = None,
|
632
626
|
dtype: DTypeLike = None):
|
633
|
-
|
634
|
-
|
635
|
-
|
636
|
-
|
637
|
-
|
638
|
-
|
639
|
-
|
640
|
-
|
641
|
-
|
642
|
-
|
643
|
-
|
644
|
-
|
645
|
-
|
646
|
-
|
647
|
-
|
648
|
-
|
649
|
-
cov,
|
650
|
-
size: Optional[Size] = None,
|
651
|
-
method: str = 'cholesky',
|
652
|
-
key: Optional[SeedOrKey] = None,
|
653
|
-
dtype: DTypeLike = None
|
654
|
-
):
|
655
|
-
if method not in {'svd', 'eigh', 'cholesky'}:
|
656
|
-
raise ValueError("method must be one of {'svd', 'eigh', 'cholesky'}")
|
657
|
-
dtype = dtype or environ.dftype()
|
658
|
-
mean = u.math.asarray(_check_py_seq(mean), dtype=dtype)
|
659
|
-
cov = u.math.asarray(_check_py_seq(cov), dtype=dtype)
|
660
|
-
if isinstance(mean, u.Quantity):
|
661
|
-
assert isinstance(cov, u.Quantity)
|
662
|
-
assert mean.unit ** 2 == cov.unit
|
663
|
-
mean = mean.mantissa if isinstance(mean, u.Quantity) else mean
|
664
|
-
cov = cov.mantissa if isinstance(cov, u.Quantity) else cov
|
665
|
-
unit = mean.unit if isinstance(mean, u.Quantity) else u.Unit()
|
666
|
-
|
667
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
668
|
-
if not jnp.ndim(mean) >= 1:
|
669
|
-
raise ValueError(f"multivariate_normal requires mean.ndim >= 1, got mean.ndim == {jnp.ndim(mean)}")
|
670
|
-
if not jnp.ndim(cov) >= 2:
|
671
|
-
raise ValueError(f"multivariate_normal requires cov.ndim >= 2, got cov.ndim == {jnp.ndim(cov)}")
|
672
|
-
n = mean.shape[-1]
|
673
|
-
if jnp.shape(cov)[-2:] != (n, n):
|
674
|
-
raise ValueError(f"multivariate_normal requires cov.shape == (..., n, n) for n={n}, "
|
675
|
-
f"but got cov.shape == {jnp.shape(cov)}.")
|
676
|
-
if size is None:
|
677
|
-
size = lax.broadcast_shapes(mean.shape[:-1], cov.shape[:-2])
|
678
|
-
else:
|
679
|
-
size = _size2shape(size)
|
680
|
-
_check_shape("normal", size, mean.shape[:-1], cov.shape[:-2])
|
681
|
-
|
682
|
-
if method == 'svd':
|
683
|
-
(u, s, _) = jnp.linalg.svd(cov)
|
684
|
-
factor = u * jnp.sqrt(s[..., None, :])
|
685
|
-
elif method == 'eigh':
|
686
|
-
(w, v) = jnp.linalg.eigh(cov)
|
687
|
-
factor = v * jnp.sqrt(w[..., None, :])
|
688
|
-
else: # 'cholesky'
|
689
|
-
factor = jnp.linalg.cholesky(cov)
|
690
|
-
normal_samples = jr.normal(key, size + mean.shape[-1:], dtype=dtype)
|
691
|
-
r = mean + jnp.einsum('...ij,...j->...i', factor, normal_samples)
|
692
|
-
return r if unit.is_unitless else u.Quantity(r, unit=unit)
|
693
|
-
|
694
|
-
def rayleigh(self,
|
695
|
-
scale=1.0,
|
696
|
-
size: Optional[Size] = None,
|
697
|
-
key: Optional[SeedOrKey] = None,
|
698
|
-
dtype: DTypeLike = None):
|
699
|
-
scale = _check_py_seq(scale)
|
700
|
-
if size is None:
|
701
|
-
size = jnp.shape(scale)
|
702
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
703
|
-
dtype = dtype or environ.dftype()
|
704
|
-
x = jnp.sqrt(-2. * jnp.log(uniform_for_unit(key, shape=_size2shape(size), minval=0, maxval=1, dtype=dtype)))
|
705
|
-
r = x * scale
|
706
|
-
return r
|
707
|
-
|
708
|
-
def triangular(self,
|
709
|
-
size: Optional[Size] = None,
|
710
|
-
key: Optional[SeedOrKey] = None):
|
711
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
712
|
-
bernoulli_samples = jr.bernoulli(key, p=0.5, shape=_size2shape(size))
|
713
|
-
r = 2 * bernoulli_samples - 1
|
714
|
-
return r
|
715
|
-
|
716
|
-
def vonmises(self,
|
717
|
-
mu,
|
718
|
-
kappa,
|
719
|
-
size: Optional[Size] = None,
|
720
|
-
key: Optional[SeedOrKey] = None,
|
721
|
-
dtype: DTypeLike = None):
|
722
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
723
|
-
dtype = dtype or environ.dftype()
|
724
|
-
mu = jnp.asarray(_check_py_seq(mu), dtype=dtype)
|
725
|
-
kappa = jnp.asarray(_check_py_seq(kappa), dtype=dtype)
|
726
|
-
if size is None:
|
727
|
-
size = lax.broadcast_shapes(jnp.shape(mu), jnp.shape(kappa))
|
728
|
-
size = _size2shape(size)
|
729
|
-
samples = _von_mises_centered(key, kappa, size, dtype=dtype)
|
730
|
-
samples = samples + mu
|
731
|
-
samples = (samples + jnp.pi) % (2.0 * jnp.pi) - jnp.pi
|
732
|
-
return samples
|
733
|
-
|
734
|
-
def weibull(self,
|
735
|
-
a,
|
736
|
-
size: Optional[Size] = None,
|
737
|
-
key: Optional[SeedOrKey] = None,
|
738
|
-
dtype: DTypeLike = None):
|
739
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
740
|
-
a = _check_py_seq(a)
|
741
|
-
if size is None:
|
742
|
-
size = jnp.shape(a)
|
743
|
-
else:
|
744
|
-
if jnp.size(a) > 1:
|
745
|
-
raise ValueError(f'"a" should be a scalar when "size" is provided. But we got {a}')
|
746
|
-
size = _size2shape(size)
|
747
|
-
dtype = dtype or environ.dftype()
|
748
|
-
random_uniform = uniform_for_unit(key=key, shape=size, minval=0, maxval=1, dtype=dtype)
|
749
|
-
r = jnp.power(-jnp.log1p(-random_uniform), 1.0 / a)
|
750
|
-
return r
|
751
|
-
|
752
|
-
def weibull_min(self,
|
753
|
-
a,
|
754
|
-
scale=None,
|
627
|
+
df = _check_py_seq(df)
|
628
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
629
|
+
dtype = dtype or environ.dftype()
|
630
|
+
if size is None:
|
631
|
+
if jnp.ndim(df) == 0:
|
632
|
+
dist = jr.normal(key, (df,), dtype=dtype) ** 2
|
633
|
+
dist = dist.sum()
|
634
|
+
else:
|
635
|
+
raise NotImplementedError('Do not support non-scale "df" when "size" is None')
|
636
|
+
else:
|
637
|
+
dist = jr.normal(key, (df,) + _size2shape(size), dtype=dtype) ** 2
|
638
|
+
dist = dist.sum(axis=0)
|
639
|
+
return dist
|
640
|
+
|
641
|
+
def dirichlet(self,
|
642
|
+
alpha,
|
755
643
|
size: Optional[Size] = None,
|
756
644
|
key: Optional[SeedOrKey] = None,
|
757
645
|
dtype: DTypeLike = None):
|
758
|
-
|
759
|
-
|
760
|
-
|
761
|
-
|
762
|
-
|
763
|
-
|
764
|
-
|
765
|
-
|
766
|
-
|
767
|
-
|
768
|
-
|
769
|
-
|
770
|
-
|
771
|
-
|
772
|
-
|
773
|
-
|
774
|
-
|
775
|
-
|
776
|
-
|
777
|
-
|
778
|
-
|
779
|
-
|
780
|
-
|
781
|
-
|
782
|
-
|
783
|
-
|
784
|
-
|
785
|
-
|
786
|
-
|
787
|
-
|
788
|
-
|
789
|
-
|
790
|
-
|
791
|
-
|
792
|
-
|
793
|
-
|
794
|
-
|
795
|
-
|
796
|
-
|
797
|
-
|
798
|
-
|
799
|
-
|
800
|
-
|
801
|
-
|
802
|
-
|
803
|
-
|
804
|
-
|
805
|
-
def wald(self,
|
806
|
-
mean,
|
807
|
-
scale,
|
808
|
-
size: Optional[Size] = None,
|
809
|
-
key: Optional[SeedOrKey] = None,
|
810
|
-
dtype: DTypeLike = None):
|
811
|
-
dtype = dtype or environ.dftype()
|
812
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
813
|
-
mean = jnp.asarray(_check_py_seq(mean), dtype=dtype)
|
814
|
-
scale = jnp.asarray(_check_py_seq(scale), dtype=dtype)
|
815
|
-
if size is None:
|
816
|
-
size = lax.broadcast_shapes(jnp.shape(mean), jnp.shape(scale))
|
817
|
-
size = _size2shape(size)
|
818
|
-
sampled_chi2 = jnp.square(self.randn(*size))
|
819
|
-
sampled_uniform = self.uniform(size=size, key=key, dtype=dtype)
