# Copyright The Lightning team. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from typing import Union import torch from torch import Tensor from typing_extensions import Literal from torchmetrics.utilities.checks import _check_same_shape from torchmetrics.utilities.compute import _safe_xlogy def _kld_update(p: Tensor, q: Tensor, log_prob: bool) -> tuple[Tensor, int]: """Update and returns KL divergence scores for each observation and the total number of observations. Args: p: data distribution with shape ``[N, d]`` q: prior or approximate distribution with shape ``[N, d]`` log_prob: bool indicating if input is log-probabilities or probabilities. If given as probabilities, will normalize to make sure the distributes sum to 1 """ _check_same_shape(p, q) if p.ndim != 2 or q.ndim != 2: raise ValueError(f"Expected both p and q distribution to be 2D but got {p.ndim} and {q.ndim} respectively") total = p.shape[0] if log_prob: measures = torch.sum(p.exp() * (p - q), axis=-1) # type: ignore[call-overload] else: p = p / p.sum(axis=-1, keepdim=True) # type: ignore[call-overload] q = q / q.sum(axis=-1, keepdim=True) # type: ignore[call-overload] measures = _safe_xlogy(p, p / q).sum(axis=-1) # type: ignore[call-overload] return measures, total def _kld_compute( measures: Tensor, total: Union[int, Tensor], reduction: Literal["mean", "sum", "none", None] = "mean" ) -> Tensor: """Compute the KL divergenece based on the type of reduction. Args: measures: Tensor of KL divergence scores for each observation total: Number of observations reduction: Determines how to reduce over the ``N``/batch dimension: - ``'mean'`` [default]: Averages score across samples - ``'sum'``: Sum score across samples - ``'none'`` or ``None``: Returns score per sample Example: >>> p = torch.tensor([[0.36, 0.48, 0.16]]) >>> q = torch.tensor([[1/3, 1/3, 1/3]]) >>> measures, total = _kld_update(p, q, log_prob=False) >>> _kld_compute(measures, total) tensor(0.0853) """ if reduction == "sum": return measures.sum() if reduction == "mean": return measures.sum() / total if reduction is None or reduction == "none": return measures return measures / total def kl_divergence( p: Tensor, q: Tensor, log_prob: bool = False, reduction: Literal["mean", "sum", "none", None] = "mean" ) -> Tensor: r"""Compute `KL divergence`_. .. math:: D_{KL}(P||Q) = \sum_{x\in\mathcal{X}} P(x) \log\frac{P(x)}{Q{x}} Where :math:`P` and :math:`Q` are probability distributions where :math:`P` usually represents a distribution over data and :math:`Q` is often a prior or approximation of :math:`P`. It should be noted that the KL divergence is a non-symmetrical metric i.e. :math:`D_{KL}(P||Q) \neq D_{KL}(Q||P)`. Args: p: data distribution with shape ``[N, d]`` q: prior or approximate distribution with shape ``[N, d]`` log_prob: bool indicating if input is log-probabilities or probabilities. If given as probabilities, will normalize to make sure the distributes sum to 1 reduction: Determines how to reduce over the ``N``/batch dimension: - ``'mean'`` [default]: Averages score across samples - ``'sum'``: Sum score across samples - ``'none'`` or ``None``: Returns score per sample Example: >>> from torch import tensor >>> p = tensor([[0.36, 0.48, 0.16]]) >>> q = tensor([[1/3, 1/3, 1/3]]) >>> kl_divergence(p, q) tensor(0.0853) """ measures, total = _kld_update(p, q, log_prob) return _kld_compute(measures, total, reduction)