|
820
|
-
# Wikipedia defines an intermediate x with the formula
|
821
|
-
# x = loc + loc ** 2 * y / (2 * conc) - loc / (2 * conc) * sqrt(4 * loc * conc * y + loc ** 2 * y ** 2)
|
822
|
-
# where y ~ N(0, 1)**2 (sampled_chi2 above) and conc is the concentration.
|
823
|
-
# Let us write
|
824
|
-
# w = loc * y / (2 * conc)
|
825
|
-
# Then we can extract the common factor in the last two terms to obtain
|
826
|
-
# x = loc + loc * w * (1 - sqrt(2 / w + 1))
|
827
|
-
# Now we see that the Wikipedia formula suffers from catastrphic
|
828
|
-
# cancellation for large w (e.g., if conc << loc).
|
829
|
-
#
|
830
|
-
# Fortunately, we can fix this by multiplying both sides
|
831
|
-
# by 1 + sqrt(2 / w + 1). We get
|
832
|
-
# x * (1 + sqrt(2 / w + 1)) =
|
833
|
-
# = loc * (1 + sqrt(2 / w + 1)) + loc * w * (1 - (2 / w + 1))
|
834
|
-
# = loc * (sqrt(2 / w + 1) - 1)
|
835
|
-
# The term sqrt(2 / w + 1) + 1 no longer presents numerical
|
836
|
-
# difficulties for large w, and sqrt(2 / w + 1) - 1 is just
|
837
|
-
# sqrt1pm1(2 / w), which we know how to compute accurately.
|
838
|
-
# This just leaves the matter of small w, where 2 / w may
|
839
|
-
# overflow. In the limit a w -> 0, x -> loc, so we just mask
|
840
|
-
# that case.
|
841
|
-
sqrt1pm1_arg = 4 * scale / (mean * sampled_chi2) # 2 / w above
|
842
|
-
safe_sqrt1pm1_arg = jnp.where(sqrt1pm1_arg < np.inf, sqrt1pm1_arg, 1.0)
|
843
|
-
denominator = 1.0 + jnp.sqrt(safe_sqrt1pm1_arg + 1.0)
|
844
|
-
ratio = jnp.expm1(0.5 * jnp.log1p(safe_sqrt1pm1_arg)) / denominator
|
845
|
-
sampled = mean * jnp.where(sqrt1pm1_arg < np.inf, ratio, 1.0) # x above
|
846
|
-
res = jnp.where(sampled_uniform <= mean / (mean + sampled),
|
847
|
-
sampled,
|
848
|
-
jnp.square(mean) / sampled)
|
849
|
-
return res
|
850
|
-
|
851
|
-
def t(self,
|
852
|
-
df,
|
646
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
647
|
+
alpha = _check_py_seq(alpha)
|
648
|
+
dtype = dtype or environ.dftype()
|
649
|
+
r = jr.dirichlet(key, alpha=alpha, shape=_size2shape(size), dtype=dtype)
|
650
|
+
return r
|
651
|
+
|
652
|
+
def geometric(self,
|
653
|
+
p,
|
654
|
+
size: Optional[Size] = None,
|
655
|
+
key: Optional[SeedOrKey] = None,
|
656
|
+
dtype: DTypeLike = None):
|
657
|
+
p = _check_py_seq(p)
|
658
|
+
if size is None:
|
659
|
+
size = jnp.shape(p)
|
660
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
661
|
+
dtype = dtype or environ.dftype()
|
662
|
+
u_ = uniform_for_unit(key, size, dtype=dtype)
|
663
|
+
r = jnp.floor(jnp.log1p(-u_) / jnp.log1p(-p))
|
664
|
+
return r
|
665
|
+
|
666
|
+
def _check_p2(self, p):
|
667
|
+
raise ValueError(f'We require `sum(pvals[:-1]) <= 1`. But we got {p}')
|
668
|
+
|
669
|
+
def multinomial(self,
|
670
|
+
n,
|
671
|
+
pvals,
|
672
|
+
size: Optional[Size] = None,
|
673
|
+
key: Optional[SeedOrKey] = None,
|
674
|
+
dtype: DTypeLike = None):
|
675
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
676
|
+
n = _check_py_seq(n)
|
677
|
+
pvals = _check_py_seq(pvals)
|
678
|
+
jit_error_if(jnp.sum(pvals[:-1]) > 1., self._check_p2, pvals)
|
679
|
+
if isinstance(n, jax.core.Tracer):
|
680
|
+
raise ValueError("The total count parameter `n` should not be a jax abstract array.")
|
681
|
+
size = _size2shape(size)
|
682
|
+
n_max = int(np.max(jax.device_get(n)))
|
683
|
+
batch_shape = lax.broadcast_shapes(jnp.shape(pvals)[:-1], jnp.shape(n))
|
684
|
+
r = _multinomial(key, pvals, n, n_max, batch_shape + size)
|
685
|
+
dtype = dtype or environ.ditype()
|
686
|
+
return jnp.asarray(r, dtype=dtype)
|
687
|
+
|
688
|
+
def multivariate_normal(
|
689
|
+
self,
|
690
|
+
mean,
|
691
|
+
cov,
|
853
692
|
size: Optional[Size] = None,
|
693
|
+
method: str = 'cholesky',
|
854
694
|
key: Optional[SeedOrKey] = None,
|
855
|
-
dtype: DTypeLike = None
|
856
|
-
|
857
|
-
|
858
|
-
|
859
|
-
|
860
|
-
|
861
|
-
|
862
|
-
|
863
|
-
|
864
|
-
|
865
|
-
|
866
|
-
|
867
|
-
|
868
|
-
|
869
|
-
|
870
|
-
|
871
|
-
|
872
|
-
|
873
|
-
|
874
|
-
|
875
|
-
|
695
|
+
dtype: DTypeLike = None
|
696
|
+
):
|
697
|
+
if method not in {'svd', 'eigh', 'cholesky'}:
|
698
|
+
raise ValueError("method must be one of {'svd', 'eigh', 'cholesky'}")
|
699
|
+
dtype = dtype or environ.dftype()
|
700
|
+
mean = u.math.asarray(_check_py_seq(mean), dtype=dtype)
|
701
|
+
cov = u.math.asarray(_check_py_seq(cov), dtype=dtype)
|
702
|
+
if isinstance(mean, u.Quantity):
|
703
|
+
assert isinstance(cov, u.Quantity)
|
704
|
+
assert mean.unit ** 2 == cov.unit
|
705
|
+
mean = mean.mantissa if isinstance(mean, u.Quantity) else mean
|
706
|
+
cov = cov.mantissa if isinstance(cov, u.Quantity) else cov
|
707
|
+
unit = mean.unit if isinstance(mean, u.Quantity) else u.Unit()
|
708
|
+
|
709
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
710
|
+
if not jnp.ndim(mean) >= 1:
|
711
|
+
raise ValueError(f"multivariate_normal requires mean.ndim >= 1, got mean.ndim == {jnp.ndim(mean)}")
|
712
|
+
if not jnp.ndim(cov) >= 2:
|
713
|
+
raise ValueError(f"multivariate_normal requires cov.ndim >= 2, got cov.ndim == {jnp.ndim(cov)}")
|
714
|
+
n = mean.shape[-1]
|
715
|
+
if jnp.shape(cov)[-2:] != (n, n):
|
716
|
+
raise ValueError(f"multivariate_normal requires cov.shape == (..., n, n) for n={n}, "
|
717
|
+
f"but got cov.shape == {jnp.shape(cov)}.")
|
718
|
+
if size is None:
|
719
|
+
size = lax.broadcast_shapes(mean.shape[:-1], cov.shape[:-2])
|
720
|
+
else:
|
721
|
+
size = _size2shape(size)
|
722
|
+
_check_shape("normal", size, mean.shape[:-1], cov.shape[:-2])
|
723
|
+
|
724
|
+
if method == 'svd':
|
725
|
+
(u_, s, _) = jnp.linalg.svd(cov)
|
726
|
+
factor = u_ * jnp.sqrt(s[..., None, :])
|
727
|
+
elif method == 'eigh':
|
728
|
+
(w, v) = jnp.linalg.eigh(cov)
|
729
|
+
factor = v * jnp.sqrt(w[..., None, :])
|
730
|
+
else: # 'cholesky'
|
731
|
+
factor = jnp.linalg.cholesky(cov)
|
732
|
+
normal_samples = jr.normal(key, size + mean.shape[-1:], dtype=dtype)
|
733
|
+
r = mean + jnp.einsum('...ij,...j->...i', factor, normal_samples)
|
734
|
+
return r if unit.is_unitless else u.Quantity(r, unit=unit)
|
735
|
+
|
736
|
+
def rayleigh(self,
|
737
|
+
scale=1.0,
|
876
738
|
size: Optional[Size] = None,
|
877
739
|
key: Optional[SeedOrKey] = None,
|
878
740
|
dtype: DTypeLike = None):
|
879
|
-
|
880
|
-
|
881
|
-
|
882
|
-
|
883
|
-
|
884
|
-
|
885
|
-
|
886
|
-
|
887
|
-
|
888
|
-
|
889
|
-
|
890
|
-
|
891
|
-
|
892
|
-
|
893
|
-
|
894
|
-
|
895
|
-
|
896
|
-
|
897
|
-
|
898
|
-
|
899
|
-
|
900
|
-
|
901
|
-
|
902
|
-
|
903
|
-
|
904
|
-
|
905
|
-
|
906
|
-
|
907
|
-
|
908
|
-
|
909
|
-
|
910
|
-
|
911
|
-
|
912
|
-
|
913
|
-
|
914
|
-
|
915
|
-
|
916
|
-
size: Optional[Size] = None,
|
917
|
-
key: Optional[SeedOrKey] = None,
|
918
|
-
dtype: DTypeLike = None):
|
919
|
-
dtype = dtype or environ.dftype()
|
920
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
921
|
-
a = _check_py_seq(a)
|
922
|
-
if size is None:
|
923
|
-
size = jnp.shape(a)
|
924
|
-
r = jr.loggamma(key, a, shape=_size2shape(size), dtype=dtype)
|
925
|
-
return r
|
926
|
-
|
927
|
-
def categorical(self,
|
928
|
-
logits,
|
929
|
-
axis: int = -1,
|
930
|
-
size: Optional[Size] = None,
|
931
|
-
key: Optional[SeedOrKey] = None):
|
932
|
-
key = self.split_key() if key is None else _formalize_key(key)
|
933
|
-
logits = _check_py_seq(logits)
|
934
|
-
if size is None:
|
935
|
-
size = list(jnp.shape(logits))
|
936
|
-
size.pop(axis)
|
937
|
-
r = jr.categorical(key, logits, axis=axis, shape=_size2shape(size))
|
938
|
-
return r
|
939
|
-
|
940
|
-
def zipf(self,
|
941
|
-
a,
|
942
|
-
size: Optional[Size] = None,
|
943
|
-
key: Optional[SeedOrKey] = None,
|
944
|
-
dtype: DTypeLike = None):
|
945
|
-
a = _check_py_seq(a)
|
946
|
-
if size is None:
|
947
|
-
size = jnp.shape(a)
|
948
|
-
dtype = dtype or environ.ditype()
|
949
|
-
r = jax.pure_callback(lambda x: np.random.zipf(x, size).astype(dtype),
|
950
|
-
jax.ShapeDtypeStruct(size, dtype),
|
951
|
-
a)
|
952
|
-
return r
|
953
|
-
|
954
|
-
def power(self,
|
955
|
-
a,
|
956
|
-
size: Optional[Size] = None,
|
957
|
-
key: Optional[SeedOrKey] = None,
|
958
|
-
dtype: DTypeLike = None):
|
959
|
-
a = _check_py_seq(a)
|
960
|
-
if size is None:
|
961
|
-
size = jnp.shape(a)
|
962
|
-
size = _size2shape(size)
|
963
|
-
dtype = dtype or environ.dftype()
|
964
|
-
r = jax.pure_callback(lambda a: np.random.power(a=a, size=size).astype(dtype),
|
965
|
-
jax.ShapeDtypeStruct(size, dtype),
|
966
|
-
a)
|
967
|
-
return r
|
968
|
-
|
969
|
-
def f(self,
|
970
|
-
dfnum,
|
971
|
-
dfden,
|
972
|
-
size: Optional[Size] = None,
|
973
|
-
key: Optional[SeedOrKey] = None,
|
974
|
-
dtype: DTypeLike = None):
|
975
|
-
dfnum = _check_py_seq(dfnum)
|
976
|
-
dfden = _check_py_seq(dfden)
|
977
|
-
if size is None:
|
978
|
-
size = jnp.broadcast_shapes(jnp.shape(dfnum), jnp.shape(dfden))
|
979
|
-
size = _size2shape(size)
|
980
|
-
d = {'dfnum': dfnum, 'dfden': dfden}
|
981
|
-
dtype = dtype or environ.dftype()
|
982
|
-
r = jax.pure_callback(lambda dfnum_, dfden_: np.random.f(dfnum=dfnum_,
|
983
|
-
dfden=dfden_,
|
984
|
-
size=size).astype(dtype),
|
985
|
-
jax.ShapeDtypeStruct(size, dtype),
|
986
|
-
dfnum, dfden)
|
987
|
-
return r
|
988
|
-
|
989
|
-
def hypergeometric(
|
990
|
-
self,
|
991
|
-
ngood,
|
992
|
-
nbad,
|
993
|
-
nsample,
|
994
|
-
size: Optional[Size] = None,
|
995
|
-
key: Optional[SeedOrKey] = None,
|
996
|
-
dtype: DTypeLike = None
|
997
|
-
):
|
998
|
-
ngood = _check_py_seq(ngood)
|
999
|
-
nbad = _check_py_seq(nbad)
|
1000
|
-
nsample = _check_py_seq(nsample)
|
1001
|
-
|
1002
|
-
if size is None:
|
1003
|
-
size = lax.broadcast_shapes(jnp.shape(ngood),
|
1004
|
-
jnp.shape(nbad),
|
1005
|
-
jnp.shape(nsample))
|
1006
|
-
size = _size2shape(size)
|
1007
|
-
dtype = dtype or environ.ditype()
|
1008
|
-
d = {'ngood': ngood, 'nbad': nbad, 'nsample': nsample}
|
1009
|
-
r = jax.pure_callback(lambda d: np.random.hypergeometric(ngood=d['ngood'],
|
1010
|
-
nbad=d['nbad'],
|
1011
|
-
nsample=d['nsample'],
|
1012
|
-
size=size).astype(dtype),
|
1013
|
-
jax.ShapeDtypeStruct(size, dtype),
|
1014
|
-
d)
|
1015
|
-
return r
|
1016
|
-
|
1017
|
-
def logseries(self,
|
1018
|
-
p,
|
741
|
+
scale = _check_py_seq(scale)
|
742
|
+
if size is None:
|
743
|
+
size = jnp.shape(scale)
|
744
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
745
|
+
dtype = dtype or environ.dftype()
|
746
|
+
x = jnp.sqrt(-2. * jnp.log(uniform_for_unit(key, shape=_size2shape(size), minval=0, maxval=1, dtype=dtype)))
|
747
|
+
r = x * scale
|
748
|
+
return r
|
749
|
+
|
750
|
+
def triangular(self,
|
751
|
+
size: Optional[Size] = None,
|
752
|
+
key: Optional[SeedOrKey] = None):
|
753
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
754
|
+
bernoulli_samples = jr.bernoulli(key, p=0.5, shape=_size2shape(size))
|
755
|
+
r = 2 * bernoulli_samples - 1
|
756
|
+
return r
|
757
|
+
|
758
|
+
def vonmises(self,
|
759
|
+
mu,
|
760
|
+
kappa,
|
761
|
+
size: Optional[Size] = None,
|
762
|
+
key: Optional[SeedOrKey] = None,
|
763
|
+
dtype: DTypeLike = None):
|
764
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
765
|
+
dtype = dtype or environ.dftype()
|
766
|
+
mu = jnp.asarray(_check_py_seq(mu), dtype=dtype)
|
767
|
+
kappa = jnp.asarray(_check_py_seq(kappa), dtype=dtype)
|
768
|
+
if size is None:
|
769
|
+
size = lax.broadcast_shapes(jnp.shape(mu), jnp.shape(kappa))
|
770
|
+
size = _size2shape(size)
|
771
|
+
samples = _von_mises_centered(key, kappa, size, dtype=dtype)
|
772
|
+
samples = samples + mu
|
773
|
+
samples = (samples + jnp.pi) % (2.0 * jnp.pi) - jnp.pi
|
774
|
+
return samples
|
775
|
+
|
776
|
+
def weibull(self,
|
777
|
+
a,
|
1019
778
|
size: Optional[Size] = None,
|
1020
779
|
key: Optional[SeedOrKey] = None,
|
1021
780
|
dtype: DTypeLike = None):
|
1022
|
-
|
1023
|
-
|
1024
|
-
|
1025
|
-
|
1026
|
-
|
1027
|
-
|
1028
|
-
|
1029
|
-
|
1030
|
-
|
1031
|
-
|
1032
|
-
|
1033
|
-
|
1034
|
-
|
1035
|
-
|
781
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
782
|
+
a = _check_py_seq(a)
|
783
|
+
if size is None:
|
784
|
+
size = jnp.shape(a)
|
785
|
+
else:
|
786
|
+
if jnp.size(a) > 1:
|
787
|
+
raise ValueError(f'"a" should be a scalar when "size" is provided. But we got {a}')
|
788
|
+
size = _size2shape(size)
|
789
|
+
dtype = dtype or environ.dftype()
|
790
|
+
random_uniform = uniform_for_unit(key=key, shape=size, minval=0, maxval=1, dtype=dtype)
|
791
|
+
r = jnp.power(-jnp.log1p(-random_uniform), 1.0 / a)
|
792
|
+
return r
|
793
|
+
|
794
|
+
def weibull_min(self,
|
795
|
+
a,
|
796
|
+
scale=None,
|
797
|
+
size: Optional[Size] = None,
|
798
|
+
key: Optional[SeedOrKey] = None,
|
799
|
+
dtype: DTypeLike = None):
|
800
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
801
|
+
a = _check_py_seq(a)
|
802
|
+
scale = _check_py_seq(scale)
|
803
|
+
if size is None:
|
804
|
+
size = jnp.broadcast_shapes(jnp.shape(a), jnp.shape(scale))
|
805
|
+
else:
|
806
|
+
if jnp.size(a) > 1:
|
807
|
+
raise ValueError(f'"a" should be a scalar when "size" is provided. But we got {a}')
|
808
|
+
size = _size2shape(size)
|
809
|
+
dtype = dtype or environ.dftype()
|
810
|
+
random_uniform = uniform_for_unit(key=key, shape=size, minval=0, maxval=1, dtype=dtype)
|
811
|
+
r = jnp.power(-jnp.log1p(-random_uniform), 1.0 / a)
|
812
|
+
if scale is not None:
|
813
|
+
r /= scale
|
814
|
+
return r
|
815
|
+
|
816
|
+
def maxwell(self,
|
817
|
+
size: Optional[Size] = None,
|
818
|
+
key: Optional[SeedOrKey] = None,
|
819
|
+
dtype: DTypeLike = None):
|
820
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
821
|
+
shape = _size2shape(size) + (3,)
|
822
|
+
dtype = dtype or environ.dftype()
|
823
|
+
norm_rvs = jr.normal(key=key, shape=shape, dtype=dtype)
|
824
|
+
r = jnp.linalg.norm(norm_rvs, axis=-1)
|
825
|
+
return r
|
826
|
+
|
827
|
+
def negative_binomial(self,
|
828
|
+
n,
|
829
|
+
p,
|
830
|
+
size: Optional[Size] = None,
|
831
|
+
key: Optional[SeedOrKey] = None,
|
832
|
+
dtype: DTypeLike = None):
|
833
|
+
n = _check_py_seq(n)
|
834
|
+
p = _check_py_seq(p)
|
835
|
+
if size is None:
|
836
|
+
size = lax.broadcast_shapes(jnp.shape(n), jnp.shape(p))
|
837
|
+
size = _size2shape(size)
|
838
|
+
logits = jnp.log(p) - jnp.log1p(-p)
|
839
|
+
if key is None:
|
840
|
+
keys = self.split_key(2)
|
841
|
+
else:
|
842
|
+
keys = jr.split(_formalize_key(key), 2)
|
843
|
+
rate = self.gamma(shape=n, scale=jnp.exp(-logits), size=size, key=keys[0], dtype=environ.dftype())
|
844
|
+
r = self.poisson(lam=rate, key=keys[1], dtype=dtype or environ.ditype())
|
845
|
+
return r
|
846
|
+
|
847
|
+
def wald(self,
|
848
|
+
mean,
|
849
|
+
scale,
|
850
|
+
size: Optional[Size] = None,
|
851
|
+
key: Optional[SeedOrKey] = None,
|
852
|
+
dtype: DTypeLike = None):
|
853
|
+
dtype = dtype or environ.dftype()
|
854
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
855
|
+
mean = jnp.asarray(_check_py_seq(mean), dtype=dtype)
|
856
|
+
scale = jnp.asarray(_check_py_seq(scale), dtype=dtype)
|
857
|
+
if size is None:
|
858
|
+
size = lax.broadcast_shapes(jnp.shape(mean), jnp.shape(scale))
|
859
|
+
size = _size2shape(size)
|
860
|
+
sampled_chi2 = jnp.square(self.randn(*size))
|
861
|
+
sampled_uniform = self.uniform(size=size, key=key, dtype=dtype)
|
862
|
+
# Wikipedia defines an intermediate x with the formula
|
863
|
+
# x = loc + loc ** 2 * y / (2 * conc) - loc / (2 * conc) * sqrt(4 * loc * conc * y + loc ** 2 * y ** 2)
|
864
|
+
# where y ~ N(0, 1)**2 (sampled_chi2 above) and conc is the concentration.
|
865
|
+
# Let us write
|
866
|
+
# w = loc * y / (2 * conc)
|
867
|
+
# Then we can extract the common factor in the last two terms to obtain
|
868
|
+
# x = loc + loc * w * (1 - sqrt(2 / w + 1))
|
869
|
+
# Now we see that the Wikipedia formula suffers from catastrphic
|
870
|
+
# cancellation for large w (e.g., if conc << loc).
|
871
|
+
#
|
872
|
+
# Fortunately, we can fix this by multiplying both sides
|
873
|
+
# by 1 + sqrt(2 / w + 1). We get
|
874
|
+
# x * (1 + sqrt(2 / w + 1)) =
|
875
|
+
# = loc * (1 + sqrt(2 / w + 1)) + loc * w * (1 - (2 / w + 1))
|
876
|
+
# = loc * (sqrt(2 / w + 1) - 1)
|
877
|
+
# The term sqrt(2 / w + 1) + 1 no longer presents numerical
|
878
|
+
# difficulties for large w, and sqrt(2 / w + 1) - 1 is just
|
879
|
+
# sqrt1pm1(2 / w), which we know how to compute accurately.
|
880
|
+
# This just leaves the matter of small w, where 2 / w may
|
881
|
+
# overflow. In the limit a w -> 0, x -> loc, so we just mask
|
882
|
+
# that case.
|
883
|
+
sqrt1pm1_arg = 4 * scale / (mean * sampled_chi2) # 2 / w above
|
884
|
+
safe_sqrt1pm1_arg = jnp.where(sqrt1pm1_arg < np.inf, sqrt1pm1_arg, 1.0)
|
885
|
+
denominator = 1.0 + jnp.sqrt(safe_sqrt1pm1_arg + 1.0)
|
886
|
+
ratio = jnp.expm1(0.5 * jnp.log1p(safe_sqrt1pm1_arg)) / denominator
|
887
|
+
sampled = mean * jnp.where(sqrt1pm1_arg < np.inf, ratio, 1.0) # x above
|
888
|
+
res = jnp.where(sampled_uniform <= mean / (mean + sampled),
|
889
|
+
sampled,
|
890
|
+
jnp.square(mean) / sampled)
|
891
|
+
return res
|
892
|
+
|
893
|
+
def t(self,
|
894
|
+
df,
|
895
|
+
size: Optional[Size] = None,
|
896
|
+
key: Optional[SeedOrKey] = None,
|
897
|
+
dtype: DTypeLike = None):
|
898
|
+
dtype = dtype or environ.dftype()
|
899
|
+
df = jnp.asarray(_check_py_seq(df), dtype=dtype)
|
900
|
+
if size is None:
|
901
|
+
size = np.shape(df)
|
902
|
+
else:
|
903
|
+
size = _size2shape(size)
|
904
|
+
_check_shape("t", size, np.shape(df))
|
905
|
+
if key is None:
|
906
|
+
keys = self.split_key(2)
|
907
|
+
else:
|
908
|
+
keys = jr.split(_formalize_key(key), 2)
|
909
|
+
n = jr.normal(keys[0], size, dtype=dtype)
|
910
|
+
two = _const(n, 2)
|
911
|
+
half_df = lax.div(df, two)
|
912
|
+
g = jr.gamma(keys[1], half_df, size, dtype=dtype)
|
913
|
+
r = n * jnp.sqrt(half_df / g)
|
914
|
+
return r
|
915
|
+
|
916
|
+
def orthogonal(self,
|
917
|
+
n: int,
|
1036
918
|
size: Optional[Size] = None,
|
1037
919
|
key: Optional[SeedOrKey] = None,
|
1038
920
|
dtype: DTypeLike = None):
|
1039
|
-
|
1040
|
-
|
1041
|
-
|
1042
|
-
|
1043
|
-
|
1044
|
-
|
1045
|
-
|
1046
|
-
|
1047
|
-
|
1048
|
-
|
1049
|
-
|
1050
|
-
|
1051
|
-
|
1052
|
-
|
1053
|
-
|
1054
|
-
|
1055
|
-
|
1056
|
-
|
1057
|
-
|
1058
|
-
|
1059
|
-
|
1060
|
-
|
1061
|
-
|
1062
|
-
|
1063
|
-
|
1064
|
-
|
1065
|
-
|
1066
|
-
|
1067
|
-
|
1068
|
-
|
1069
|
-
|
1070
|
-
|
1071
|
-
|
1072
|
-
|
1073
|
-
|
1074
|
-
|
1075
|
-
|
1076
|
-
|
1077
|
-
|
1078
|
-
|
1079
|
-
|
1080
|
-
|
1081
|
-
|
1082
|
-
|
1083
|
-
|
1084
|
-
|
1085
|
-
|
1086
|
-
|
1087
|
-
|
1088
|
-
|
1089
|
-
|
1090
|
-
|
1091
|
-
|
921
|
+
dtype = dtype or environ.dftype()
|
922
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
923
|
+
size = _size2shape(size)
|
924
|
+
_check_shape("orthogonal", size)
|
925
|
+
n = core.concrete_or_error(index, n, "The error occurred in jax.random.orthogonal()")
|
926
|
+
z = jr.normal(key, size + (n, n), dtype=dtype)
|
927
|
+
q, r = jnp.linalg.qr(z)
|
928
|
+
d = jnp.diagonal(r, 0, -2, -1)
|
929
|
+
r = q * jnp.expand_dims(d / abs(d), -2)
|
930
|
+
return r
|
931
|
+
|
932
|
+
def noncentral_chisquare(self,
|
933
|
+
df,
|
934
|
+
nonc,
|
935
|
+
size: Optional[Size] = None,
|
936
|
+
key: Optional[SeedOrKey] = None,
|
937
|
+
dtype: DTypeLike = None):
|
938
|
+
dtype = dtype or environ.dftype()
|
939
|
+
df = jnp.asarray(_check_py_seq(df), dtype=dtype)
|
940
|
+
nonc = jnp.asarray(_check_py_seq(nonc), dtype=dtype)
|
941
|
+
if size is None:
|
942
|
+
size = lax.broadcast_shapes(jnp.shape(df), jnp.shape(nonc))
|
943
|
+
size = _size2shape(size)
|
944
|
+
if key is None:
|
945
|
+
keys = self.split_key(3)
|
946
|
+
else:
|
947
|
+
keys = jr.split(_formalize_key(key), 3)
|
948
|
+
i = jr.poisson(keys[0], 0.5 * nonc, shape=size, dtype=environ.ditype())
|
949
|
+
n = jr.normal(keys[1], shape=size, dtype=dtype) + jnp.sqrt(nonc)
|
950
|
+
cond = jnp.greater(df, 1.0)
|
951
|
+
df2 = jnp.where(cond, df - 1.0, df + 2.0 * i)
|
952
|
+
chi2 = 2.0 * jr.gamma(keys[2], 0.5 * df2, shape=size, dtype=dtype)
|
953
|
+
r = jnp.where(cond, chi2 + n * n, chi2)
|
954
|
+
return r
|
955
|
+
|
956
|
+
def loggamma(self,
|
957
|
+
a,
|
958
|
+
size: Optional[Size] = None,
|
959
|
+
key: Optional[SeedOrKey] = None,
|
960
|
+
dtype: DTypeLike = None):
|
961
|
+
dtype = dtype or environ.dftype()
|
962
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
963
|
+
a = _check_py_seq(a)
|
964
|
+
if size is None:
|
965
|
+
size = jnp.shape(a)
|
966
|
+
r = jr.loggamma(key, a, shape=_size2shape(size), dtype=dtype)
|
967
|
+
return r
|
968
|
+
|
969
|
+
def categorical(self,
|
970
|
+
logits,
|
971
|
+
axis: int = -1,
|
972
|
+
size: Optional[Size] = None,
|
973
|
+
key: Optional[SeedOrKey] = None):
|
974
|
+
key = self.split_key() if key is None else _formalize_key(key)
|
975
|
+
logits = _check_py_seq(logits)
|
976
|
+
if size is None:
|
977
|
+
size = list(jnp.shape(logits))
|
978
|
+
size.pop(axis)
|
979
|
+
r = jr.categorical(key, logits, axis=axis, shape=_size2shape(size))
|
980
|
+
return r
|
981
|
+
|
982
|
+
def zipf(self,
|
983
|
+
a,
|
984
|
+
size: Optional[Size] = None,
|
985
|
+
key: Optional[SeedOrKey] = None,
|
986
|
+
dtype: DTypeLike = None):
|
987
|
+
a = _check_py_seq(a)
|
988
|
+
if size is None:
|
989
|
+
size = jnp.shape(a)
|
990
|
+
dtype = dtype or environ.ditype()
|
991
|
+
r = jax.pure_callback(lambda x: np.random.zipf(x, size).astype(dtype),
|
992
|
+
jax.ShapeDtypeStruct(size, dtype),
|
993
|
+
a)
|
994
|
+
return r
|
995
|
+
|
996
|
+
def power(self,
|
997
|
+
a,
|
998
|
+
size: Optional[Size] = None,
|
999
|
+
key: Optional[SeedOrKey] = None,
|
1000
|
+
dtype: DTypeLike = None):
|
1001
|
+
a = _check_py_seq(a)
|
1002
|
+
if size is None:
|
1003
|
+
size = jnp.shape(a)
|
1004
|
+
size = _size2shape(size)
|
1005
|
+
dtype = dtype or environ.dftype()
|
1006
|
+
r = jax.pure_callback(lambda a: np.random.power(a=a, size=size).astype(dtype),
|
1007
|
+
jax.ShapeDtypeStruct(size, dtype),
|
1008
|
+
a)
|
1009
|
+
return r
|
1010
|
+
|
1011
|
+
def f(self,
|
1012
|
+
dfnum,
|
1013
|
+
dfden,
|
1014
|
+
size: Optional[Size] = None,
|
1015
|
+
key: Optional[SeedOrKey] = None,
|
1016
|
+
dtype: DTypeLike = None):
|
1017
|
+
dfnum = _check_py_seq(dfnum)
|
1018
|
+
dfden = _check_py_seq(dfden)
|
1019
|
+
if size is None:
|
1020
|
+
size = jnp.broadcast_shapes(jnp.shape(dfnum), jnp.shape(dfden))
|
1021
|
+
size = _size2shape(size)
|
1022
|
+
d = {'dfnum': dfnum, 'dfden': dfden}
|
1023
|
+
dtype = dtype or environ.dftype()
|
1024
|
+
r = jax.pure_callback(lambda dfnum_, dfden_: np.random.f(dfnum=dfnum_,
|
1025
|
+
dfden=dfden_,
|
1026
|
+
size=size).astype(dtype),
|
1027
|
+
jax.ShapeDtypeStruct(size, dtype),
|
1028
|
+
dfnum, dfden)
|
1029
|
+
return r
|
1030
|
+
|
1031
|
+
def hypergeometric(
|
1032
|
+
self,
|
1033
|
+
ngood,
|
1034
|
+
nbad,
|
1035
|
+
nsample,
|
1036
|
+
size: Optional[Size] = None,
|
1037
|
+
key: Optional[SeedOrKey] = None,
|
1038
|
+
dtype: DTypeLike = None
|
1039
|
+
):
|
1040
|
+
ngood = _check_py_seq(ngood)
|
1041
|
+
nbad = _check_py_seq(nbad)
|
1042
|
+
nsample = _check_py_seq(nsample)
|
1043
|
+
|
1044
|
+
if size is None:
|
1045
|
+
size = lax.broadcast_shapes(jnp.shape(ngood),
|
1046
|
+
jnp.shape(nbad),
|
1047
|
+
jnp.shape(nsample))
|
1048
|
+
size = _size2shape(size)
|
1049
|
+
dtype = dtype or environ.ditype()
|
1050
|
+
d = {'ngood': ngood, 'nbad': nbad, 'nsample': nsample}
|
1051
|
+
r = jax.pure_callback(lambda d: np.random.hypergeometric(ngood=d['ngood'],
|
1052
|
+
nbad=d['nbad'],
|
1053
|
+
nsample=d['nsample'],
|
1054
|
+
size=size).astype(dtype),
|
1055
|
+
jax.ShapeDtypeStruct(size, dtype),
|
1056
|
+
d)
|
1057
|
+
return r
|
1058
|
+
|
1059
|
+
def logseries(self,
|
1060
|
+
p,
|
1061
|
+
size: Optional[Size] = None,
|
1062
|
+
key: Optional[SeedOrKey] = None,
|
1063
|
+
dtype: DTypeLike = None):
|
1064
|
+
p = _check_py_seq(p)
|
1065
|
+
if size is None:
|
1066
|
+
size = jnp.shape(p)
|
1067
|
+
size = _size2shape(size)
|
1068
|
+
dtype = dtype or environ.ditype()
|
1069
|
+
r = jax.pure_callback(lambda p: np.random.logseries(p=p, size=size).astype(dtype),
|
1070
|
+
jax.ShapeDtypeStruct(size, dtype),
|
1071
|
+
p)
|
1072
|
+
return r
|
1073
|
+
|
1074
|
+
def noncentral_f(self,
|
1075
|
+
dfnum,
|
1076
|
+
dfden,
|
1077
|
+
nonc,
|
1078
|
+
size: Optional[Size] = None,
|
1079
|
+
key: Optional[SeedOrKey] = None,
|
1080
|
+
dtype: DTypeLike = None):
|
1081
|
+
dfnum = _check_py_seq(dfnum)
|
1082
|
+
dfden = _check_py_seq(dfden)
|
1083
|
+
nonc = _check_py_seq(nonc)
|
1084
|
+
if size is None:
|
1085
|
+
size = lax.broadcast_shapes(jnp.shape(dfnum),
|
1086
|
+
jnp.shape(dfden),
|
1087
|
+
jnp.shape(nonc))
|
1088
|
+
size = _size2shape(size)
|
1089
|
+
d = {'dfnum': dfnum, 'dfden': dfden, 'nonc': nonc}
|
1090
|
+
dtype = dtype or environ.dftype()
|
1091
|
+
r = jax.pure_callback(lambda x: np.random.noncentral_f(dfnum=x['dfnum'],
|
1092
|
+
dfden=x['dfden'],
|
1093
|
+
nonc=x['nonc'],
|
1094
|
+
size=size).astype(dtype),
|
1095
|
+
jax.ShapeDtypeStruct(size, dtype),
|
1096
|
+
d)
|
1097
|
+
return r
|
1098
|
+
|
1099
|
+
# PyTorch compatibility #
|
1100
|
+
# --------------------- #
|
1101
|
+
|
1102
|
+
def rand_like(self, input, *, dtype=None, key: Optional[SeedOrKey] = None):
|
1103
|
+
"""Returns a tensor with the same size as input that is filled with random
|
1104
|
+
numbers from a uniform distribution on the interval ``[0, 1)``.
|
1105
|
+
|
1106
|
+
Args:
|
1107
|
+
input: the ``size`` of input will determine size of the output tensor.
|
1108
|
+
dtype: the desired data type of returned Tensor. Default: if ``None``, defaults to the dtype of input.
|
1109
|
+
key: the seed or key for the random.
|
1110
|
+
|
1111
|
+
Returns:
|
1112
|
+
The random data.
|
1113
|
+
"""
|
1114
|
+
return self.random(jnp.shape(input), key=key).astype(dtype)
|
1115
|
+
|
1116
|
+
def randn_like(self, input, *, dtype=None, key: Optional[SeedOrKey] = None):
|
1117
|
+
"""Returns a tensor with the same size as ``input`` that is filled with
|
1118
|
+
random numbers from a normal distribution with mean 0 and variance 1.
|
1119
|
+
|
1120
|
+
Args:
|
1121
|
+
input: the ``size`` of input will determine size of the output tensor.
|
1122
|
+
dtype: the desired data type of returned Tensor. Default: if ``None``, defaults to the dtype of input.
|
1123
|
+
key: the seed or key for the random.
|
1124
|
+
|
1125
|
+
Returns:
|
1126
|
+
The random data.
|
1127
|
+
"""
|
1128
|
+
return self.randn(*jnp.shape(input), key=key).astype(dtype)
|
1129
|
+
|
1130
|
+
def randint_like(self, input, low=0, high=None, *, dtype=None, key: Optional[SeedOrKey] = None):
|
1131
|
+
if high is None:
|
1132
|
+
high = max(input)
|
1133
|
+
return self.randint(low, high=high, size=jnp.shape(input), dtype=dtype, key=key)
|
1092
1134
|
|
1093
1135
|
|
1094
1136
|
# default random generator
|
@@ -1099,393 +1141,393 @@ DEFAULT = RandomState(np.random.randint(0, 10000, size=2, dtype=np.uint32))
|
|
1099
1141
|
|
1100
1142
|
|
1101
1143
|
def _formalize_key(key):
|
1102
|
-
|
1103
|
-
|
1104
|
-
|
1105
|
-
|
1106
|
-
|
1107
|
-
|
1108
|
-
|
1109
|
-
|
1110
|
-
|
1111
|
-
|
1144
|
+
if isinstance(key, int):
|
1145
|
+
return jr.PRNGKey(key)
|
1146
|
+
elif isinstance(key, (jax.Array, np.ndarray)):
|
1147
|
+
if key.dtype != jnp.uint32:
|
1148
|
+
raise TypeError('key must be a int or an array with two uint32.')
|
1149
|
+
if key.size != 2:
|
1150
|
+
raise TypeError('key must be a int or an array with two uint32.')
|
1151
|
+
return jnp.asarray(key, dtype=jnp.uint32)
|
1152
|
+
else:
|
1153
|
+
raise TypeError('key must be a int or an array with two uint32.')
|
1112
1154
|
|
1113
1155
|
|
1114
1156
|
def _size2shape(size):
|
1115
|
-
|
1116
|
-
|
1117
|
-
|
1118
|
-
|
1119
|
-
|
1120
|
-
|
1157
|
+
if size is None:
|
1158
|
+
return ()
|
1159
|
+
elif isinstance(size, (tuple, list)):
|
1160
|
+
return tuple(size)
|
1161
|
+
else:
|
1162
|
+
return (size,)
|
1121
1163
|
|
1122
1164
|
|
1123
1165
|
def _check_shape(name, shape, *param_shapes):
|
1124
|
-
|
1125
|
-
|
1126
|
-
|
1127
|
-
|
1128
|
-
|
1129
|
-
|
1130
|
-
|
1166
|
+
if param_shapes:
|
1167
|
+
shape_ = lax.broadcast_shapes(shape, *param_shapes)
|
1168
|
+
if shape != shape_:
|
1169
|
+
msg = ("{} parameter shapes must be broadcast-compatible with shape "
|
1170
|
+
"argument, and the result of broadcasting the shapes must equal "
|
1171
|
+
"the shape argument, but got result {} for shape argument {}.")
|
1172
|
+
raise ValueError(msg.format(name, shape_, shape))
|
1131
1173
|
|
1132
1174
|
|
1133
1175
|
def _is_python_scalar(x):
|
1134
|
-
|
1135
|
-
|
1136
|
-
|
1137
|
-
|
1138
|
-
|
1139
|
-
|
1140
|
-
|
1141
|
-
|
1176
|
+
if hasattr(x, 'aval'):
|
1177
|
+
return x.aval.weak_type
|
1178
|
+
elif np.ndim(x) == 0:
|
1179
|
+
return True
|
1180
|
+
elif isinstance(x, (bool, int, float, complex)):
|
1181
|
+
return True
|
1182
|
+
else:
|
1183
|
+
return False
|
1142
1184
|
|
1143
1185
|
|
1144
1186
|
python_scalar_dtypes = {
|
1145
|
-
|
1146
|
-
|
1147
|
-
|
1148
|
-
|
1187
|
+
bool: np.dtype('bool'),
|
1188
|
+
int: np.dtype('int64'),
|
1189
|
+
float: np.dtype('float64'),
|
1190
|
+
complex: np.dtype('complex128'),
|
1149
1191
|
}
|
1150
1192
|
|
1151
1193
|
|
1152
1194
|
def _dtype(x, *, canonicalize: bool = False):
|
1153
|
-
|
1154
|
-
|
1155
|
-
|
1156
|
-
|
1157
|
-
|
1158
|
-
|
1159
|
-
|
1160
|
-
|
1161
|
-
|
1162
|
-
|
1163
|
-
|
1164
|
-
|
1195
|
+
"""Return the dtype object for a value or type, optionally canonicalized based on X64 mode."""
|
1196
|
+
if x is None:
|
1197
|
+
raise ValueError(f"Invalid argument to dtype: {x}.")
|
1198
|
+
elif isinstance(x, type) and x in python_scalar_dtypes:
|
1199
|
+
dt = python_scalar_dtypes[x]
|
1200
|
+
elif type(x) in python_scalar_dtypes:
|
1201
|
+
dt = python_scalar_dtypes[type(x)]
|
1202
|
+
elif hasattr(x, 'dtype'):
|
1203
|
+
dt = x.dtype
|
1204
|
+
else:
|
1205
|
+
dt = np.result_type(x)
|
1206
|
+
return dtypes.canonicalize_dtype(dt) if canonicalize else dt
|
1165
1207
|
|
1166
1208
|
|
1167
1209
|
def _const(example, val):
|
1168
|
-
|
1169
|
-
|
1170
|
-
|
1171
|
-
|
1172
|
-
|
1173
|
-
|
1174
|
-
|
1210
|
+
if _is_python_scalar(example):
|
1211
|
+
dtype = dtypes.canonicalize_dtype(type(example))
|
1212
|
+
val = dtypes.scalar_type_of(example)(val)
|
1213
|
+
return val if dtype == _dtype(val, canonicalize=True) else np.array(val, dtype)
|
1214
|
+
else:
|
1215
|
+
dtype = dtypes.canonicalize_dtype(example.dtype)
|
1216
|
+
return np.array(val, dtype)
|
1175
1217
|
|
1176
1218
|
|
1177
1219
|
_tr_params = namedtuple(
|
1178
|
-
|
1220
|
+
"tr_params", ["c", "b", "a", "alpha", "u_r", "v_r", "m", "log_p", "log1_p", "log_h"]
|
1179
1221
|
)
|
1180
1222
|
|
1181
1223
|
|
1182
1224
|
def _get_tr_params(n, p):
|
1183
|
-
|
1184
|
-
|
1185
|
-
|
1186
|
-
|
1187
|
-
|
1188
|
-
|
1189
|
-
|
1190
|
-
|
1191
|
-
|
1192
|
-
|
1193
|
-
|
1194
|
-
|
1195
|
-
|
1196
|
-
|
1197
|
-
|
1198
|
-
|
1225
|
+
# See Table 1. Additionally, we pre-compute log(p), log1(-p) and the
|
1226
|
+
# constant terms, that depend only on (n, p, m) in log(f(k)) (bottom of page 5).
|
1227
|
+
mu = n * p
|
1228
|
+
spq = jnp.sqrt(mu * (1 - p))
|
1229
|
+
c = mu + 0.5
|
1230
|
+
b = 1.15 + 2.53 * spq
|
1231
|
+
a = -0.0873 + 0.0248 * b + 0.01 * p
|
1232
|
+
alpha = (2.83 + 5.1 / b) * spq
|
1233
|
+
u_r = 0.43
|
1234
|
+
v_r = 0.92 - 4.2 / b
|
1235
|
+
m = jnp.floor((n + 1) * p).astype(n.dtype)
|
1236
|
+
log_p = jnp.log(p)
|
1237
|
+
log1_p = jnp.log1p(-p)
|
1238
|
+
log_h = ((m + 0.5) * (jnp.log((m + 1.0) / (n - m + 1.0)) + log1_p - log_p) +
|
1239
|
+
_stirling_approx_tail(m) + _stirling_approx_tail(n - m))
|
1240
|
+
return _tr_params(c, b, a, alpha, u_r, v_r, m, log_p, log1_p, log_h)
|
1199
1241
|
|
1200
1242
|
|
1201
1243
|
def _stirling_approx_tail(k):
|
1202
|
-
|
1203
|
-
|
1204
|
-
|
1205
|
-
|
1206
|
-
|
1207
|
-
|
1208
|
-
|
1209
|
-
|
1210
|
-
|
1211
|
-
|
1212
|
-
|
1213
|
-
|
1214
|
-
|
1215
|
-
|
1216
|
-
|
1217
|
-
|
1244
|
+
precomputed = jnp.array([0.08106146679532726,
|
1245
|
+
0.04134069595540929,
|
1246
|
+
0.02767792568499834,
|
1247
|
+
0.02079067210376509,
|
1248
|
+
0.01664469118982119,
|
1249
|
+
0.01387612882307075,
|
1250
|
+
0.01189670994589177,
|
1251
|
+
0.01041126526197209,
|
1252
|
+
0.009255462182712733,
|
1253
|
+
0.008330563433362871],
|
1254
|
+
dtype=environ.dftype())
|
1255
|
+
kp1 = k + 1
|
1256
|
+
kp1sq = (k + 1) ** 2
|
1257
|
+
return jnp.where(k < 10,
|
1258
|
+
precomputed[k],
|
1259
|
+
(1.0 / 12 - (1.0 / 360 - (1.0 / 1260) / kp1sq) / kp1sq) / kp1)
|
1218
1260
|
|
1219
1261
|
|
1220
1262
|
def _binomial_btrs(key, p, n):
|
1221
|
-
|
1222
|
-
|
1223
|
-
|
1224
|
-
|
1225
|
-
Hormann, "The Generation of Binonmial Random Variates"
|
1226
|
-
(https://core.ac.uk/download/pdf/11007254.pdf)
|
1227
|
-
"""
|
1228
|
-
|
1229
|
-
def _btrs_body_fn(val):
|
1230
|
-
_, key, _, _ = val
|
1231
|
-
key, key_u, key_v = jr.split(key, 3)
|
1232
|
-
u = jr.uniform(key_u)
|
1233
|
-
v = jr.uniform(key_v)
|
1234
|
-
u = u - 0.5
|
1235
|
-
k = jnp.floor(
|
1236
|
-
(2 * tr_params.a / (0.5 - jnp.abs(u)) + tr_params.b) * u + tr_params.c
|
1237
|
-
).astype(n.dtype)
|
1238
|
-
return k, key, u, v
|
1239
|
-
|
1240
|
-
def _btrs_cond_fn(val):
|
1241
|
-
def accept_fn(k, u, v):
|
1242
|
-
# See acceptance condition in Step 3. (Page 3) of TRS algorithm
|
1243
|
-
# v <= f(k) * g_grad(u) / alpha
|
1244
|
-
|
1245
|
-
m = tr_params.m
|
1246
|
-
log_p = tr_params.log_p
|
1247
|
-
log1_p = tr_params.log1_p
|
1248
|
-
# See: formula for log(f(k)) at bottom of Page 5.
|
1249
|
-
log_f = (
|
1250
|
-
(n + 1.0) * jnp.log((n - m + 1.0) / (n - k + 1.0))
|
1251
|
-
+ (k + 0.5) * (jnp.log((n - k + 1.0) / (k + 1.0)) + log_p - log1_p)
|
1252
|
-
+ (_stirling_approx_tail(k) - _stirling_approx_tail(n - k))
|
1253
|
-
+ tr_params.log_h
|
1254
|
-
)
|
1255
|
-
g = (tr_params.a / (0.5 - jnp.abs(u)) ** 2) + tr_params.b
|
1256
|
-
return jnp.log((v * tr_params.alpha) / g) <= log_f
|
1257
|
-
|
1258
|
-
k, key, u, v = val
|
1259
|
-
early_accept = (jnp.abs(u) <= tr_params.u_r) & (v <= tr_params.v_r)
|
1260
|
-
early_reject = (k < 0) | (k > n)
|
1261
|
-
return lax.cond(
|
1262
|
-
early_accept | early_reject,
|
1263
|
-
(),
|
1264
|
-
lambda _: ~early_accept,
|
1265
|
-
(k, u, v),
|
1266
|
-
lambda x: ~accept_fn(*x),
|
1267
|
-
)
|
1263
|
+
"""
|
1264
|
+
Based on the transformed rejection sampling algorithm (BTRS) from the
|
1265
|
+
following reference:
|
1268
1266
|
|
1269
|
-
|
1270
|
-
|
1271
|
-
|
1272
|
-
|
1273
|
-
|
1267
|
+
Hormann, "The Generation of Binonmial Random Variates"
|
1268
|
+
(https://core.ac.uk/download/pdf/11007254.pdf)
|
1269
|
+
"""
|
1270
|
+
|
1271
|
+
def _btrs_body_fn(val):
|
1272
|
+
_, key, _, _ = val
|
1273
|
+
key, key_u, key_v = jr.split(key, 3)
|
1274
|
+
u = jr.uniform(key_u)
|
1275
|
+
v = jr.uniform(key_v)
|
1276
|
+
u = u - 0.5
|
1277
|
+
k = jnp.floor(
|
1278
|
+
(2 * tr_params.a / (0.5 - jnp.abs(u)) + tr_params.b) * u + tr_params.c
|
1279
|
+
).astype(n.dtype)
|
1280
|
+
return k, key, u, v
|
1281
|
+
|
1282
|
+
def _btrs_cond_fn(val):
|
1283
|
+
def accept_fn(k, u, v):
|
1284
|
+
# See acceptance condition in Step 3. (Page 3) of TRS algorithm
|
1285
|
+
# v <= f(k) * g_grad(u) / alpha
|
1286
|
+
|
1287
|
+
m = tr_params.m
|
1288
|
+
log_p = tr_params.log_p
|
1289
|
+
log1_p = tr_params.log1_p
|
1290
|
+
# See: formula for log(f(k)) at bottom of Page 5.
|
1291
|
+
log_f = (
|
1292
|
+
(n + 1.0) * jnp.log((n - m + 1.0) / (n - k + 1.0))
|
1293
|
+
+ (k + 0.5) * (jnp.log((n - k + 1.0) / (k + 1.0)) + log_p - log1_p)
|
1294
|
+
+ (_stirling_approx_tail(k) - _stirling_approx_tail(n - k))
|
1295
|
+
+ tr_params.log_h
|
1296
|
+
)
|
1297
|
+
g = (tr_params.a / (0.5 - jnp.abs(u)) ** 2) + tr_params.b
|
1298
|
+
return jnp.log((v * tr_params.alpha) / g) <= log_f
|
1299
|
+
|
1300
|
+
k, key, u, v = val
|
1301
|
+
early_accept = (jnp.abs(u) <= tr_params.u_r) & (v <= tr_params.v_r)
|
1302
|
+
early_reject = (k < 0) | (k > n)
|
1303
|
+
return lax.cond(
|
1304
|
+
early_accept | early_reject,
|
1305
|
+
(),
|
1306
|
+
lambda _: ~early_accept,
|
1307
|
+
(k, u, v),
|
1308
|
+
lambda x: ~accept_fn(*x),
|
1309
|
+
)
|
1310
|
+
|
1311
|
+
tr_params = _get_tr_params(n, p)
|
1312
|
+
ret = lax.while_loop(
|
1313
|
+
_btrs_cond_fn, _btrs_body_fn, (-1, key, 1.0, 1.0)
|
1314
|
+
) # use k=-1 initially so that cond_fn returns True
|
1315
|
+
return ret[0]
|
1274
1316
|
|
1275
1317
|
|
1276
1318
|
def _binomial_inversion(key, p, n):
|
1277
|
-
|
1278
|
-
|
1279
|
-
|
1280
|
-
|
1281
|
-
|
1282
|
-
|
1283
|
-
|
1319
|
+
def _binom_inv_body_fn(val):
|
1320
|
+
i, key, geom_acc = val
|
1321
|
+
key, key_u = jr.split(key)
|
1322
|
+
u = jr.uniform(key_u)
|
1323
|
+
geom = jnp.floor(jnp.log1p(-u) / log1_p) + 1
|
1324
|
+
geom_acc = geom_acc + geom
|
1325
|
+
return i + 1, key, geom_acc
|
1284
1326
|
|
1285
|
-
|
1286
|
-
|
1287
|
-
|
1327
|
+
def _binom_inv_cond_fn(val):
|
1328
|
+
i, _, geom_acc = val
|
1329
|
+
return geom_acc <= n
|
1288
1330
|
|
1289
|
-
|
1290
|
-
|
1291
|
-
|
1331
|
+
log1_p = jnp.log1p(-p)
|
1332
|
+
ret = lax.while_loop(_binom_inv_cond_fn, _binom_inv_body_fn, (-1, key, 0.0))
|
1333
|
+
return ret[0]
|
1292
1334
|
|
1293
1335
|
|
1294
1336
|
def _binomial_dispatch(key, p, n):
|
1295
|
-
|
1296
|
-
|
1297
|
-
|
1298
|
-
|
1299
|
-
|
1300
|
-
|
1301
|
-
|
1302
|
-
|
1303
|
-
|
1304
|
-
|
1337
|
+
def dispatch(key, p, n):
|
1338
|
+
is_le_mid = p <= 0.5
|
1339
|
+
pq = jnp.where(is_le_mid, p, 1 - p)
|
1340
|
+
mu = n * pq
|
1341
|
+
k = lax.cond(
|
1342
|
+
mu < 10,
|
1343
|
+
(key, pq, n),
|
1344
|
+
lambda x: _binomial_inversion(*x),
|
1345
|
+
(key, pq, n),
|
1346
|
+
lambda x: _binomial_btrs(*x),
|
1347
|
+
)
|
1348
|
+
return jnp.where(is_le_mid, k, n - k)
|
1349
|
+
|
1350
|
+
# Return 0 for nan `p` or negative `n`, since nan values are not allowed for integer types
|
1351
|
+
cond0 = jnp.isfinite(p) & (n > 0) & (p > 0)
|
1352
|
+
return lax.cond(
|
1353
|
+
cond0 & (p < 1),
|
1354
|
+
(key, p, n),
|
1355
|
+
lambda x: dispatch(*x),
|
1356
|
+
(),
|
1357
|
+
lambda _: jnp.where(cond0, n, 0),
|
1305
1358
|
)
|
1306
|
-
return jnp.where(is_le_mid, k, n - k)
|
1307
|
-
|
1308
|
-
# Return 0 for nan `p` or negative `n`, since nan values are not allowed for integer types
|
1309
|
-
cond0 = jnp.isfinite(p) & (n > 0) & (p > 0)
|
1310
|
-
return lax.cond(
|
1311
|
-
cond0 & (p < 1),
|
1312
|
-
(key, p, n),
|
1313
|
-
lambda x: dispatch(*x),
|
1314
|
-
(),
|
1315
|
-
lambda _: jnp.where(cond0, n, 0),
|
1316
|
-
)
|
1317
1359
|
|
1318
1360
|
|
1319
1361
|
@partial(jit, static_argnums=(3,))
|
1320
1362
|
def _binomial(key, p, n, shape):
|
1321
|
-
|
1322
|
-
|
1323
|
-
|
1324
|
-
|
1325
|
-
|
1326
|
-
|
1327
|
-
|
1328
|
-
|
1329
|
-
|
1330
|
-
|
1363
|
+
shape = shape or lax.broadcast_shapes(jnp.shape(p), jnp.shape(n))
|
1364
|
+
# reshape to map over axis 0
|
1365
|
+
p = jnp.reshape(jnp.broadcast_to(p, shape), -1)
|
1366
|
+
n = jnp.reshape(jnp.broadcast_to(n, shape), -1)
|
1367
|
+
key = jr.split(key, jnp.size(p))
|
1368
|
+
if jax.default_backend() == "cpu":
|
1369
|
+
ret = lax.map(lambda x: _binomial_dispatch(*x), (key, p, n))
|
1370
|
+
else:
|
1371
|
+
ret = vmap(lambda *x: _binomial_dispatch(*x))(key, p, n)
|
1372
|
+
return jnp.reshape(ret, shape)
|
1331
1373
|
|
1332
1374
|
|
1333
1375
|
@partial(jit, static_argnums=(2,))
|
1334
1376
|
def _categorical(key, p, shape):
|
1335
|
-
|
1336
|
-
|
1337
|
-
|
1338
|
-
|
1339
|
-
|
1340
|
-
|
1377
|
+
# this implementation is fast when event shape is small, and slow otherwise
|
1378
|
+
# Ref: https://stackoverflow.com/a/34190035
|
1379
|
+
shape = shape or p.shape[:-1]
|
1380
|
+
s = jnp.cumsum(p, axis=-1)
|
1381
|
+
r = jr.uniform(key, shape=shape + (1,))
|
1382
|
+
return jnp.sum(s < r, axis=-1)
|
1341
1383
|
|
1342
1384
|
|
1343
1385
|
def _scatter_add_one(operand, indices, updates):
|
1344
|
-
|
1345
|
-
|
1346
|
-
|
1347
|
-
|
1348
|
-
|
1349
|
-
|
1350
|
-
|
1351
|
-
|
1352
|
-
|
1353
|
-
|
1386
|
+
return lax.scatter_add(
|
1387
|
+
operand,
|
1388
|
+
indices,
|
1389
|
+
updates,
|
1390
|
+
lax.ScatterDimensionNumbers(
|
1391
|
+
update_window_dims=(),
|
1392
|
+
inserted_window_dims=(0,),
|
1393
|
+
scatter_dims_to_operand_dims=(0,),
|
1394
|
+
),
|
1395
|
+
)
|
1354
1396
|
|
1355
1397
|
|
1356
1398
|
def _reshape(x, shape):
|
1357
|
-
|
1358
|
-
|
1359
|
-
|
1360
|
-
|
1399
|
+
if isinstance(x, (int, float, np.ndarray, np.generic)):
|
1400
|
+
return np.reshape(x, shape)
|
1401
|
+
else:
|
1402
|
+
return jnp.reshape(x, shape)
|
1361
1403
|
|
1362
1404
|
|
1363
1405
|
def _promote_shapes(*args, shape=()):
|
1364
|
-
|
1365
|
-
|
1366
|
-
|
1367
|
-
|
1368
|
-
|
1369
|
-
|
1370
|
-
|
1371
|
-
|
1372
|
-
|
1373
|
-
|
1406
|
+
# adapted from lax.lax_numpy
|
1407
|
+
if len(args) < 2 and not shape:
|
1408
|
+
return args
|
1409
|
+
else:
|
1410
|
+
shapes = [jnp.shape(arg) for arg in args]
|
1411
|
+
num_dims = len(lax.broadcast_shapes(shape, *shapes))
|
1412
|
+
return [
|
1413
|
+
_reshape(arg, (1,) * (num_dims - len(s)) + s) if len(s) < num_dims else arg
|
1414
|
+
for arg, s in zip(args, shapes)
|
1415
|
+
]
|
1374
1416
|
|
1375
1417
|
|
1376
1418
|
@partial(jit, static_argnums=(3, 4))
|
1377
1419
|
def _multinomial(key, p, n, n_max, shape=()):
|
1378
|
-
|
1379
|
-
|
1380
|
-
|
1381
|
-
|
1382
|
-
|
1383
|
-
|
1384
|
-
|
1385
|
-
|
1386
|
-
|
1387
|
-
|
1388
|
-
|
1389
|
-
|
1390
|
-
|
1391
|
-
|
1392
|
-
|
1393
|
-
|
1394
|
-
|
1395
|
-
|
1396
|
-
|
1397
|
-
|
1398
|
-
|
1399
|
-
|
1400
|
-
|
1401
|
-
|
1402
|
-
|
1420
|
+
if jnp.shape(n) != jnp.shape(p)[:-1]:
|
1421
|
+
broadcast_shape = lax.broadcast_shapes(jnp.shape(n), jnp.shape(p)[:-1])
|
1422
|
+
n = jnp.broadcast_to(n, broadcast_shape)
|
1423
|
+
p = jnp.broadcast_to(p, broadcast_shape + jnp.shape(p)[-1:])
|
1424
|
+
shape = shape or p.shape[:-1]
|
1425
|
+
if n_max == 0:
|
1426
|
+
return jnp.zeros(shape + p.shape[-1:], dtype=jnp.result_type(int))
|
1427
|
+
# get indices from categorical distribution then gather the result
|
1428
|
+
indices = _categorical(key, p, (n_max,) + shape)
|
1429
|
+
# mask out values when counts is heterogeneous
|
1430
|
+
if jnp.ndim(n) > 0:
|
1431
|
+
mask = _promote_shapes(jnp.arange(n_max) < jnp.expand_dims(n, -1), shape=shape + (n_max,))[0]
|
1432
|
+
mask = jnp.moveaxis(mask, -1, 0).astype(indices.dtype)
|
1433
|
+
excess = jnp.concatenate([jnp.expand_dims(n_max - n, -1),
|
1434
|
+
jnp.zeros(jnp.shape(n) + (p.shape[-1] - 1,))],
|
1435
|
+
-1)
|
1436
|
+
else:
|
1437
|
+
mask = 1
|
1438
|
+
excess = 0
|
1439
|
+
# NB: we transpose to move batch shape to the front
|
1440
|
+
indices_2D = (jnp.reshape(indices * mask, (n_max, -1))).T
|
1441
|
+
samples_2D = vmap(_scatter_add_one)(jnp.zeros((indices_2D.shape[0], p.shape[-1]), dtype=indices.dtype),
|
1442
|
+
jnp.expand_dims(indices_2D, axis=-1),
|
1443
|
+
jnp.ones(indices_2D.shape, dtype=indices.dtype))
|
1444
|
+
return jnp.reshape(samples_2D, shape + p.shape[-1:]) - excess
|
1403
1445
|
|
1404
1446
|
|
1405
1447
|
@partial(jit, static_argnums=(2, 3), static_argnames=['shape', 'dtype'])
|
1406
1448
|
def _von_mises_centered(key, concentration, shape, dtype=None):
|
1407
|
-
|
1408
|
-
|
1409
|
-
Returns
|
1410
|
-
-------
|
1411
|
-
out: array_like
|
1412
|
-
centered samples from von Mises
|
1413
|
-
|
1414
|
-
References
|
1415
|
-
----------
|
1416
|
-
.. [1] Luc Devroye "Non-Uniform Random Variate Generation", Springer-Verlag, 1986;
|
1417
|
-
Chapter 9, p. 473-476. http://www.nrbook.com/devroye/Devroye_files/chapter_nine.pdf
|
1418
|
-
|
1419
|
-
"""
|
1420
|
-
shape = shape or jnp.shape(concentration)
|
1421
|
-
dtype = dtype or environ.dftype()
|
1422
|
-
concentration = lax.convert_element_type(concentration, dtype)
|
1423
|
-
concentration = jnp.broadcast_to(concentration, shape)
|
1424
|
-
|
1425
|
-
if dtype == jnp.float16:
|
1426
|
-
s_cutoff = 1.8e-1
|
1427
|
-
elif dtype == jnp.float32:
|
1428
|
-
s_cutoff = 2e-2
|
1429
|
-
elif dtype == jnp.float64:
|
1430
|
-
s_cutoff = 1.2e-4
|
1431
|
-
else:
|
1432
|
-
raise ValueError(f"Unsupported dtype: {dtype}")
|
1433
|
-
|
1434
|
-
r = 1.0 + jnp.sqrt(1.0 + 4.0 * concentration ** 2)
|
1435
|
-
rho = (r - jnp.sqrt(2.0 * r)) / (2.0 * concentration)
|
1436
|
-
s_exact = (1.0 + rho ** 2) / (2.0 * rho)
|
1437
|
-
|
1438
|
-
s_approximate = 1.0 / concentration
|
1439
|
-
|
1440
|
-
s = jnp.where(concentration > s_cutoff, s_exact, s_approximate)
|
1441
|
-
|
1442
|
-
def cond_fn(*args):
|
1443
|
-
"""check if all are done or reached max number of iterations"""
|
1444
|
-
i, _, done, _, _ = args[0]
|
1445
|
-
return jnp.bitwise_and(i < 100, jnp.logical_not(jnp.all(done)))
|
1446
|
-
|
1447
|
-
def body_fn(*args):
|
1448
|
-
i, key, done, _, w = args[0]
|
1449
|
-
uni_ukey, uni_vkey, key = jr.split(key, 3)
|
1450
|
-
u = jr.uniform(
|
1451
|
-
key=uni_ukey,
|
1452
|
-
shape=shape,
|
1453
|
-
dtype=concentration.dtype,
|
1454
|
-
minval=-1.0,
|
1455
|
-
maxval=1.0,
|
1456
|
-
)
|
1457
|
-
z = jnp.cos(jnp.pi * u)
|
1458
|
-
w = jnp.where(done, w, (1.0 + s * z) / (s + z)) # Update where not done
|
1459
|
-
y = concentration * (s - w)
|
1460
|
-
v = jr.uniform(key=uni_vkey, shape=shape, dtype=concentration.dtype)
|
1461
|
-
accept = (y * (2.0 - y) >= v) | (jnp.log(y / v) + 1.0 >= y)
|
1462
|
-
return i + 1, key, accept | done, u, w
|
1449
|
+
"""Compute centered von Mises samples using rejection sampling from [1]_ with wrapped Cauchy proposal.
|
1463
1450
|
|
1464
|
-
|
1465
|
-
|
1466
|
-
|
1451
|
+
Returns
|
1452
|
+
-------
|
1453
|
+
out: array_like
|
1454
|
+
centered samples from von Mises
|
1467
1455
|
|
1468
|
-
|
1469
|
-
|
1470
|
-
|
1471
|
-
|
1472
|
-
)
|
1456
|
+
References
|
1457
|
+
----------
|
1458
|
+
.. [1] Luc Devroye "Non-Uniform Random Variate Generation", Springer-Verlag, 1986;
|
1459
|
+
Chapter 9, p. 473-476. http://www.nrbook.com/devroye/Devroye_files/chapter_nine.pdf
|
1473
1460
|
|
1474
|
-
|
1461
|
+
"""
|
1462
|
+
shape = shape or jnp.shape(concentration)
|
1463
|
+
dtype = dtype or environ.dftype()
|
1464
|
+
concentration = lax.convert_element_type(concentration, dtype)
|
1465
|
+
concentration = jnp.broadcast_to(concentration, shape)
|
1466
|
+
|
1467
|
+
if dtype == jnp.float16:
|
1468
|
+
s_cutoff = 1.8e-1
|
1469
|
+
elif dtype == jnp.float32:
|
1470
|
+
s_cutoff = 2e-2
|
1471
|
+
elif dtype == jnp.float64:
|
1472
|
+
s_cutoff = 1.2e-4
|
1473
|
+
else:
|
1474
|
+
raise ValueError(f"Unsupported dtype: {dtype}")
|
1475
|
+
|
1476
|
+
r = 1.0 + jnp.sqrt(1.0 + 4.0 * concentration ** 2)
|
1477
|
+
rho = (r - jnp.sqrt(2.0 * r)) / (2.0 * concentration)
|
1478
|
+
s_exact = (1.0 + rho ** 2) / (2.0 * rho)
|
1479
|
+
|
1480
|
+
s_approximate = 1.0 / concentration
|
1481
|
+
|
1482
|
+
s = jnp.where(concentration > s_cutoff, s_exact, s_approximate)
|
1483
|
+
|
1484
|
+
def cond_fn(*args):
|
1485
|
+
"""check if all are done or reached max number of iterations"""
|
1486
|
+
i, _, done, _, _ = args[0]
|
1487
|
+
return jnp.bitwise_and(i < 100, jnp.logical_not(jnp.all(done)))
|
1488
|
+
|
1489
|
+
def body_fn(*args):
|
1490
|
+
i, key, done, _, w = args[0]
|
1491
|
+
uni_ukey, uni_vkey, key = jr.split(key, 3)
|
1492
|
+
u = jr.uniform(
|
1493
|
+
key=uni_ukey,
|
1494
|
+
shape=shape,
|
1495
|
+
dtype=concentration.dtype,
|
1496
|
+
minval=-1.0,
|
1497
|
+
maxval=1.0,
|
1498
|
+
)
|
1499
|
+
z = jnp.cos(jnp.pi * u)
|
1500
|
+
w = jnp.where(done, w, (1.0 + s * z) / (s + z)) # Update where not done
|
1501
|
+
y = concentration * (s - w)
|
1502
|
+
v = jr.uniform(key=uni_vkey, shape=shape, dtype=concentration.dtype)
|
1503
|
+
accept = (y * (2.0 - y) >= v) | (jnp.log(y / v) + 1.0 >= y)
|
1504
|
+
return i + 1, key, accept | done, u, w
|
1505
|
+
|
1506
|
+
init_done = jnp.zeros(shape, dtype=bool)
|
1507
|
+
init_u = jnp.zeros(shape)
|
1508
|
+
init_w = jnp.zeros(shape)
|
1509
|
+
|
1510
|
+
_, _, done, u, w = lax.while_loop(
|
1511
|
+
cond_fun=cond_fn,
|
1512
|
+
body_fun=body_fn,
|
1513
|
+
init_val=(jnp.array(0), key, init_done, init_u, init_w),
|
1514
|
+
)
|
1515
|
+
|
1516
|
+
return jnp.sign(u) * jnp.arccos(w)
|
1475
1517
|
|
1476
1518
|
|
1477
1519
|
def _loc_scale(loc, scale, value):
|
1478
|
-
|
1479
|
-
|
1480
|
-
|
1481
|
-
|
1482
|
-
|
1483
|
-
else:
|
1484
|
-
if scale is None:
|
1485
|
-
return value + loc
|
1520
|
+
if loc is None:
|
1521
|
+
if scale is None:
|
1522
|
+
return value
|
1523
|
+
else:
|
1524
|
+
return value * scale
|
1486
1525
|
else:
|
1487
|
-
|
1526
|
+
if scale is None:
|
1527
|
+
return value + loc
|
1528
|
+
else:
|
1529
|
+
return value * scale + loc
|
1488
1530
|
|
1489
1531
|
|
1490
1532
|
def _check_py_seq(seq):
|
1491
|
-
|
1533
|
+
return jnp.asarray(seq) if isinstance(seq, (tuple, list)) else seq
|